Accuracy Of Method Of Moments Based Inference

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Accuracy of Method of Moments Based Inference

Author : Rutger Willem Poldermans
Publisher :
ISBN 13 : 9789036104869
Total Pages : 203 pages
Book Rating : 4.1/5 (48 download)

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Book Synopsis Accuracy of Method of Moments Based Inference by : Rutger Willem Poldermans

Download or read book Accuracy of Method of Moments Based Inference written by Rutger Willem Poldermans and published by . This book was released on 2017 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The generalized method of moments (GMM) is an extremely popular estimation technique in empirical work, since achieving asymptotically valid and efficient inference relies on only a small set of assumptions being satisfied. The first part of this thesis is concerned with mostly standard GMM based inference in linear dynamic micro panel data models, where the accuracy of asymptotic approximations to the properties of different inferential procedures is examined in the context of a comprehensive simulation design. Next, the analysis extends to implementing weak identification-robust coefficient restriction tests, while allowing the weighting matrix to be based on either centered or uncentered moments. Closely related to weak identification is the issue of underidentification, which is discussed in the final part of this thesis. By simulation the properties of different rank statistics are evaluated in the context of the cross-sectional instrumental variables model."--Samenvatting auteur.

Generalized Method of Moments Estimation

Author : Laszlo Matyas
Publisher : Cambridge University Press
ISBN 13 : 9780521669672
Total Pages : 332 pages
Book Rating : 4.6/5 (696 download)

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Book Synopsis Generalized Method of Moments Estimation by : Laszlo Matyas

Download or read book Generalized Method of Moments Estimation written by Laszlo Matyas and published by Cambridge University Press. This book was released on 1999-04-13 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.

Simulation-based Inference in Econometrics

Author : Roberto Mariano
Publisher : Cambridge University Press
ISBN 13 : 9780521591126
Total Pages : 488 pages
Book Rating : 4.5/5 (911 download)

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Book Synopsis Simulation-based Inference in Econometrics by : Roberto Mariano

Download or read book Simulation-based Inference in Econometrics written by Roberto Mariano and published by Cambridge University Press. This book was released on 2000-07-20 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.

Bayesian Inference and Computation in Reliability and Survival Analysis

Author : Yuhlong Lio
Publisher : Springer Nature
ISBN 13 : 3030886581
Total Pages : 367 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Bayesian Inference and Computation in Reliability and Survival Analysis by : Yuhlong Lio

Download or read book Bayesian Inference and Computation in Reliability and Survival Analysis written by Yuhlong Lio and published by Springer Nature. This book was released on 2022-08-01 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian analysis is one of the important tools for statistical modelling and inference. Bayesian frameworks and methods have been successfully applied to solve practical problems in reliability and survival analysis, which have a wide range of real world applications in medical and biological sciences, social and economic sciences, and engineering. In the past few decades, significant developments of Bayesian inference have been made by many researchers, and advancements in computational technology and computer performance has laid the groundwork for new opportunities in Bayesian computation for practitioners. Because these theoretical and technological developments introduce new questions and challenges, and increase the complexity of the Bayesian framework, this book brings together experts engaged in groundbreaking research on Bayesian inference and computation to discuss important issues, with emphasis on applications to reliability and survival analysis. Topics covered are timely and have the potential to influence the interacting worlds of biostatistics, engineering, medical sciences, statistics, and more. The included chapters present current methods, theories, and applications in the diverse area of biostatistical analysis. The volume as a whole serves as reference in driving quality global health research.

Computational Methods in Systems Biology

Author : Ezio Bartocci
Publisher : Springer
ISBN 13 : 3319451774
Total Pages : 361 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Computational Methods in Systems Biology by : Ezio Bartocci

Download or read book Computational Methods in Systems Biology written by Ezio Bartocci and published by Springer. This book was released on 2016-09-03 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 14th International Conference on Computational Methods in Systems Biology, CMSB 2016, held in Cambridge, UK, in September 2016. The 20 full papers, 3 tool papers and 9 posters presented were carefully reviewed and selected from 37 regular paper submissions. The topics include formalisms for modeling biological processes; models and their biological applications; frameworks for model verification, validation, analysis, and simulation of biological systems; high-performance computational systems biology and parallel implementations; model inference from experimental data; model integration from biological databases; multi-scale modeling and analysis methods; and computational approaches for synthetic biology.

