Results 41 to 50 of about 297 (132)
Geometrical Theory of Asymptotic Ancillarity and Conditional Inference
Biometrika, 1982 Differential geometry is applied to the problems of defining higher-order asymptotic ancillarity and of obtaining the asymptotic conditional distribution of an efficient estimator in multiparameter curved exponential families. It is shown that a fundamental role is played in the asymptotic theory of estimation by a one-parameter family of affine ...
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Conditional properties of Bayesian interval estimates
Bayes intervals, nuisance parameters, orthogonal parameters, local ancillarity,
Anna Nicolaou
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The reduction and ancillary classification of observations
, 1994 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 +2 more
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The case for formal methodology in scientific reform. [PDF]
R Soc Open Sci, 2021 Devezer B +3 more
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An Ancillarity Paradox Which Appears in Multiple Linear Regression
The Annals of Statistics, 1990 Consider a multiple regression in which \(Y_ i\), \(i=1,...,n\), are independent normal variables with variance \(\sigma^ 2\) and E \(Y_ i=\alpha +V'_ i\beta\) where \(V_ i\in {\mathbb{R}}^ r\) and \(\beta \in {\mathbb{R}}^ r\). Let \({\hat \alpha}\) be the usual least squares estimator of \(\alpha\).
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Godambe's paradox and the ancillarity principle
Godambe's Ancillarity Principle holds only for inferences of Type A in which a unique inference is possible (on some rational ground like 'support' or maximum frequency performance) from a given outcome of a statistical experiment to a particular ...
Bhave, S. V.
core
A note on semiparametric efficient generalization of causal effects from randomized trials to target populations. [PDF]
Commun Stat Theory Methods, 2023 Li F, Hong H, Stuart EA.
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Common features and common I(2) trends in VAR systems [PDF]
This paper discusses serial correlation common features, CF, and integration of order 2, I(2), in VAR systems. The interplay of the CF restrictions and the I(2) conditions is discussed both for full VAR systems and for conditional systems with no levels ...
Paruolo Paolo
core
Consider a general linear model Y=X[beta]+Z where Cov Z may be known only partially. We investigate carefully the notions of sufficiency, ancillarity, invariance, and equivariance and related notions for projectors in a general linear model. In this way
Bischoff, Wolfgang
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