• No results found

[PDF] Top 20 Two-step semiparametric empirical likelihood inference

Has 10000 "Two-step semiparametric empirical likelihood inference" found on our website. Below are the top 20 most common "Two-step semiparametric empirical likelihood inference".

Two-step semiparametric empirical likelihood inference

Two-step semiparametric empirical likelihood inference

... semiparametric model in each bootstrap iteration, and thus are computa- tionally very expensive. The second proposal consists in adjusting the EL by a scale factor such that the adjusted (or rescaled) EL ratio is ... See full document

35

Large sample properties of the three step euclidean likelihood estimators under model misspecification

Large sample properties of the three step euclidean likelihood estimators under model misspecification

... Euclidean empirical likelihood (EEL) estimator, the maximum empirical likelihood (EL) estimator proposed by Qin and Lawless (1994) and the exponential tilting (ET) estimator introduced by ... See full document

45

Smoothed Empirical Likelihood Inference for ROC Curves with Missing Data

Smoothed Empirical Likelihood Inference for ROC Curves with Missing Data

... of two quantiles with missing ...propose empirical like- lihood ratio for the ROC curve with missing data and prove that the resulting EL ratio has a scaled chi-squared limiting ... See full document

7

Inference Based on Empirical Likelihood for Varying  Coefficient Model with Random Effect

Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect

... 1, two methods con- struct close confidence intervals for the nonparametric component, the coverage probability curves in the right panels show a significant ... See full document

8

A penalized likelihood estimation approach to semiparametric sample selection binary response modeling

A penalized likelihood estimation approach to semiparametric sample selection binary response modeling

... introduce two statistical methods for the estimation of two binary regression models in- volving semiparametric predictors in the presence of non-random sample ...penalized likelihood ... See full document

25

A penalized likelihood estimation approach to semiparametric sample selection binary response modeling

A penalized likelihood estimation approach to semiparametric sample selection binary response modeling

... introduce two statistical methods for the estimation of two binary regression models in- volving semiparametric predictors in the presence of non-random sample ...penalized likelihood ... See full document

25

Semiparametric Bayesian inference in multiple equation models

Semiparametric Bayesian inference in multiple equation models

... a two-equation application involving returns to school- ...our semiparametric results are, in some cases, similar to those from simpler parametric nonlinear models ...our semiparametric approach ... See full document

28

Semiparametric Bayesian inference in smooth coefficient models

Semiparametric Bayesian inference in smooth coefficient models

... For parameters which are common to both models, we again find that results obtained from the parametric and smooth coefficient models are strikingly similar. The posterior mean (and standard deviation) of the correlation ... See full document

33

Local Empirical Likelihood Diagnosis of  Varying Coefficient Density Ratio Models Based on Case Control Data

Local Empirical Likelihood Diagnosis of Varying Coefficient Density Ratio Models Based on Case Control Data

... Varying coefficient models are often used as extensions of classical linear models (e.g. Shumway [1]). Their appeals are that the modeling bias can be significantly reduced and the “curse of dimensionality” can also be ... See full document

7

Semiparametric Bayesian inference in multiple equation models

Semiparametric Bayesian inference in multiple equation models

... the two equation ...the two equation ...the two equations is not far from zero ...the empirical importance of endogeneity, the standard errors associated with these parameters tend to increase ... See full document

29

High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data

High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data

... statistical inference. There are two dimensions that play essential roles in this method: the dimension of the moment restrictions and the dimension of the unknown parameters of ... See full document

45

The empirical saddlepoint likelihood estimator applied to two step GMM

The empirical saddlepoint likelihood estimator applied to two step GMM

... traditional two-step GMM estimator ignores information contained in the overidentifying restrictions when se- lecting the parameter ...The empirical saddlepoint density approximates the distribution ... See full document

52

Semiparametric Likelihood Ratio Inference

Semiparametric Likelihood Ratio Inference

... a likelihood ratio statistic requires the definition of a like- lihood ...while empirical likelihood theory uses the product Q P ” X i • ...dimensional likelihood function in this ...a ... See full document

39

Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data

Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data

... of semiparametric models with time series data is considered. Two general classes of M test statistics that are based on the generalized empirical likelihood method are ...a ... See full document

26

Discrete Power Distributions and Inference Using Likelihood

Discrete Power Distributions and Inference Using Likelihood

... using likelihood methods, with specific attention to maximum likelihood estimation, information and ...maximum likelihood estimation are also explored, by performing simulation ... See full document

28

Inference of Population History Using a Likelihood Approach

Inference of Population History Using a Likelihood Approach

... a likelihood ratio test ...maximum likelihood PUZ- that evolution at a given site follows a time-continuous, ZLE tree is estimated assuming a HKY model of se- time-homogeneous Markov ... See full document

8

Geostatistical inference in the presence of geomasking:A composite likelihood approach

Geostatistical inference in the presence of geomasking:A composite likelihood approach

... The paper is structured as follows. In Section 2, we provide more details on geomasking, derive the parametric form of the theoretical variogram in the presence of geomasking and propose a method for variogram-based ... See full document

22

The Effect Of Non-Audit Services On Independent Auditor Judgment

The Effect Of Non-Audit Services On Independent Auditor Judgment

... In sum, recent empirical studies examined the effects of non-audit services on auditor behavior in the reporting phase and possible financial-reporting consequences. Generally, these studies did not find a ... See full document

12

Likelihood-Free Inference in High-Dimensional Models

Likelihood-Free Inference in High-Dimensional Models

... Bayesian inference algorithms that bypass likelihood cal- culations with ...termed likelihood-free or approximate Bayesian computation (ABC) (Beaumont et ...which likelihood calculations are ... See full document

21

Inference in the Presence of Likelihood Monotonicity for Polytomous and Logistic Regression

Inference in the Presence of Likelihood Monotonicity for Polytomous and Logistic Regression

... This paper presents an algorithm for converting a multinomial regression problem that features nuisance para- meters estimated at infinity to a similar problem in which all nuisance parameters have finite estimates; this ... See full document

11

Show all 10000 documents...

Related subjects