Likelihood-based inference in s-distributions

Tsionas, Efthymios (2015) Likelihood-based inference in s-distributions. Communications in Statistics - Theory and Methods, 44 (1). pp. 153-158. ISSN 0361-0926

Abstract

In this paper, 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.