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Author : P. K. Sen
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (897 download)
Download or read book Asymptotic Properties of Likelihood Ratio Tests Based on Conditional Specification written by P. K. Sen and published by . This book was released on 1980 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
![Download Asumptotic [i.e. Asymptotic] Properties of Likelihood Ratio Tests Based on Conditional Specification PDF Online Free](https://books.google.com/books/content/images/frontcover/GcT5HAAACAAJ?fife=w200-h370)
Author : Pranab Kumar Sen
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (17 download)
Download or read book Asumptotic [i.e. Asymptotic] Properties of Likelihood Ratio Tests Based on Conditional Specification written by Pranab Kumar Sen and published by . This book was released on 1980 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Pranab Kumar Sen
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (897 download)
Download or read book Asymptotic Properties of maximum Likelihood estimators based on conditional specification written by Pranab Kumar Sen and published by . This book was released on 1978 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Erling Bernhard Andersen
Publisher :
ISBN 13 :
Total Pages : 4 pages
Book Rating : 4.:/5 (952 download)
Download or read book The Asymptotic Distribution of Conditional Likelihood Ratio Tests written by Erling Bernhard Andersen and published by . This book was released on 1971 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : D.R. Cox
Publisher : CRC Press
ISBN 13 : 9780412494406
Total Pages : 376 pages
Book Rating : 4.4/5 (944 download)
Download or read book Inference and Asymptotics written by D.R. Cox and published by CRC Press. This book was released on 1994-03-01 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Likelihood and its many associated concepts are of central importance in statistical theory and applications. The theory of likelihood and of likelihood-like objects (pseudo-likelihoods) has undergone extensive and important developments over the past 10 to 15 years, in particular as regards higher order asymptotics. This book provides an account of this field, which is still vigorously expanding. Conditioning and ancillarity underlie the p*-formula, a key formula for the conditional density of the maximum likelihood estimator, given an ancillary statistic. Various types of pseudo-likelihood are discussed, including profile and partial likelihoods. Special emphasis is given to modified profile likelihood and modified directed likelihood, and their intimate connection with the p*-formula. Among the other concepts and tools employed are sufficiency, parameter orthogonality, invariance, stochastic expansions and saddlepoint approximations. Brief reviews are given of the most important properties of exponential and transformation models and these types of model are used as test-beds for the general asymptotic theory. A final chapter briefly discusses a number of more general issues, including prediction and randomization theory. The emphasis is on ideas and methods, and detailed mathematical developments are largely omitted. There are numerous notes and exercises, many indicating substantial further results.
Author : Clovis de Araujo Peres
Publisher :
ISBN 13 :
Total Pages : 170 pages
Book Rating : 4.:/5 (89 download)
Download or read book Asymptotic Efficiency of the Likelihood Ratio Conditional Test for Multinomial Distributions written by Clovis de Araujo Peres and published by . This book was released on 1974 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. K. Md. Ehsanes Saleh
Publisher : Department of Mathematics and Statistics, Carleton University
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.3/5 (91 download)
Download or read book A Collection of Three Papers on Test of Hypothesis Following a Preliminary Test on Regression written by A. K. Md. Ehsanes Saleh and published by Department of Mathematics and Statistics, Carleton University. This book was released on 1982 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 980 pages
Book Rating : 4.:/5 (35 download)
Download or read book Statistics & Decisions written by and published by . This book was released on 1983 with total page 980 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ralph A. Bradley
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (227 download)
Download or read book Asymptotic Properties of Likelihood Estimators for Associated Populations and Their Applications written by Ralph A. Bradley and published by . This book was released on 1973 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt: Associated populations have probability distributions with subsets of parameters in common. Likelihood estimators may be obtained from the combined information resulting from samples from each of the associated populations. Asymptotic theory of likelihood estimators and likelihood ratio tests are reported and four examples are given. (Modified author abstract).
Author :
Publisher :
ISBN 13 :
Total Pages : 400 pages
Book Rating : 4.E/5 ( download)
Download or read book Carleton Mathematical Lecture Notes written by and published by . This book was released on 1982 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Xiaohong Chen
Publisher : Springer Science & Business Media
ISBN 13 : 1461416531
Total Pages : 582 pages
Book Rating : 4.4/5 (614 download)
Download or read book Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis written by Xiaohong Chen and published by Springer Science & Business Media. This book was released on 2012-08-01 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Author : Debra Lynn Hydorn
Publisher :
ISBN 13 :
Total Pages : 364 pages
Book Rating : 4.3/5 (91 download)
Download or read book On Estimating the Eigenvalues of a Covariance Matrix written by Debra Lynn Hydorn and published by . This book was released on 1993 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P. R. Krishnaiah
Publisher : Elsevier Health Sciences
ISBN 13 :
Total Pages : 1016 pages
Book Rating : 4.:/5 (319 download)
Download or read book Nonparametric Methods written by P. R. Krishnaiah and published by Elsevier Health Sciences. This book was released on 1984 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical developments. Linear models. Order statistics and empitical distribution. Estimation procedures. Stochastic aproximation and density estimation. Life testing and reliability. Miscellaneous topics. Applications. Tables.
Author : Gauss M. Cordeiro
Publisher : Springer Science & Business Media
ISBN 13 : 3642552552
Total Pages : 113 pages
Book Rating : 4.6/5 (425 download)
Download or read book An Introduction to Bartlett Correction and Bias Reduction written by Gauss M. Cordeiro and published by Springer Science & Business Media. This book was released on 2014-05-08 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.
Author : A. de Peresc
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.:/5 (897 download)
Download or read book Asymptotic Efficiency and the Likelihood Ratio Conditional Test for Multinomial Distributions written by A. de Peresc and published by . This book was released on 1974 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 816 pages
Book Rating : 4.E/5 ( download)
Download or read book Technical Report Series of the Laboratory for Research in Statistics and Probability written by and published by . This book was released on 1983 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Leandro Pardo
Publisher : MDPI
ISBN 13 : 3038979368
Total Pages : 344 pages
Book Rating : 4.0/5 (389 download)
Download or read book New Developments in Statistical Information Theory Based on Entropy and Divergence Measures written by Leandro Pardo and published by MDPI. This book was released on 2019-05-20 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents new and original research in Statistical Information Theory, based on minimum divergence estimators and test statistics, from a theoretical and applied point of view, for different statistical problems with special emphasis on efficiency and robustness. Divergence statistics, based on maximum likelihood estimators, as well as Wald’s statistics, likelihood ratio statistics and Rao’s score statistics, share several optimum asymptotic properties, but are highly non-robust in cases of model misspecification under the presence of outlying observations. It is well-known that a small deviation from the underlying assumptions on the model can have drastic effect on the performance of these classical tests. Specifically, this book presents a robust version of the classical Wald statistical test, for testing simple and composite null hypotheses for general parametric models, based on minimum divergence estimators.
