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Asymptotic Behavior Of The Maximum Likelihood Estimators For Parametric Models With Contamination
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Book Synopsis Asymptotic Behavior of the Maximum Likelihood Estimators for Parametric Models with Contamination by : Marek Bakalarczyk
Download or read book Asymptotic Behavior of the Maximum Likelihood Estimators for Parametric Models with Contamination written by Marek Bakalarczyk and published by . This book was released on 1980 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Efficient Robust Estimates in Some Semiparametric Models by : Colin Ou Wu
Download or read book Asymptotic Efficient Robust Estimates in Some Semiparametric Models written by Colin Ou Wu and published by . This book was released on 1990 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Representation of M-estimators and Rate of Convergence of One-step M-estimators for Parametric Models with Shrinking Contamination by : Witold Florczak
Download or read book Asymptotic Representation of M-estimators and Rate of Convergence of One-step M-estimators for Parametric Models with Shrinking Contamination written by Witold Florczak and published by . This book was released on 1991 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework, and Some Results in Non-normal Linear Regression by : Robert Ernest Tarone
Download or read book Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework, and Some Results in Non-normal Linear Regression written by Robert Ernest Tarone and published by . This book was released on 1974 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Pseudo Maximum Likelihood Estimation: Theory and Applications by : Gail G. Hannon
Download or read book Pseudo Maximum Likelihood Estimation: Theory and Applications written by Gail G. Hannon and published by . This book was released on 1978 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pseudo maximum likelihood estimation easily extends to k parameter models, and is of interest in problems in which the likelihood surface is ill-behaved in higher dimensions but well-behaved in lower dimensions. Several signal plus noise or convolution models are examined which exhibit such behavior and satisfy the regularity conditions of the asymptotic theory. For specific models, a numerical comparison of asymptotic variances suggests that a psuedo maximum likelihood estimate of the signal parameter is uniformly more efficient than estimators that have been advanced by previous authors. A number of other potential applications are noted.
Book Synopsis Contributions to the Theory of Robust Estimation by : Frank R. Hampel
Download or read book Contributions to the Theory of Robust Estimation written by Frank R. Hampel and published by . This book was released on 1968 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix by : Lung-Fei Lee
Download or read book Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix written by Lung-Fei Lee and published by . This book was released on 1992 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process by : Offer Lieberman
Download or read book Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process written by Offer Lieberman and published by . This book was released on 2002 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models by : Mary Kathleen Vickers
Download or read book Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models written by Mary Kathleen Vickers and published by . This book was released on 1977 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Four theorems are proven, which simplify the application to econometric models of Weiss's theorem on asymptotic properties of maximum likelihood estimators in nonstandard cases. The theorems require, roughly: the uniform convergence in any compact sets of the unknown parameters of the expection of the Hessian matrix of the log likelihood function; and the uniform convergence to 0 in the same sense of the variance of the same quantities. The fourth theorem allows one to conclude that the optimal properties hold on an image set of the parameters when the map satisfies certain smoothness conditions, and the first three theorems are satisfied for the original parameter set. These four theorems are applied to autoregressive models, nonlinear models, systems of equations, and probit and logit models to infer optimal asymptotic properties. (Author).
Book Synopsis Asymptotics for the maximum likelihood estimators of diffusion models by : Minsoo Jeong
Download or read book Asymptotics for the maximum likelihood estimators of diffusion models written by Minsoo Jeong and published by . This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Abstracts, 12th European Meeting of Statisticians, Varna, September 3-7, 1979 by :
Download or read book Abstracts, 12th European Meeting of Statisticians, Varna, September 3-7, 1979 written by and published by . This book was released on 1979 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Representation of M-estimations and Rate Ofconvergence of One-step M-estimators for Parametric Models with Shrinking Contamination by : Witold J. Florczak
Download or read book Asymptotic Representation of M-estimations and Rate Ofconvergence of One-step M-estimators for Parametric Models with Shrinking Contamination written by Witold J. Florczak and published by . This book was released on 1991 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Maximum Penalized Likelihood Estimation by : P.P.B. Eggermont
Download or read book Maximum Penalized Likelihood Estimation written by P.P.B. Eggermont and published by Springer Nature. This book was released on 2020-12-15 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.
Book Synopsis Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Ecometric Models by : Mary Kathleen Vickers
Download or read book Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Ecometric Models written by Mary Kathleen Vickers and published by . This book was released on 1979 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Covariance Matrix by : R. D. H. Heijmans
Download or read book Asymptotic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Covariance Matrix written by R. D. H. Heijmans and published by . This book was released on 1977 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Efficiency and Higher Order Efficiency of the Limited Information Maximum Likelihood Estimator in Large Econometric Models by : Naoto Kunitomo
Download or read book Asymptotic Efficiency and Higher Order Efficiency of the Limited Information Maximum Likelihood Estimator in Large Econometric Models written by Naoto Kunitomo and published by . This book was released on 1981 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Properties of the Maximum Likelihood Estimator of Random Effects Models with Serial Correlation by :
Download or read book Asymptotic Properties of the Maximum Likelihood Estimator of Random Effects Models with Serial Correlation written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Stockholm School of Economics (SSE) Library presents the full text of the February 2001 paper entitled "Asymptotic Properties of the Maximum Likelihood Estimator of Random Effects Models with Serial Correlation," written by Jimmy Skoglund and Sune Karlsson. The text is available in PDF format and the paper is number 432 in the SEE/EFI Working Papers in Economics and Finance series. This paper discusses the large sample behavior of the maximum likelihood estimator of random effects models with serial correlation in the form of AR for the time-specific error component.
