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Author : Paul Chwan-Cherng Wang
Publisher :
ISBN 13 :
Total Pages : 324 pages
Book Rating : 4.:/5 (29 download)
Download or read book Asymptotic Robust Tests in the Presence of Nuisance Parameters written by Paul Chwan-Cherng Wang and published by . This book was released on 1979 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paul C. Wang
Publisher :
ISBN 13 :
Total Pages : 154 pages
Book Rating : 4.:/5 (63 download)
Download or read book Asymptotic robust tests in the presence of nuisance parameters written by Paul C. Wang and published by . This book was released on 1981 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas Scott Hammerstrom
Publisher :
ISBN 13 :
Total Pages : 146 pages
Book Rating : 4.:/5 (29 download)
Download or read book On Asymptotic Optimality Properties of Tests and Estimates in the Presence of Increasing Numbers of Nuisance Parameters written by Thomas Scott Hammerstrom and published by . This book was released on 1978 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mohammad Iqbal
Publisher :
ISBN 13 :
Total Pages : 358 pages
Book Rating : 4.:/5 (118 download)
Download or read book Asymptotic Theory for Confidence Limits in the Presence of Nuisance Parameters and Its Applications written by Mohammad Iqbal and published by . This book was released on 1983 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jianqing Fan
Publisher : Springer Science & Business Media
ISBN 13 : 1461455448
Total Pages : 626 pages
Book Rating : 4.4/5 (614 download)
Download or read book Selected Works of Peter J. Bickel written by Jianqing Fan and published by Springer Science & Business Media. This book was released on 2012-11-28 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents selections of Peter J. Bickel’s major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter’s amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares insights on these exciting statistical developments with future generations of statisticians. The compilation of supporting material about Peter’s life and work help readers understand the environment under which his research was conducted. The material will also inspire readers in their own research-based pursuits. This volume includes new photos of Peter Bickel, his biography, publication list, and a list of his students. These give the reader a more complete picture of Peter Bickel as a teacher, a friend, a colleague, and a family man.
Author : Ke-Li Xu
Publisher :
ISBN 13 :
Total Pages : 51 pages
Book Rating : 4.:/5 (13 download)
Download or read book Inference of Local Regression in the Presence of Nuisance Parameters written by Ke-Li Xu and published by . This book was released on 2017 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider inference based on local estimating equations in the presence of nuisance parameters. The framework is useful for a number of applications including those in economic policy evaluation based on discontinuities or kinks and in real-time financial risk management. We focus on the criterion-function-based (in particular, empirical likelihood-based) inference, and establish conditions under which the test statistic has a pivotal asymptotic distribution. In the key step of eliminating nuisance parameters in the (possibly non-smooth) criterion function, we consider approaches based on concentration and Laplace-type plug-in estimation. The former is natural, and the latter does not require optimization and can be computationally attractive in applications using simulations. Our framework can easily incorporate bias correction induced by localization, and the inference is robust to the identification strength of the parameter of interest. The high-level assumptions are illustrated with several examples. We also provide an empirical application which assesses heterogeneous effects of academic probation in college and gender differences under the quantile regression discontinuity design.
Author : Vladimir E. Bening
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (833 download)
Download or read book Higher order asymptotic optimality in testing problems with nuisance parameters written by Vladimir E. Bening and published by . This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Artur Lemonte
Publisher : Academic Press
ISBN 13 : 0128036133
Total Pages : 157 pages
Book Rating : 4.1/5 (28 download)
Download or read book The Gradient Test written by Artur Lemonte and published by Academic Press. This book was released on 2016-02-05 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Gradient Test: Another Likelihood-Based Test presents the latest on the gradient test, a large-sample test that was introduced in statistics literature by George R. Terrell in 2002. The test has been studied by several authors, is simply computed, and can be an interesting alternative to the classical large-sample tests, namely, the likelihood ratio (LR), Wald (W), and Rao score (S) tests. Due to the large literature about the LR, W and S tests, the gradient test is not frequently used to test hypothesis. The book covers topics on the local power of the gradient test, the Bartlett-corrected gradient statistic, the gradient statistic under model misspecification, and the robust gradient-type bounded-influence test. Covers the background of the gradient statistic and the different models Discusses The Bartlett-corrected gradient statistic Explains the algorithm to compute the gradient-type statistic
Author : David Mathiason
Publisher :
ISBN 13 :
Total Pages : 172 pages
Book Rating : 4.:/5 (965 download)
Download or read book Large Sample Test Procedures in the Presence of Nuisance Parameters written by David Mathiason and published by . This book was released on 1982 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mehdi Hosseinkouchack
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Powerful Unit Root Tests Free of Nuisance Parameters written by Mehdi Hosseinkouchack and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We propose a variance ratio-type unit root test where the nuisance parameter cancels asymptotically under both the null of a unit root and a local-to-unity alternative. Critical values and asymptotic power curves can be computed using standard numerical techniques. Our test exhibits higher power compared with tests that share the virtue of being free of tuning parameters. In fact, the local asymptotic power curves of our procedure get close to the power functions of the point optimal test, where the latter suffers from the drawback of having to correct for a nuisance parameter consistently.
