Results 51 to 60 of about 1,540,046 (195)

Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics [PDF]

The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moments in 1894. It is now a very active area of research in the statistics literature. One aim of this chapter is to provide an account
Anil K Bera, Yannis Bilias, Pradosh Simlai   +2 more
core  

Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics [PDF]

, 2015
Accurate inference on a scalar interest parameter in the presence of a nuisance parameter may be obtained using an adjusted version of the signed root likelihood ratio statistic, in particular Barndorff-Nielsen’s R∗ statistic. The adjustment made by this
DiCiccio, TJ, Kuffner, TA, Young, GA
core   +1 more source

Pairwise Likelihood Estimation of the 2PL Model with Locally Dependent Item Responses

Applied Sciences
The local independence assumption is crucial for the consistent estimation of item parameters in item response theory models. This article explores a pairwise likelihood estimation approach for the two-parameter logistic (2PL) model that treats the local
Alexander Robitzsch
doaj   +1 more source

ESTIMATION OF SCALE PARAMETER UNDER A REFLECTED GAMMA LOSS FUNCTION [PDF]

Journal of Sciences, Islamic Republic of Iran, 1999
In this paper, the estimation of a scale parameter t under a new and bounded loss function, based on a reflection of the gamma density function, is discussed.
doaj  

Models of foreign exchange intervention: Estimation and testing [PDF]

We propose a general non-linear simultaneous equations framework for the econometric analysis of models of intervention in foreign exchange markets by central banks in response to deviations of exchange rates from possibly time-varying target levels.
Bryan W. Brown; Douglas J. Hodgson
core  

Reducción de modelos en la presencia de parámetros de perturbación

Revista Colombiana de Estadística, 2009
En muchos problemas de inferencia estadística existe interés en estimar solamente algunos elementos del vector de parámetros que definen el modelo adoptado.
RAFAEL FARIAS, GERMÁN MORENO, ALEXANDRE PATRIOTA   +2 more
doaj  

Targeted maximum likelihood estimation for psychological research: From causal identification to statistical inference

Acta Psychologica
Causal questions have long been central to psychological research, particularly in randomized experiments, while formal causal-inference methods are increasingly being applied to observational and quasi-experimental data.
Devansh Pandey
doaj   +1 more source

Semiparametric estimation for incoherent optical imaging

Physical Review Research, 2019
The theory of semiparametric estimation offers an elegant way of computing the Cramér-Rao bound for a parameter of interest in the midst of infinitely many nuisance parameters.
Mankei Tsang
doaj   +1 more source

Testing generalized linear models with high-dimensional nuisance parameter. [PDF]

Biometrika, 2023
Chen J, Li Q, Chen HY.
europepmc   +1 more source

Bootstrap Tests for Overidentification in Linear Regression Models

Econometrics, 2015
We study the finite-sample properties of tests for overidentifying restrictions in linear regression models with a single endogenous regressor and weak instruments.
Russell Davidson, James G. MacKinnon
doaj   +1 more source