Results 71 to 80 of about 1,574,107 (185)

Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis [PDF]

Seemingly absent from the arsenal of currently available "nearly efficient" testing procedures for the unit root hypothesis, i.e. tests whose asymptotic local power functions are virtually indistinguishable from the Gaussian power envelope, is a test ...
Michael Jansson, Morten Ørregaard Nielsen   +1 more
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Likelihood-Ratio and Confidence-Region Tests

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1965
Summary A previous paper (Aitchison, 1964) proposed a method of confidence-region testing for multiple-hypothesis situations and developed the theory for linear univariate situations and for the asymptotic parametric case. The present paper shows that the results for these situations are in fact special cases of a basic relation between ...
openaire   +2 more sources

Likelihood inference for small variance components

, 2000
In this paper, we develop likelihood-based methods for making inferences about the components of variance in a general normal mixed linear model. In particular, we use local asymptotic approximations to construct confidence intervals for the components ...
Stern, S.E., Welsh, A.H.
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Country Default Probabilities: Assessing and Backtesting [PDF]

We address the problem how to estimate default probabilities for sovereign countries based on market data of traded debt. A structural Merton-type model is applied to a sample of emerging market and transition countries.
Huschens, Stefan, Karmann, Alexander, Maltritz, Dominik, Vogl, Konstantin   +3 more
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Sequential decision analysis for nonstationary stochastic processes [PDF]

A formulation of the problem of making decisions concerning the state of nonstationary stochastic processes is given. An optimal decision rule, for the case in which the stochastic process is independent of the decisions made, is derived.
Schaefer, B.
core   +1 more source

Likelihood Ratio Tests for Principal Components

Journal of Multivariate Analysis, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

Simulated Classical Tests in the Multiperiod Multinomial Probit Model [PDF]

This paper compares different versions of the simulated counterparts of the Wald test, the score test, and the likelihood ratio test in the multiperiod multinomial probit model.
Ziegler, Andreas
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Generalized Likelihood Ratio Test for Hyperspectral Subpixel Target Detection Based on Segmented Mixing Model

IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing
For hyperspectral subpixel target detection tasks, conventional mixing model (CMM) is one of the most intensively used models. Despite the flexibility of CMM in terms of mixing coefficient, it is sometimes inappropriate to assume that all bands share the
Yubo Ma, Jie Zhou, Siyu Cai, Qingke Zou
doaj   +1 more source

Empirical likelihood inference with applications to some econometric models [PDF]

In this paper we analyse the higher order asymptotic properties of the empirical likelihood ratio test, by means of the dual likelihood theory. It is shown that when the econometric model is just identified, these tests are accurate to an order o(1/n ...
Francesco Bravo
core  

Evaluation of Seed Yield Stability of Lentil Genotypes by Linear Mixed‐Effects Models and Multitrait Stability Index

Legume Science
To evaluate performance stability for 13 lentil genotypes, experiments were performed at three locations, Ardebil, Zanjan, and Maragheh, during three growing seasons (2011–2013).
Seyedeh Soudabeh Shobeiri, Payam Pezeshkpour, Bita Naseri   +2 more
doaj   +1 more source