Results 111 to 120 of about 248 (135)

Sufficiency and ancillarity in characterization problems

Journal of Statistical Planning and Inference, 2002
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The Likelihood Function, Ancillarity, and Conditional Inference [PDF]

, 2007
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On partial sufficiency and partial ancillarity

Scandinavian Actuarial Journal, 1967
Abstract In connection with a new model for two-way sample schemes with discrete observations introduced by Rasch [11] and [12], the idea of basing the statistical analysis entirely upon conditional distributions was suggested. The main feature of this method of analysis can be summarized as follows.
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MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS

Econometric Theory, 2000
This paper studies asymptotic likelihood inference on cointegration parameters in systems integrated of order two. We start with so-called triangular systems and then extend the analysis to vector autoregressions. We show that even when all unit root restrictions have been imposed, the asymptotic observed information is not (locally) ancillary ...
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Bayesian Interpretations of Sufficiency, Ancillarity, and Identification [PDF]

, 1995
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An Ancillarity Paradox in the Estimation of Multinomial Probabilities

Journal of the American Statistical Association, 1990
Abstract Let X be a multinomial (n, p) variable, where n is an ancillary statistic. In Section 2, it is shown that the minimax estimator of p for fixed sample size n is not minimax for squared error loss. In Section 3, it is shown that the minimax estimator of p for fixed sample size n is still minimax for relative squared error loss.
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The Role of Ancillarity in Inference for Non-Stationary Variables

The Economic Journal, 1995
Some examples of the regression method are compared with likelihood-based inference. It is shown that, although the asymptotic theory is distinctly different for ergodic and nonergodic processes, the likelihood methods lead to the result that asymptotic inference can be conducted in the same way for the two cases by appealing to classical conditioning ...
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The Space of Inference Functions: Ancillarity, Sufficiency and Projection

1988
In this chapter, we construct the space of inference functions and information theoretic notions of E-sufficiency and E-ancillarity within this space. Let X be a sample space, and P be a class of probability measures P on X. For each PeP we let VP be the vector space of real valued functions f defined on the sample space X such that Ep[f(X)]2 < ∞.
D. L. McLeish, Christopher G. Small
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Sufficiency, ancillarity, and information in estimating functions

1991
Abstract The optimality or the score function as an estimating function is naturally related to the Fisher information for the parameter. For any estimating function, a sufficient statistic can be used to derive a possibly more infonnative version of the given estimating function.
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Autonomia ancillare

Educazione. Giornale di pedagogia critica, 2017
Mattei, Francesco, Vertecchi, Benedetto
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