Results 11 to 20 of about 248 (135)
, 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 +3 more sources
Asymptotic Ancillarity and Conditional Inference for Stochastic Processes
Annals of Statistics, 1992 The author aims to obtain limit theorems for the distributions of parameter estimators conditional on observed information. In greater generality, conditioning on any asymptotically ancillary statistic which includes data asymptotically equivalent to the observed information, is considered.
exaly +3 more sources
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
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
Hierarchical Bayesian analysis of racehorse running ability and jockey skills
International Journal of Computer Science in Sport, 2023 In this paper, we proposed a new method of evaluating horse ability and jockey skills in horse racing. In the proposed method, we aimed to estimate unobservable individual effects of horses and jockeys simultaneously with regression coefficients for ...
Nakakita M., Nakatsuma T.
doaj +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 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
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models [PDF]
, 2013 Bayesian inference for stochastic volatility models using MCMC methods highly depends on actual parameter values in terms of sampling efficiency. While draws from the posterior utilizing the standard centered parameterization break down when the ...
Frühwirth-Schnatter, Sylvia +1 more
core +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