79 citations · 133 across the 5 of their papers we have counts for
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stat.ME2016★ 1 cited
Maximum leave-one-out likelihood estimation for location parameter of unbounded densities
Thanakorn Nitithumbundit, Jennifer S. K. Chan
Maximum likelihood estimation of a location parameter fails when the density have unbounded mode. An alternative approach is considered by leaving out a data point to avoid the unb…
stat.ME2015★ 6 cited
An ECM algorithm for Skewed Multivariate Variance Gamma Distribution in Normal Mean-Variance Representation
Thanakorn Nitithumbundit, Jennifer S. K. Chan
Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) appr…