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Asymptotic Theory Of A Bias Corrected Least Squares Estimator In Truncated Regression
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Book Synopsis Asymptotic Theory of a Bias-corrected Least Squares Estimator in Truncated Regression by : Stanford University. Department of Statistics
Download or read book Asymptotic Theory of a Bias-corrected Least Squares Estimator in Truncated Regression written by Stanford University. Department of Statistics and published by . This book was released on 1990 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Nonparametric and Parametric Estimation with Truncated Regression Data by : Kwok-Leung Tsui
Download or read book Nonparametric and Parametric Estimation with Truncated Regression Data written by Kwok-Leung Tsui and published by . This book was released on 1986 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory by : Hira Koul
Download or read book Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory written by Hira Koul and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article derives the consistency and asymptotic distribution of the bias corrected least squares estimators (LSEs) of the regression parameters in linear regression models when covariates have measurement error (ME) and errors and covariates form mutually independent long memory moving average processes. In the structural ME linear regression model, the nature of the asymptotic distribution of suitably standardized bias corrected LSEs depends on the range of the values of where ,, and are the LM parameters of the covariate, ME and regression error processes respectively. This limiting distribution is Gaussian when and non-Gaussian in the case . In the former case some consistent estimators of the asymptotic variances of these estimators and a log()-consistent estimator of an underlying LM parameter are also provided. They are useful in the construction of the large sample confidence intervals for regression parameters. The article also discusses the asymptotic distribution of these estimators in some functional ME linear regression models, where the unobservable covariate is non-random. In these models, the limiting distribution of the bias corrected LSEs is always a Gaussian distribution determined by the range of the values of )-)
Book Synopsis Development Of Modern Statistics And Related Topics: In Celebration Of Prof Yaoting Zhang's 70th Birthday by : Jian Huang
Download or read book Development Of Modern Statistics And Related Topics: In Celebration Of Prof Yaoting Zhang's 70th Birthday written by Jian Huang and published by World Scientific. This book was released on 2003-06-20 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book encompasses a wide range of important topics. The articles cover the following areas: asymptotic theory and inference, biostatistics, economics and finance, statistical computing and Bayesian statistics, and statistical genetics. Specifically, the issues that are studied include large deviation, deviation inequalities, local sensitivity of model misspecification in likelihood inference, empirical likelihood confidence intervals, uniform convergence rates in density estimation, randomized designs in clinical trials, MCMC and EM algorithms, approximation of p-values in multipoint linkage analysis, use of mixture models in genetic studies, and design and analysis of quantitative traits.
Download or read book Statistica Sinica written by and published by . This book was released on 1992 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Theory and Method Abstracts by :
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1993 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Theory for Ordinary Least Squares Estimators in Regression Models with Forecast Feedback by : Michael Mohr
Download or read book Asymptotic Theory for Ordinary Least Squares Estimators in Regression Models with Forecast Feedback written by Michael Mohr and published by . This book was released on 1990* with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Robustness of the Tobit Estimators to Heteroskedasticity and Non-normality by : Abbas Arabmazar
Download or read book Robustness of the Tobit Estimators to Heteroskedasticity and Non-normality written by Abbas Arabmazar and published by . This book was released on 1981 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Journal of the American Statistical Association by : American Statistical Association
Download or read book Journal of the American Statistical Association written by American Statistical Association and published by . This book was released on 1996 with total page 888 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Estimation and Testing in Truncated and Nontruncated Linear Median-Regression Models by : X. R. Chen
Download or read book Estimation and Testing in Truncated and Nontruncated Linear Median-Regression Models written by X. R. Chen and published by . This book was released on 1986 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: A number of important recent advances in econometric theory are related to the methods of truncated regression model - the regression model in which the range of the dependent variable is restricted to some interval of ( -infinity, infinity), usually the non-negative half-line, such as the income of an individual. Powell used the L sub 1-norm criterion with some modifications in estimating the regression coefficients in truncated linear models. He proved the consistency and asymptotic normality of his estimates under a set of conditions. On the other hand, Nawata's paper uses the ordinary L sub 2-norm (least square) criterion, along with a grouping and adjustment of the observed data. In his view, his method has the merit of easy computation compared with the method of Powell. This paper borrows the basic idea of Nawata in grouping and adjusting the observed data. But the authors make simplifications in the procedure of grouping, which enables us to make substantial extensions of the results of Nawata's paper under weakened conditions. Keywords: Linear median regression; Truncated regression; Parameters; Linearity.
Download or read book Mathematical Reviews written by and published by . This book was released on 2003 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Biometrics written by and published by . This book was released on 1996 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semiparametric Robust Estimation of Truncated and Censored Regression Models by : Pavel Čížek
Download or read book Semiparametric Robust Estimation of Truncated and Censored Regression Models written by Pavel Čížek and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Two-step Quantile Estimation of the Censored Regression Model by : James Powell
Download or read book Two-step Quantile Estimation of the Censored Regression Model written by James Powell and published by . This book was released on 1986 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal by :
Download or read book Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal written by and published by . This book was released on 1997 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: The consistency and the asymptotic normality of the least squares estimators are derived of the sinusoidal model under the assumption of stationary random error. It is observed that the model does not satisfy the standard sufficient conditions of Jennrich (1969) Wu (1981) or Kundu (1991). Recently the consistency and the asymptotic normality are derived for the sinusoidal signal under the assumption of normal error (Kundu; 1993) and under the assumptions of independent and identically distributed random variables in Kundu and Mitra (1996). This paper will generalize them. Hannan (1971) also considered the similar kind of model and establish the result after making the Fourier transform of the data for one parameter model. We establish the result without making the Fourier transform of the data. We give an explicit expression of the asymptotic distribution of the multiparameter case, which is not available in the literature. Our approach is different from Hannan's approach. We do some simulations study to see the small sample properties of the two types of estimators.
Book Synopsis Advances in DEA Theory and Applications by : Kaoru Tone
Download or read book Advances in DEA Theory and Applications written by Kaoru Tone and published by John Wiley & Sons. This book was released on 2017-06-26 with total page 579 pages. Available in PDF, EPUB and Kindle. Book excerpt: A key resource and framework for assessing the performance of competing entities, including forecasting models Advances in DEA Theory and Applications provides a much-needed framework for assessing the performance of competing entities with special emphasis on forecasting models. It helps readers to determine the most appropriate methodology in order to make the most accurate decisions for implementation. Written by a noted expert in the field, this text provides a review of the latest advances in DEA theory and applications to the field of forecasting. Designed for use by anyone involved in research in the field of forecasting or in another application area where forecasting drives decision making, this text can be applied to a wide range of contexts, including education, health care, banking, armed forces, auditing, market research, retail outlets, organizational effectiveness, transportation, public housing, and manufacturing. This vital resource: Explores the latest developments in DEA frameworks for the performance evaluation of entities such as public or private organizational branches or departments, economic sectors, technologies, and stocks Presents a novel area of application for DEA; namely, the performance evaluation of forecasting models Promotes the use of DEA to assess the performance of forecasting models in a wide area of applications Provides rich, detailed examples and case studies Advances in DEA Theory and Applications includes information on a balanced benchmarking tool that is designed to help organizations examine their assumptions about their productivity and performance.
Book Synopsis An Introduction to Bartlett Correction and Bias Reduction by : Gauss M. Cordeiro
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.
