Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case

Fixed-domain Asymptotic Properties of Tapered Maximum Likelihood Estimators

When the spatial sample size is extremely large, which occurs in many environmental and ecological studies, operations on the large covariance matrix are a numerical challenge. Covariance tapering is a technique to alleviate the numerical challenges. Under the assumption that data are collected along a line in a bounded region, we investigate how the tapering affects the asymptotic efficiency o...

Asymptotic Distributions of Quasi-Maximum Likelihood Estimators

Asymptotic properties of MLEs and QMLEs of mixed regressive, spatial autoregressive models are investigated. The stochastic rates of convergence of the MLE and QMLE for such models may be less than the √ n-rate under some circumstances even though its limiting distribution is asymptotically normal. When spatially varying regressors are relevant, the MLE and QMLE of the mixed regressive, autoreg...

Distribution of the Maximum of Independent Identically-distributed Variables

Many engineering applications require the calculation of the distribution of the maximum of a number n of indendent, identically distributed (iid) variables. A typical situation is the design of a system for the “n-year demand” when the maximum demands in different years are iid (design of a dam for the n-year flood, design of an offshore platform for the n-year wave, design of a building for t...

Distribution of the Maximum of Independent Identically-distributed Variables

Generating the Maximum of Independent Identically Distributed Random Variables

Frequently the need arises for the computer generation of variates that are exact/y distributed as 2 = max(X,, . , X.) where X,, . . . , X, form a sequence of independent identically distributed random variables. For large n the individual generation of the Xi’s is unfeasible, and the inversion-of-a-beta-variate is potentially inaccurate. In this paper, we discuss and compare the corrected inve...