Safety and Reliability. Theory and Applications

Author : Marko Cepin
Publisher : CRC Press
ISBN 13 : 1351809733
Total Pages : 3668 pages
Book Rating : 4.3/5 (518 download)

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Book Synopsis Safety and Reliability. Theory and Applications by : Marko Cepin

Download or read book Safety and Reliability. Theory and Applications written by Marko Cepin and published by CRC Press. This book was released on 2017-06-14 with total page 3668 pages. Available in PDF, EPUB and Kindle. Book excerpt: Safety and Reliability – Theory and Applications contains the contributions presented at the 27th European Safety and Reliability Conference (ESREL 2017, Portorož, Slovenia, June 18-22, 2017). The book covers a wide range of topics, including: • Accident and Incident modelling • Economic Analysis in Risk Management • Foundational Issues in Risk Assessment and Management • Human Factors and Human Reliability • Maintenance Modeling and Applications • Mathematical Methods in Reliability and Safety • Prognostics and System Health Management • Resilience Engineering • Risk Assessment • Risk Management • Simulation for Safety and Reliability Analysis • Structural Reliability • System Reliability, and • Uncertainty Analysis. Selected special sessions include contributions on: the Marie Skłodowska-Curie innovative training network in structural safety; risk approaches in insurance and fi nance sectors; dynamic reliability and probabilistic safety assessment; Bayesian and statistical methods, reliability data and testing; oganizational factors and safety culture; software reliability and safety; probabilistic methods applied to power systems; socio-technical-economic systems; advanced safety assessment methodologies: extended Probabilistic Safety Assessment; reliability; availability; maintainability and safety in railways: theory & practice; big data risk analysis and management, and model-based reliability and safety engineering. Safety and Reliability – Theory and Applications will be of interest to professionals and academics working in a wide range of industrial and governmental sectors including: Aeronautics and Aerospace, Automotive Engineering, Civil Engineering, Electrical and Electronic Engineering, Energy Production and Distribution, Environmental Engineering, Information Technology and Telecommunications, Critical Infrastructures, Insurance and Finance, Manufacturing, Marine Industry, Mechanical Engineering, Natural Hazards, Nuclear Engineering, Offshore Oil and Gas, Security and Protection, Transportation, and Policy Making.

Statistical Inference as Severe Testing

Author : Deborah G. Mayo
Publisher : Cambridge University Press
ISBN 13 : 1108563309
Total Pages : 503 pages
Book Rating : 4.1/5 (85 download)

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Book Synopsis Statistical Inference as Severe Testing by : Deborah G. Mayo

Download or read book Statistical Inference as Severe Testing written by Deborah G. Mayo and published by Cambridge University Press. This book was released on 2018-09-20 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mounting failures of replication in social and biological sciences give a new urgency to critically appraising proposed reforms. This book pulls back the cover on disagreements between experts charged with restoring integrity to science. It denies two pervasive views of the role of probability in inference: to assign degrees of belief, and to control error rates in a long run. If statistical consumers are unaware of assumptions behind rival evidence reforms, they can't scrutinize the consequences that affect them (in personalized medicine, psychology, etc.). The book sets sail with a simple tool: if little has been done to rule out flaws in inferring a claim, then it has not passed a severe test. Many methods advocated by data experts do not stand up to severe scrutiny and are in tension with successful strategies for blocking or accounting for cherry picking and selective reporting. Through a series of excursions and exhibits, the philosophy and history of inductive inference come alive. Philosophical tools are put to work to solve problems about science and pseudoscience, induction and falsification.

Quantile-Based Reliability Analysis

Author : N. Unnikrishnan Nair
Publisher : Springer Science & Business Media
ISBN 13 : 0817683615
Total Pages : 411 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Quantile-Based Reliability Analysis by : N. Unnikrishnan Nair

Download or read book Quantile-Based Reliability Analysis written by N. Unnikrishnan Nair and published by Springer Science & Business Media. This book was released on 2013-08-24 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a fresh approach to reliability theory, an area that has gained increasing relevance in fields from statistics and engineering to demography and insurance. Its innovative use of quantile functions gives an analysis of lifetime data that is generally simpler, more robust, and more accurate than the traditional methods, and opens the door for further research in a wide variety of fields involving statistical analysis. In addition, the book can be used to good effect in the classroom as a text for advanced undergraduate and graduate courses in Reliability and Statistics.