Author : Harold Melvin Kaplan
Publisher :
ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.:/5 (176 download)
Download or read book Large-sample Tests of Expectations in the Presence of Nuisance Parameters written by Harold Melvin Kaplan and published by . This book was released on 1966 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Xu Cheng
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (13 download)
Download or read book Uniform Inference in Nonlinear Models with Mixed Identification Strength written by Xu Cheng and published by . This book was released on 2014 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper studies inference in nonlinear models where identification loss presents in multiple parts of the parameter space. For uniform inference, we develop a local limit theory that models mixed identification strength. Building on this non-standard asymptotic approximation, we suggest robust tests and confidence intervals in the presence of non-identified and weakly identified nuisance parameters. In particular, this covers applications where some nuisance parameters are non-identified under the null (Davies (1977, 1987)) and some nuisance parameters are subject to a full range of identification strength. The asymptotic results involve both inconsistent estimators that depend on a localization parameter and consistent estimators with different rates of convergence. A sequential argument is used to peel the criterion function based on identification strength of the parameters. The robust test is uniformly valid and non-conservative.
Author : Nupun Andhivarothai
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.3/5 (129 download)
Download or read book Sufficiency in the Presence of Nuisance Parameters written by Nupun Andhivarothai and published by . This book was released on 1990 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Zbynek Sidak
Publisher : Elsevier
ISBN 13 : 0080519105
Total Pages : 453 pages
Book Rating : 4.0/5 (85 download)
Download or read book Theory of Rank Tests written by Zbynek Sidak and published by Elsevier. This book was released on 1999-04-06 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of Theory of Rank Tests (1967) has been the precursor to a unified and theoretically motivated treatise of the basic theory of tests based on ranks of the sample observations. For more than 25 years, it helped raise a generation of statisticians in cultivating their theoretical research in this fertile area, as well as in using these tools in their application oriented research. The present edition not only aims to revive this classical text by updating the findings but also by incorporating several other important areas which were either not properly developed before 1965 or have gone through an evolutionary development during the past 30 years. This edition therefore aims to fulfill the needs of academic as well as professional statisticians who want to pursue nonparametrics in their academic projects, consultation, and applied research works. Asymptotic Methods Nonparametrics Convergence of Probability Measures Statistical Inference
Author : Demissie Alemayehu
Publisher :
ISBN 13 :
Total Pages : 192 pages
Book Rating : 4.:/5 (29 download)
Download or read book Bootstrapping Multivariate Models and Robust Statistics written by Demissie Alemayehu and published by . This book was released on 1986 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Helmut Rieder
Publisher : Springer Science & Business Media
ISBN 13 : 1468406248
Total Pages : 409 pages
Book Rating : 4.4/5 (684 download)
Download or read book Robust Asymptotic Statistics written by Helmut Rieder and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1 To the king, my lord, from your servant Balasi : 2 ... The king should have a look. Maybe the scribe who reads to the king did not understand . . . . shall I personally show, with this tablet that I am sending to the king, my lord, how the omen was written. 3 Really, he who has not followed the text with his finger cannot possibly understand it. This book is about optimally robust functionals and their unbiased esti mators and tests. Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri bution. The two principal questions are (F): Which functional to choose? and (P): Which statistical procedure to use for the selected functional? Using a local asymptotic framework, we deal with both problems by linking up nonparametric statistical optimality with infinitesimal robust ness criteria. Thus, seemingly separate developments in robust statistics are presented in a unifying way.
Author : Marius Ooms
Publisher : Springer Science & Business Media
ISBN 13 : 3642487920
Total Pages : 397 pages
Book Rating : 4.6/5 (424 download)
Download or read book Empirical Vector Autoregressive Modeling written by Marius Ooms and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets "pseudo-waves" of about 20 years in economic activity (Sargent (1979, p. 248)) and the "spurious regression" of macroeconomic time series described in Granger and Newbold (1986, §6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument.
