Results 61 to 70 of about 3,072 (181)
Indirect likelihood inference [PDF]
Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of
Michael Creel, Dennis Kristensen
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Depth-based inference for functional data [PDF]
, 2006 We propose robust inference tools for functional data based on the notion of depth for curves. We extend the ideas of trimmed regions, contours and central regions to functions and study their structural properties and asymptotic behavior.
Romo, Juan +3 more
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Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley +1 more source
Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods [PDF]
This paper discusses asymptotic and bootstrap inference methods for a set of inequality and progressivity indices. The application of non-degenerate U-statistics theory is described, particularly through the derivation of the Suits-progressivity index ...
Raquel Andres, Samuel Calonge
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Earthquake Engineering &Structural Dynamics, Volume 55, Issue 9, Page 1811-1827, 25 July 2026.ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini +2 more
wiley +1 more source
"Empirical Likelihood Methods in Econometrics: Theory and Practice" [PDF]
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method inperspective, two interpretations of empirical likelihood are presented, one as a nonparametric maximum likelihood estimation method (NPMLE) and the other as
Yuichi Kitamura
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Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Frontier Estimation and Extreme Values Theory [PDF]
In this paper we investigate the problem of nonparametric monotone frontier estimation from an extreme-values theory perspective. This allows to revisit the asymptotic theory of the popular Free Disposal Hull estimator in a general setup, to derive new ...
Florens, Jean-Pierre +2 more
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Statistics in Medicine, Volume 45, Issue 15-17, July 2026.ABSTRACT Model‐based regression standardization, also known as the parametric g‐formula, is widely used to estimate marginal effect measures. However, in rare disease settings, the small number of observed events relative to the number of covariates can lead to (quasi‐)complete separation, resulting in non‐convergent estimates in the regression models.
Sotaro Hashibe +2 more
wiley +1 more source
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results [PDF]
Econometric analysis of continuous time models has drawn the attention of Peter Phillips for nearly 40 years, resulting in many important publications by him.
Jun YU
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