Likelihood-based inference in \(S\)-distributions. (English) Zbl 1311.62037
Summary: We propose new estimation techniques in connection with the system of S-distributions. Besides “exact” maximum likelihood (ML), we propose simulated ML and a characteristic function-based procedure. The “exact” and simulated likelihoods can be used to provide numerical, MCMC-based Bayesian inferences.
References:
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