The Annals of Statistics, Vol. 19, No. 2 (Jun., 1991), pp. 797-816 (20 pages) Biased sampling regression models were introduced by Jewell, generalizing the truncated regression model studied by ...

Discover how credibility theory helps actuaries use historical data to estimate risks and set insurance premiums; learn how ...

Entropy estimation and information theory form the bedrock of our understanding of uncertainty and complexity in both natural and engineered systems. At its core, entropy quantifies the ...

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter ...