On estimating the scale parameter of the Rayleigh distribution from doubly censored samples

Linear Contrasts in Experimental Design with Non-Identical Error Distributions

“…Moreover, the MML estimators are highly efficient even for sample sizes as small as n ¼ 6, see Ş enog lu and Tiku (2001Tiku ( , p. 1349. See also Smith et al (1973), Lee et al (1980) and Tan (1985) who have similar results.…”

Robust Regression Analysis for Non-Normal Situations under Symmetric Distributions Arising In Medical Research

“…If the two distributions are plotted, it will be seen that one sits almost on top of the other. It may be noted that   Barnett, 1966;Lee et al, 1980;Tiku and Suresh, 1992;Vaughan, 1992). Instead the Tikus method of modified likelihood (MML) estimation was employed, which gives explicit estimators and involves replacing intractable terms by linear approximations.…”

Robust Estimation and Forecasting of the Capital Asset Pricing Model

“…Solving them by iterative methods is a formidable task, and can be problematic, especially for small values of p , in which one may encounter multiple roots, slow convergence, convergence to wrong values, or even divergence (Barnett, 1966a;Lee et al, 1980;Tiku and Suresh, 1992). Pearson and Hartley (1972, p. 89) give examples where the iterations involved in determining ML estimates do not converge sufficiently rapidly.…”

“…In order to obtain efficient closed-formed estimators, we invoke Tiku's modified likelihood estimation approach, which is well established (Smith et al, 1973;Lee et al, 1980;Tan, 1985;Tiku et al, 1986Tiku et al, , 1999Tiku et al, , 2000Tiku et al, , 2001Schneider, 1986;Vaughan, 1992;Wong and Bian, 2005). Let (arranged in ascending order) be the order statistics of , and denote [i] as the concomitant index of the i…”