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On The Asymptotic Effect Of Substituting Estimators For Nuisance Parameters In Inferential Statistics
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Book Synopsis On the Asymptotic Effect of Substituting Estimators for Nuisance Parameters in Inferential Statistics by : Zhenlin Yang
Download or read book On the Asymptotic Effect of Substituting Estimators for Nuisance Parameters in Inferential Statistics written by Zhenlin Yang and published by . This book was released on 2003 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines the effects of substituting unknown parameters using the constrained or uncontrained maximum likelihood estimator into an inferential statistic in a very general set-up.
Book Synopsis Effect of Imprecisely Known Nuisance Parameters on Estimates of Primary Parameters by : James C. Spall
Download or read book Effect of Imprecisely Known Nuisance Parameters on Estimates of Primary Parameters written by James C. Spall and published by . This book was released on 1989 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let the model under consideration have two types of parameters, alpha and beta, where alpha represents the nuisance parameters and theta represents the primary parameters (or parameters of interest). Suppose that theta is estimated after alpha has been fixed at some value, alpha and that alpha is determined from information other than that used to form the estimate for theta theta. This paper examines the properties of teta in the presence of uncertainty in the assumed value for alpha. In particular, we consider: (1) the effect of the uncertainty in alpha on the dispersion matrix, and hence confidence intervals, for theta and (2) the effect of theta on the asymptotic properties of 0l Theta the results of this paper are developed in a multivariate setting and apply to a broad class of estimators, including maximum likelihood, maximum a posteriori and least squares. Keywords: Nuisance parameters; Confidence intervals; M-estimator; Weak consistency; Asymptotic normality; Signal-plus-noise; System identification. Reprints (jhd).
Book Synopsis On Asymptotic Optimality Properties of Tests and Estimates in the Presence of Increasing Numbers of Nuisance Parameters by : Thomas Scott Hammerstrom
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:
Book Synopsis Inference and Asymptotics by : D.R. Cox
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.
Book Synopsis Asymptotic Theory of M-estimators in General Statistical Models by : R. J. Chitashvili
Download or read book Asymptotic Theory of M-estimators in General Statistical Models written by R. J. Chitashvili and published by . This book was released on 1990 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis On Asymptotic Behaviour of Estimators in the Presence of Nuisance Parameters by : R. J. Chitashvili
Download or read book On Asymptotic Behaviour of Estimators in the Presence of Nuisance Parameters written by R. J. Chitashvili and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Deficiency of Estimators Under Models with Nuisance Parameters by : Stanford University. Department of Statistics
Download or read book Asymptotic Deficiency of Estimators Under Models with Nuisance Parameters written by Stanford University. Department of Statistics and published by . This book was released on 1982 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Principles Of Statistical Inference From A Neo-fisherian Perspective by : Luigi Pace
Download or read book Principles Of Statistical Inference From A Neo-fisherian Perspective written by Luigi Pace and published by World Scientific Publishing Company. This book was released on 1997-08-05 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, an integrated introduction to statistical inference is provided from a frequentist likelihood-based viewpoint. Classical results are presented together with recent developments, largely built upon ideas due to R.A. Fisher. The term “neo-Fisherian” highlights this.After a unified review of background material (statistical models, likelihood, data and model reduction, first-order asymptotics) and inference in the presence of nuisance parameters (including pseudo-likelihoods), a self-contained introduction is given to exponential families, exponential dispersion models, generalized linear models, and group families. Finally, basic results of higher-order asymptotics are introduced (index notation, asymptotic expansions for statistics and distributions, and major applications to likelihood inference).The emphasis is more on general concepts and methods than on regularity conditions. Many examples are given for specific statistical models. Each chapter is supplemented with problems and bibliographic notes. This volume can serve as a textbook in intermediate-level undergraduate and postgraduate courses in statistical inference.
Book Synopsis Statistical Problems with Nuisance Parameters by : Ju V. Linnik
Download or read book Statistical Problems with Nuisance Parameters written by Ju V. Linnik and published by American Mathematical Soc.. This book was released on 2008-08-19 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction The multiple Laplace transformation, functions of several complex variables, and analytic sheaves Sufficient statistics and exponential families Nuisance parameters. Tests with invariant power functions Similar tests and statistics Cotest ideals for exponential families Wijsman's $D$-method Unbiased estimates Analytical methods of studying unrandomized tests. Application to the Behrens-Fisher problem Randomized homogeneous tests in the Behrens-Fisher problem. Characterization of tests of the Bartlett-Scheffe type An unrandomized homogeneous similar test in the Behrens-Fisher problem The problem of many small samples Appendix Supplement. New results in the theory of estimation and testing hypotheses for problems with nuisance parameters Bibliography
Book Synopsis Principles of Statistical Inference by : Luigi Pace
Download or read book Principles of Statistical Inference written by Luigi Pace and published by World Scientific. This book was released on 1997-08-05 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, an integrated introduction to statistical inference is provided from a frequentist likelihood-based viewpoint. Classical results are presented together with recent developments, largely built upon ideas due to R.A. Fisher. The term ?neo-Fisherian? highlights this.After a unified review of background material (statistical models, likelihood, data and model reduction, first-order asymptotics) and inference in the presence of nuisance parameters (including pseudo-likelihoods), a self-contained introduction is given to exponential families, exponential dispersion models, generalized linear models, and group families. Finally, basic results of higher-order asymptotics are introduced (index notation, asymptotic expansions for statistics and distributions, and major applications to likelihood inference).The emphasis is more on general concepts and methods than on regularity conditions. Many examples are given for specific statistical models. Each chapter is supplemented with problems and bibliographic notes. This volume can serve as a textbook in intermediate-level undergraduate and postgraduate courses in statistical inference.
Book Synopsis An Alternative Asymptotic Analysis of Residual-based Statistics by : Elena Andreou
Download or read book An Alternative Asymptotic Analysis of Residual-based Statistics written by Elena Andreou and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Course in the Large Sample Theory of Statistical Inference by : W. Jackson Hall
Download or read book A Course in the Large Sample Theory of Statistical Inference written by W. Jackson Hall and published by CRC Press. This book was released on 2023-12-14 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides accessible introduction to large sample theory with moving alternatives Elucidates mathematical concepts using simple practical examples Includes problem sets and solutions for each chapter Uses the moving alternative formulation developed by LeCam but requires a minimum of mathematical prerequisites
Download or read book Biometrika written by and published by . This book was released on 1995 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameters by :
Download or read book Asymptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameters written by and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Journal of the American Statistical Association by :
Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2009 with total page 898 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Problems with Nuisance Parameters by : Ûrij Vladimirovič Linnik
Download or read book Statistical Problems with Nuisance Parameters written by Ûrij Vladimirovič Linnik and published by American Mathematical Soc.. This book was released on 1968-01 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probabilities of Moderate and Large Deviations of Test Statistics and Estimators in the Presence of Nuisance Parameters by : Antonis Demitris Koutsoukos
Download or read book Probabilities of Moderate and Large Deviations of Test Statistics and Estimators in the Presence of Nuisance Parameters written by Antonis Demitris Koutsoukos and published by . This book was released on 1990 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
