Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Large Sample Theory For Pseudo Maximum Likelihood Estimates In Semiparametric Models full books in PDF, epub, and Kindle. Read online Large Sample Theory For Pseudo Maximum Likelihood Estimates In Semiparametric Models ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Huilin Hu
Publisher :
ISBN 13 :
Total Pages : 400 pages
Book Rating : 4.:/5 (43 download)
Download or read book Large Sample Theory for Pseudo-maximum Likelihood Estimates in Semiparametric Models written by Huilin Hu and published by . This book was released on 1998 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Raymond L. Chambers
Publisher : CRC Press
ISBN 13 : 1584886323
Total Pages : 393 pages
Book Rating : 4.5/5 (848 download)
Download or read book Maximum Likelihood Estimation for Sample Surveys written by Raymond L. Chambers and published by CRC Press. This book was released on 2012-05-02 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to biased and inefficient estimates. Maximum Likelihood Estimation for Sample Surveys presents an overview of likelihood methods for the analysis of sample survey data that account for the selection methods used, and includes all necessary background material on likelihood inference. It covers a range of data types, including multilevel data, and is illustrated by many worked examples using tractable and widely used models. It also discusses more advanced topics, such as combining data, non-response, and informative sampling. The book presents and develops a likelihood approach for fitting models to sample survey data. It explores and explains how the approach works in tractable though widely used models for which we can make considerable analytic progress. For less tractable models numerical methods are ultimately needed to compute the score and information functions and to compute the maximum likelihood estimates of the model parameters. For these models, the book shows what has to be done conceptually to develop analyses to the point that numerical methods can be applied. Designed for statisticians who are interested in the general theory of statistics, Maximum Likelihood Estimation for Sample Surveys is also aimed at statisticians focused on fitting models to sample survey data, as well as researchers who study relationships among variables and whose sources of data include surveys.
Author : Nicholas Herbert Stern
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.3/5 (91 download)
Download or read book Large Sample Properties of Maximum Likelihood Estimators written by Nicholas Herbert Stern and published by . This book was released on 1980 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Russell B. Millar
Publisher : John Wiley & Sons
ISBN 13 : 1119977711
Total Pages : 286 pages
Book Rating : 4.1/5 (199 download)
Download or read book Maximum Likelihood Estimation and Inference written by Russell B. Millar and published by John Wiley & Sons. This book was released on 2011-07-26 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.
Author : T. Fomby
Publisher : Elsevier
ISBN 13 : 9780762310753
Total Pages : 280 pages
Book Rating : 4.3/5 (17 download)
Download or read book Maximum Likelihood Estimation of Misspecified Models written by T. Fomby and published by Elsevier. This book was released on 2003-12-12 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte -- Estimation, inference, and specification testing for possibly misspecified quantile regression / Tae-Hwan Kim, Halbert White -- Quasimaximum likelihood estimation with bounded symmetric errors / Douglas Miller, James Eales, Paul Preckel -- Consistent quasi-maximum likelihood estimation with limited information / Douglas Miller, Sang-Hak Lee -- An examination of the sign and volatility switching arch models under alternative distributional assumptions / Mohamed F. Omran, Florin Avram -- estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related / Chor-yiu Sin -- Testing in GMM models without truncation / Timothy J. Vogelsang -- Bayesian analysis of misspecified models with fixed effects / Tiemen Woutersen -- Tests of common deterministic trend slopes applied to quarterly global temperature data / Thomas B. Fomby, Timothy J. Vogelsang -- The sandwich estimate of variance / James W. Hardin -- Test statistics and critical values in selectivity models / R. Carter Hill, Lee C. Adkins, Keith A. Bender -- Introduction / Thomas B Fomby, R. Carter Hill.
Author : Scott R. Eliason
Publisher : SAGE
ISBN 13 : 9780803941076
Total Pages : 100 pages
Book Rating : 4.9/5 (41 download)
Download or read book Maximum Likelihood Estimation written by Scott R. Eliason and published by SAGE. This book was released on 1993 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a short introduction to Maximum Likelihood (ML) Estimation. It provides a general modeling framework that utilizes the tools of ML methods to outline a flexible modeling strategy that accommodates cases from the simplest linear models (such as the normal error regression model) to the most complex nonlinear models linking endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, the author discusses what properties are desirable in an estimator, basic techniques for finding maximum likelihood solutions, the general form of the covariance matrix for ML estimates, the sampling distribution of ML estimators; the use of ML in the normal as well as other distributions, and some useful illustrations of likelihoods.
