Penalized Cumulative Probability Model for a Continuous Outcome Subject to Detection Limits. [PDF]
Sun S, Mas VR, Archer KJ.
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A Sequential Generalized Nonparametric Classification Method for Small-Scale Cognitive Diagnostic Assessment. [PDF]
Li J, Zheng H, Kang C, Cai Y, Tu D.
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The persistence and loss of hard selective sweeps amid admixture in ancient Eurasians. [PDF]
Harris M, Mo Z, Siepel A, Garud NR.
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Unidentifiability and false-positive inference in state-dependent diversification models. [PDF]
Tarasov S, Uyeda J.
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Discussion on 'Causal inference with misspecified network interference structure' by Bar Weinstein and Daniel Nevo. [PDF]
Fang F, Forastiere L.
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A Simulation-Based Stress-Testing Framework for Evaluating the Transportability of Imaging-Derived Logistic Risk Models Across Cutaneous Lesion Phenotypes. [PDF]
Tiryaki Baştuğ B +4 more
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Model Misspecification and Underdiversification
AbstractIn this paper, we study intertemporal portfolio choice when an investor accounts explicitly for model misspecification. We develop a framework that allows for ambiguity about not just the joint distribution of returns for all stocks in the portfolio, but also for different levels of ambiguity for the marginal distribution of returns for any ...
Uppal, Raman, Wang, Tan
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The Misspecification of Arma Models
Statistica Neerlandica, 1989The object of this paper is to assess the effects of fitting a model of the wrong order to a time series which is generated by an autoregressive moving–average process. The method is to examine the spectral density functions which are indicated by the probability limits of the least–squares estimators of the misspecified models.
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The Effects of Misspecification of a Regression Model
Biometrical Journal, 1987AbstractThe consequences of the misspecification of a regression model are considered. For small effects of covariates a proportional consistency theorem is derived. The consistent estimation of the covariance matrix of the estimates is discussed.
Nagelkerke, N. J. D. +2 more
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