Results 11 to 20 of about 297 (132)
, 2010 The term “ancillary statistic” was introduced by R. A. Fisher (Fisher 1925) in the context of maximum likelihood estimation. Fisher regarded the likelihood function as embodying all the information that the data had to supply about the unknown parameter.
Philip Dawid
openaire +2 more sources
On the joint volatility dynamics in international dairy commodity markets. [PDF]
Aust J Agric Resour Econ, 2021 The present study investigates the price (co)volatility of four dairy commodities—skim milk powder, whole milk powder, butter, and cheddar cheese—in three major dairy markets. It uses a multivariate factor stochastic volatility model for estimating the time‐varying covariance and correlation matrices by imposing a low‐dimensional latent dynamic factor ...
Rezitis AN, Kastner G.
europepmc +2 more sources
Stronger social bonds do not always predict greater longevity in a gregarious primate. [PDF]
Ecol Evol, 2018 We categorized adult female blue monkeys according to the strength and consistency over time of their closest social ties. Females that had strong but inconsistent ties had a higher risk of death than females in all other categories. Social dominance rank, group size, and life history strategies did not influence mortality.
Thompson NA, Cords M.
europepmc +2 more sources
Discussion of "An Ancillarity Paradox Which Appears in Multiple Linear Regression" by L. D. Brown [PDF]
, 1989 6 pages, 1 article*Discussion of "An Ancillarity Paradox Which Appears in Multiple Linear Regression" by L. D.
Casella, George +3 more
core +6 more sources
Estimating population size: The importance of model and estimator choice
Biometrics, Volume 79, Issue 4, Page 3803-3817, December 2023., 2023 Abstract We consider estimator and model choice when estimating abundance from capture–recapture data. Our work is motivated by a mark–recapture distance sampling example, where model and estimator choice led to unexpectedly large disparities in the estimates.
Matthew R. Schofield +3 more
wiley +1 more source
A taxonomy of antonymy in Arabic: Egyptian and Saudi proverbs in comparison
Open Linguistics, 2021 This study has set out to identify, quantify, typify, and exemplify the discourse functions of canonical antonymy in Arabic paremiography by comparing two manually collected datasets from Egyptian and Saudi (Najdi) dialects.
Hassanein Hamada, Mahzari Mohammad
doaj +1 more source
On random sample size, ignorability, ancillarity, completeness, separability, and degeneracy: sequential trials, random sample sizes, and missing data. [PDF]
Stat Methods Med Res, 2014 The vast majority of settings for which frequentist statistical properties are derived assume a fixed, a priori known sample size. Familiar properties then follow, such as, for example, the consistency, asymptotic normality, and efficiency of the sample ...
Molenberghs G +6 more
europepmc +2 more sources
On nonparametric conditional independence tests for continuous variables
WIREs Computational Statistics, Volume 12, Issue 3, May/June 2020., 2020 Conditional independence tests are checking whether P(X,Y|Z) is equal to P(X|Z)P(Y|Z). In the dependence graph, this corresponds to whether the link between X and Y exists conditional on the other two links exist. Abstract Testing conditional independence (CI) for continuous variables is a fundamental but challenging task in statistics.
Chun Li, Xiaodan Fan
wiley +1 more source
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol
Journal of Statistical Software, 2016 The R package stochvol provides a fully Bayesian implementation of heteroskedasticity modeling within the framework of stochastic volatility. It utilizes Markov chain Monte Carlo (MCMC) samplers to conduct inference by obtaining draws from the posterior ...
Gregor Kastner
doaj +1 more source