Reliability-Based Design in Geotechnical Engineering

Author : Kok-Kwang Phoon
Publisher : CRC Press
ISBN 13 : 0203934245
Total Pages : 545 pages
Book Rating : 4.2/5 (39 download)

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Book Synopsis Reliability-Based Design in Geotechnical Engineering by : Kok-Kwang Phoon

Download or read book Reliability-Based Design in Geotechnical Engineering written by Kok-Kwang Phoon and published by CRC Press. This book was released on 2008-04-25 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reliability-based design is the only engineering methodology currently available which can ensure self-consistency in both physical and probabilistic terms. It is also uniquely compatible with the theoretical basis underlying other disciplines such as structural design. It is especially relevant as geotechnical design becomes subject to increasing codification and to code harmonization across national boundaries and material types. Already some codes of practice describe the principles and requirements for safety, serviceability, and durability of structures in reliability terms. This book presents practical computational methods in concrete steps that can be followed by practitioners and students. It also provides geotechnical examples illustrating reliability analysis and design. It aims to encourage geotechnical engineers to apply reliability-based design in a realistic context that recognises the complex variabilities in geomaterials and model uncertainties arising from a profession steeped in empiricism. By focusing on learning through computations and examples, this book serves as a valuable reference for engineers and a resource for students.

The Birnbaum-Saunders Distribution

Author : Victor Leiva
Publisher : Academic Press
ISBN 13 : 0128038276
Total Pages : 156 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis The Birnbaum-Saunders Distribution by : Victor Leiva

Download or read book The Birnbaum-Saunders Distribution written by Victor Leiva and published by Academic Press. This book was released on 2015-10-26 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Birnbaum-Saunders Distribution presents the statistical theory, methodology, and applications of the Birnbaum-Saunders distribution, a very flexible distribution for modeling different types of data (mainly lifetime data). The book describes the most recent theoretical developments of this model, including properties, transformations and related distributions, lifetime analysis, and shape analysis. It discusses methods of inference based on uncensored and censored data, goodness-of-fit tests, and random number generation algorithms for the Birnbaum-Saunders distribution, also presenting existing and future applications. Introduces inference in the Birnbaum-Saunders distribution Provides a comprehensive review of the statistical theory and methodology of the Birnbaum-Distribution Discusses different applications of the Birnbaum-Saunders distribution Explains characterization and the lifetime analysis

Computational Methods in Systems Biology

Author : Olivier Roux
Publisher : Springer
ISBN 13 : 3319234013
Total Pages : 302 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Computational Methods in Systems Biology by : Olivier Roux

Download or read book Computational Methods in Systems Biology written by Olivier Roux and published by Springer. This book was released on 2015-09-01 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 13th International Conference on Computational Methods in Systems Biology, CMSB 2015, held in Nantes, France, in September 2015. The 20 full papers and 2 short papers presented were carefully reviewed and selected from 43 full and 4 short paper submissions. The papers cover a wide range of topics in the analysis of biological systems, networks and data such as model checking, stochastic analysis, hybrid systems, circadian clock, time series data, logic programming, and constraints solving ranging from intercellular to multiscale.

DSGE Models in Macroeconomics

Author : Nathan Balke
Publisher : Emerald Group Publishing
ISBN 13 : 1781903050
Total Pages : 480 pages
Book Rating : 4.7/5 (819 download)

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Book Synopsis DSGE Models in Macroeconomics by : Nathan Balke

Download or read book DSGE Models in Macroeconomics written by Nathan Balke and published by Emerald Group Publishing. This book was released on 2012-11-29 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy

Essential Statistical Inference

Author : Dennis D. Boos
Publisher : Springer Science & Business Media
ISBN 13 : 1461448182
Total Pages : 567 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Essential Statistical Inference by : Dennis D. Boos

Download or read book Essential Statistical Inference written by Dennis D. Boos and published by Springer Science & Business Media. This book was released on 2013-02-06 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is for students and researchers who have had a first year graduate level mathematical statistics course. It covers classical likelihood, Bayesian, and permutation inference; an introduction to basic asymptotic distribution theory; and modern topics like M-estimation, the jackknife, and the bootstrap. R code is woven throughout the text, and there are a large number of examples and problems. An important goal has been to make the topics accessible to a wide audience, with little overt reliance on measure theory. A typical semester course consists of Chapters 1-6 (likelihood-based estimation and testing, Bayesian inference, basic asymptotic results) plus selections from M-estimation and related testing and resampling methodology. Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods.

