Results 211 to 220 of about 66,189 (248)

Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points

Mathematical Methods of Statistics, 2014
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openaire   +1 more source

Model Checking for Parametric Ordinary Differential Equations Systems

Statistica sinica, 2020
Ordinary differential equations have been used to model dynamical systems in a broad range. Model checking for parametric ordinary differential equations is a necessary step to check whether the assumed models are plausible.
Ran Liu, Yun Fang, Lixing Zhu
semanticscholar   +1 more source

Estimation of non‐smooth non‐parametric estimating equations models with dependent data

Journal of Time Series Analysis
This article considers estimation of non‐smooth possibly overidentified non‐parametric estimating equations models with weakly dependent data. The estimators are based on a kernel smoothed version of the generalized empirical likelihood and the ...
Francesco Bravo
semanticscholar   +1 more source

On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions [PDF]

, 2005
Economic theories in dynamic contexts usually impose certain restrictions on the conditional mean of the underlying economic variables. Omnibus specification tests are the primary tools to test such restrictions when there is no information on the possible alternative.
openaire  

A series of two-sample non-parametric tests for quantile residual life time

Lifetime Data Analysis, 2023
Yimeng Liu, Liwen Wu, G. Tang, A. Wahed
semanticscholar   +1 more source

Directional predictability tests

Econometric Reviews
This article proposes new tests of predictability for non Gaussian sequences that may display general non linear dependence in higher order properties. We test the null of martingale difference against parametric alternatives which can introduce linear ...
Weifeng Jin, Carlos Velasco
semanticscholar   +1 more source

Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable

Statistical Papers, 2020
Zhihua Sun, Dongshan Luo, Xiaohua Zhou, Qingzhao Zhang   +3 more
semanticscholar   +2 more sources

ASYMPTOTIC PROPERTIES OF LIKELIHOOD RATIO TESTS BASED ON CONDITIONAL SPECIFICATION

, 1982
P. Sen
semanticscholar   +1 more source

LM Tests for Non-Linear Hypotheses Under Distributional and Local Parametric Misspecifications

, 2019
Anil K. Bera, Osman Doğan, Suleyman Taşpınar   +2 more
semanticscholar   +1 more source

Asymptotic Properties of Redundant Systems Reliability Estimators

, 2010
V. Bagdonavičius, I. Masiulaitytė, M. Nikulin   +2 more
semanticscholar   +1 more source