Author : P. Groeneboom
Publisher : Birkhauser
ISBN 13 : 9780817627942
Total Pages : 126 pages
Book Rating : 4.6/5 (279 download)
Download or read book Information Bounds and Nonparametric Maximum Likelihood Estimation written by P. Groeneboom and published by Birkhauser. This book was released on 1992 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher C. Heyde
Publisher : Springer Science & Business Media
ISBN 13 : 0387226796
Total Pages : 236 pages
Book Rating : 4.3/5 (872 download)
Download or read book Quasi-Likelihood And Its Application written by Christopher C. Heyde and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.
Author : Gail G. Hannon
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (227 download)
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.
Author : Jian Yang
Publisher : London : Department of Economics, University of Western Ontario
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (318 download)
Download or read book Semiparametric Maximum Likelihood Estimation of Nonlinear Regression Models and Monte Carlo Evidence written by Jian Yang and published by London : Department of Economics, University of Western Ontario. This book was released on 1997 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rustam Ibragimov
Publisher : World Scientific
ISBN 13 : 9814689815
Total Pages : 303 pages
Book Rating : 4.8/5 (146 download)
Download or read book Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance written by Rustam Ibragimov and published by World Scientific. This book was released on 2017-02-24 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in Quantitative Risk Management willing to have a manual with the state-of-the-art on portfolio diversification and risk aggregation with heavy tails, including the fundamental theorems as well as collateral (but most useful) results on majorization and copula theory.'Quantitative Finance This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important topics in statistical modeling and estimation, which combine the notions of copulas and heavy tails — two particularly valuable tools of today's research in economics, finance, econometrics and other fields — in order to provide a new way of thinking about such vital problems as diversification of risk and propagation of crises through financial markets due to contagion phenomena, among others. The aim is to arm today's economists with a toolbox suited for analyzing multivariate data with many outliers and with arbitrary dependence patterns. The methods and topics discussed and used in the book include, in particular, majorization theory, heavy-tailed distributions and copula functions — all applied to study robustness of economic, financial and statistical models, and estimation methods to heavy tails and dependence.
Author : Yudi Pawitan
Publisher : Oxford University Press
ISBN 13 : 0198507658
Total Pages : 543 pages
Book Rating : 4.1/5 (985 download)
Download or read book In All Likelihood written by Yudi Pawitan and published by Oxford University Press. This book was released on 2001-06-21 with total page 543 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text concentrates on what can be achieved using the likelihood/Fisherian methods of taking into account uncertainty when studying a statistical problem. It takes the concept of the likelihood as the best method for unifying the demands of statistical modeling and theory of inference. Every likelihood concept is illustrated with realistic examples ranging from a simple comparison of two accident rates to complex studies that require generalized linear or semiparametric modeling. The emphasis is on likelihood not as just a device used to produce an estimate, but as an important tool for modeling.
Author : Marek Omelka
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (119 download)
Download or read book Maximum Pseudo-likelihood Estimation Based on Estimated Residuals in Copula Semiparametric Models written by Marek Omelka and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Colin JAMES
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (112 download)
Download or read book Large Sample Theory of Maximum Likelihood Estimation written by Colin JAMES and published by . This book was released on 1971 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hua Yun Chen
Publisher : CRC Press
ISBN 13 : 1351049739
Total Pages : 222 pages
Book Rating : 4.3/5 (51 download)
Download or read book Semiparametric Odds Ratio Model and Its Applications written by Hua Yun Chen and published by CRC Press. This book was released on 2021-12-20 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning with familiar models and moving onto advanced semiparametric modelling tools Semiparametric Odds Ratio Model and its Applications introduces readers to a new range of flexible statistical models and provides guidance on their application using real data examples. This books range of real-world examples and exploration of common statistical problems makes it an invaluable reference for research professionals and graduate students of biostatistics, statistics, and other quantitative fields. Key Features: Introduces flexible statistical models that have yet to systematically introduced in course materials. Discusses applications of the proposed modelling framework in several important statistical problems, ranging from biased sampling designs and missing data, graphical models, survival analysis, Gibbs sampler and model compatibility, and density estimation. Includes real data examples to demonstrate the use of the proposed models, and estimation and inference tools.
Author : Youyi Chen
Publisher :
ISBN 13 :
Total Pages : 260 pages
Book Rating : 4.:/5 (89 download)
Download or read book On Quasi-likelihood Estimation written by Youyi Chen and published by . This book was released on 1991 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michel Talagrand
Publisher : Springer Science & Business Media
ISBN 13 : 3540274995
Total Pages : 227 pages
Book Rating : 4.5/5 (42 download)
Download or read book The Generic Chaining written by Michel Talagrand and published by Springer Science & Business Media. This book was released on 2005-12-08 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fernique, it was solved by the author. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov. It takes the reader from the first principles to the edge of current knowledge and to the open problems that remain in this domain.
