Results 81 to 90 of about 1,574,107 (185)

Reverse score and likelihood ratio tests [PDF]

open access: yes, 1999
Two extensions of a parametric model are proposed, each one involving the score function of an alternative parametric model. We show that the encompassing hypothesis is equivalent to standard conditions on the score of each of the extended models.
Dhaene, Geert, Scaillet, Olivier
openaire   +4 more sources

Likelihood ratio tests and singularities

open access: yesThe Annals of Statistics, 2009
Published in at http://dx.doi.org/10.1214/07-AOS571 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
openaire   +4 more sources

How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence [PDF]

open access: yes
A test for the cointegrating rank of a vector autoregressive (VAR) process with a possible shift and broken linear trend is proposed. The break point is assumed to be known. The setup is a VAR process for cointegrated variables.
Karel Mertens
core  

Panel Cointegration Testing in the Presence of a Time Trend [PDF]

open access: yes
The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear time trend in the data generating process. This new test is an extension of the likelihood ratio (LR) test of Saikkonen & Lütkepohl (2000)
Bernd Droge, Deniz Dilan Karaman Örsal
core  

A Novel Decoder for Unknown Diversity Channels Employing Space-Time Codes

open access: yesEURASIP Journal on Advances in Signal Processing, 2002
We suggest new decoding techniques for diversity channels employing space time codes (STC) when the channel coefficients are unknown to both transmitter and receiver.
Erez Elona, Feder Meir
doaj   +1 more source

A Likelihood Ratio Test for Gene-Environment Interaction Based on the Trend Effect of Genotype Under an Additive Risk Model Using the Gene-Environment Independence Assumption. [PDF]

open access: yesAm J Epidemiol, 2021
de Rochemonteix M   +8 more
europepmc   +1 more source

Jackknife Empirical Likelihood-based inference for S-Gini indices

open access: yes, 2018
Widely used income inequality measure, Gini index is extended to form a family of income inequality measures known as Single-Series Gini (S-Gini) indices.
Kattumannil, Sudheesh K   +2 more
core  

Home - About - Disclaimer - Privacy