Results 31 to 40 of about 64,488 (114)
On APF Test for Poisson Process with Shift and Scale Parameters
, 2018 We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied.
Dabye, A. S. +2 more
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New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model [PDF]
We develop some properties on the autocorrelation of the k-period returns for the general mean reversion (GMR) process in which the stationary component is not restricted to the AR(l) process but take the form of a general ARMA process.
Kin Lam +2 more
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Estimation and Inference with Weak, Semi-strong, and Strong Identification [PDF]
This paper analyzes the properties of standard estimators, tests, and confidence sets (CS's) for parameters that are unidentified or weakly identified in some parts of the parameter space.
Donald W.K. Andrews, Xu Cheng
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Semiparametric estimation for a class of time-inhomogenous diffusion processes [PDF]
, 2009 Copyright @ 2009 Institute of Statistical Science, Academia SinicaWe develop two likelihood-based approaches to semiparametrically estimate a class of time-inhomogeneous diffusion processes: log penalized splines (P-splines) and the local log-linear ...
Li, M, Wang, H, Yu, K, Yu, Y
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Faster Family-wise Error Control for Neuroimaging with a Parametric Bootstrap
, 2017 In neuroimaging, hundreds to hundreds of thousands of tests are performed across a set of brain regions or all locations in an image. Recent studies have shown that the most common family-wise error (FWE) controlling procedures in imaging, which rely on ...
Ciric, Rastko +8 more
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Goodness of Fit: an axiomatic approach [PDF]
An axiomatic approach is used to develop a one-parameter family of measures of divergence between distributions. These measures can be used to perform goodness-of-fit tests with good statistical properties.
Emmanuel Flachaire +2 more
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Efficient inference about the tail weight in multivariate Student $t$ distributions
, 2014 We propose a new testing procedure about the tail weight parameter of multivariate Student $t$ distributions by having recourse to the Le Cam methodology. Our test is asymptotically as efficient as the classical likelihood ratio test, but outperforms the
Ley, Christophe, Neven, Anouk
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Goodness-of-fit Tests for Linear and Non-linear Time Series Models [PDF]
In this article we study a general class of goodness-of-fit tests for the conditional mean of a linear or nonlinear time series model. Among the properties of the proposed tests are that they are suitable when the conditioning set is infinite-dimensional;
Juan Carlos Escanciano
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Some recent developments in microeconometrics: A survey [PDF]
This paper summarizes some recent developments in rnicroeconometrics with respect to methods for estimation and inference in non-linear models based on cross-section and panel data.
König, Heinz, Lechner, Michael
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The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? [PDF]
In this paper we discuss three important econometric problems with the estimation of Environmental Kuznets Curves, which we exemplify with the particular example of the Carbon Kuznets Curve (CKC).
Georg Müller-Fürstenberger +1 more
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