Results 111 to 120 of about 1,310,642 (283)
Composite Empirical Likelihood
Paper has been repeatedly rejected as having no real world ...
Jaeger, Adam, Lazar, Nicole
openaire +2 more sources
Surface Tension Measurement of Ti‐6Al‐4V by Falling Droplet Method in Oxygen‐Free Atmosphere
In this article, the temperature‐dependent surface tension of free falling, oscillating Ti‐6Al‐4V droplets is investigated in both argon and monosilane doped, oxygen‐free atmosphere. Droplet temperature and oscillation are captured with one single high‐speed camera, and the surface tension is calculated with Rayleigh's formula.
Johannes May +9 more
wiley +1 more source
Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions [PDF]
This paper studies second-order properties of the empirical likelihood overidentifying restriction test to check the validity of moment condition models.
Taisuke Otsu, Yukitoshi Matsushita
core
Empirical likelihood for spatial dynamic panel data models. [PDF]
Li Y, Qin Y.
europepmc +1 more source
This plot compares experimental tensile stress–strain curves (with 4 different strain rates) and corresponding modelled curves (obtained using the optimised sets of Voce and Miller–Norton parameter values shown). The inferred M‐N values, characterizing the creep, are very similar to those obtained via conventional creep testing.
S. Ooi, R. P. Thompson, T. W. Clyne
wiley +1 more source
Block empirical likelihood inference for semiparametric varying-coeffcient partially linear errors-in-variables models with longitudinal data is investigated.
Yafeng Xia, Hu Da
doaj +1 more source
Efficient empirical likelihood inference for recovery rate of COVID19 under double-censoring. [PDF]
Hu J, Liang W, Dai H, Bao Y.
europepmc +1 more source
In this study, the interplay of dipolar dynamics and ionic charge transport in MOF compounds is investigated. Synthesizing the novel structure CFA‐25 with integrated freely rotating dipolar groups, local and macroscopic effects, including interactions with Cs cations are explored.
Ralph Freund +6 more
wiley +1 more source
Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing
We provide a formal statistical theory of consistent estimation of the set of all arbitrage portfolios that meet the description of being a stochastic arbitrage opportunity.
Stelios Arvanitis, Thierry Post
doaj +1 more source
INFORMATION THEORETIC ALTERNATIVES TO TRADITIONAL SIMULTANEOUS EQUATIONS ESTIMATORS IN THE PRESENCE OF HETEROSKEDASTICITY [PDF]
Finite sampling properties of information theoretic estimators of the simultaneous equations model, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood, are examined in the presence of ...
Marsh, Thomas L. +1 more
core +1 more source