Handbook of Financial Time Series

Author : Torben Gustav Andersen
Publisher : Springer Science & Business Media
ISBN 13 : 3540712976
Total Pages : 1045 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Handbook of Financial Time Series by : Torben Gustav Andersen

Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.

Maximum Entropy and Bayesian Methods

Author : John Skilling
Publisher : Springer Science & Business Media
ISBN 13 : 9400901070
Total Pages : 327 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Maximum Entropy and Bayesian Methods by : John Skilling

Download or read book Maximum Entropy and Bayesian Methods written by John Skilling and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume records papers given at the fourteenth international maximum entropy conference, held at St John's College Cambridge, England. It seems hard to believe that just thirteen years have passed since the first in the series, held at the University of Wyoming in 1981, and six years have passed since the meeting last took place here in Cambridge. So much has happened. There are two major themes at these meetings, inference and physics. The inference work uses the confluence of Bayesian and maximum entropy ideas to develop and explore a wide range of scientific applications, mostly concerning data analysis in one form or another. The physics work uses maximum entropy ideas to explore the thermodynamic world of macroscopic phenomena. Of the two, physics has the deeper historical roots, and much of the inspiration behind the inference work derives from physics. Yet it is no accident that most of the papers at these meetings are on the inference side. To develop new physics, one must use one's brains alone. To develop inference, computers are used as well, so that the stunning advances in computational power render the field open to rapid advance. Indeed, we have seen a revolution. In the larger world of statistics beyond the maximum entropy movement as such, there is now an explosion of work in Bayesian methods, as the inherent superiority of a defensible and consistent logical structure becomes increasingly apparent in practice.

Examples in Parametric Inference with R

Author : Ulhas Jayram Dixit
Publisher : Springer
ISBN 13 : 9811008892
Total Pages : 475 pages
Book Rating : 4.8/5 (11 download)

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Book Synopsis Examples in Parametric Inference with R by : Ulhas Jayram Dixit

Download or read book Examples in Parametric Inference with R written by Ulhas Jayram Dixit and published by Springer. This book was released on 2016-05-20 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses examples in parametric inference with R. Combining basic theory with modern approaches, it presents the latest developments and trends in statistical inference for students who do not have an advanced mathematical and statistical background. The topics discussed in the book are fundamental and common to many fields of statistical inference and thus serve as a point of departure for in-depth study. The book is divided into eight chapters: Chapter 1 provides an overview of topics on sufficiency and completeness, while Chapter 2 briefly discusses unbiased estimation. Chapter 3 focuses on the study of moments and maximum likelihood estimators, and Chapter 4 presents bounds for the variance. In Chapter 5, topics on consistent estimator are discussed. Chapter 6 discusses Bayes, while Chapter 7 studies some more powerful tests. Lastly, Chapter 8 examines unbiased and other tests. Senior undergraduate and graduate students in statistics and mathematics, and those who have taken an introductory course in probability, will greatly benefit from this book. Students are expected to know matrix algebra, calculus, probability and distribution theory before beginning this course. Presenting a wealth of relevant solved and unsolved problems, the book offers an excellent tool for teachers and instructors who can assign homework problems from the exercises, and students will find the solved examples hugely beneficial in solving the exercise problems.

Methods for Estimation and Inference in Modern Econometrics

Author : Stanislav Anatolyev
Publisher : CRC Press
ISBN 13 : 1439838267
Total Pages : 230 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Methods for Estimation and Inference in Modern Econometrics by : Stanislav Anatolyev

Download or read book Methods for Estimation and Inference in Modern Econometrics written by Stanislav Anatolyev and published by CRC Press. This book was released on 2011-06-07 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.