Results 21 to 30 of about 248 (135)

Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System [PDF]

, 1989
The concepts of the curved exponential family of distributions and ancillarity are applied to estimation problems of a single structural equation in a simultaneous equation model, and the effect of conditioning on ancillary statistics on the limited ...
Yuzo Hosoya, Nobuhiko Terui, Yoshihiko Tsukuda   +2 more
core   +1 more source

An analytical study of worker well-being and COVID-19 impact using Bayesian panel modeling

Healthcare Analytics
This study investigates how the determinants of Japanese workers’ well-being shifted before and during the COVID-19 pandemic. We estimate a Bayesian hierarchical panel model and Markov chain Monte Carlo sampling is implemented with the ancillarity ...
Makoto Nakakita, Tomoki Toyabe, Naoki Kubota, Wakuo Saito, Teruo Nakatsuma   +4 more
doaj   +1 more source

On some publications of Sir David Cox

Scandinavian Journal of Statistics, Volume 51, Issue 4, Page 1425-1432, December 2024.
Abstract Sir David Cox published four papers in the Scandinavian Journal of Statistics and two in the Scandinavian Actuarial Journal. This note provides some brief summaries of these papers.
Nancy Reid
wiley   +1 more source

The concept of sufficiency in conditional frequentist inference

Statistica Neerlandica, Volume 78, Issue 3, Page 544-562, August 2024.
We consider inference about the parameter that determines the distribution of the data. In frequentist inference a very important and useful idea is that data reduction to a sufficient statistic does not lose any information about this parameter. We recall two justifications for this idea in frequentist inference.
Paul Kabaila, A. H. Welsh
wiley   +1 more source

Design of randomized clinical trials with a binary endpoint: Conditional versus unconditional analyses of a two‐by‐two table

Statistics in Medicine, Volume 43, Issue 16, Page 3109-3123, 20 July 2024.
When designing a randomized clinical trial to compare two treatments, the sample size required to have desired power with a specified type 1 error depends on the hypothesis testing procedure. With a binary endpoint (e.g., response), the trial results can be displayed in a 2 × 2 table.
Edward L. Korn, Boris Freidlin
wiley   +1 more source

Likelihood, sufficiency and ancillarity: discussion [PDF]

, 1980
Discussion on the papers by Akaike, Hirotugu, Likelihood and the Bayes procedure and by Dawid, A. Philip, A Bayesian look at nuisance parameters, both of them part of a round table on Likelihood, sufficiency and ancillarity held in the First ...
Geisser, Seymour, Barnard, George A., Smith, Adrian F. M., Lindley, Dennis V., Dickey, James M., Peña Sánchez de Rivera, Daniel, O'Hagan, Anthony, Freeman, Peter R.   +7 more
core  

A Note on Goodness of Fit and Ancillarity [PDF]

, 1978
1 online resource (PDF, 6 pages)Hinkley, David. (1978). A Note on Goodness of Fit and Ancillarity.
Hinkley, David
core  

The reduction and ancillary classification of observations [PDF]

, 1995
Generalized definitions of the invariance, (partial) sufficiency and ancillarity principles are given in a measure-theoretic context.
Overdijk, D.A., Linssen, H.N., Berkum, van, E.E.M.   +2 more
core   +1 more source

Data reduction in statistical inference [PDF]

, 1992
Generalized definitions of the invariance, (partial) sufficiency and ancillarity principles are given in a measure-theoretic context. Data reduction in statistical inference is described in terms of these principles.
Berkum, EEM Emiel van, Linssen, HN Nico, Overdijk, DA Douwe   +2 more
core   +3 more sources

Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models

Mathematics
This study analyzes the volatility of Bitcoin using stochastic volatility models fitted to one-minute transaction data for the BTC/USDT pair between 1 April 2023, and 31 March 2024.
Makoto Nakakita, Tomoki Toyabe, Teruo Nakatsuma   +2 more
doaj   +1 more source