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Tsionas, Efthymios G.

Likelihood-based inference in \(S\)-distributions. (English) Zbl 1311.62037

Commun. Stat., Theory Methods 44, No. 1, 153-158 (2015).
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.

MSC:

62F15 Bayesian inference
62E17 Approximations to statistical distributions (nonasymptotic)

Keywords:

Bayesian inference; likelihood function; MCMC; posterior distribution; \(S\)-distributions
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References:

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