Results 81 to 90 of about 91,138 (340)
Pairwise Likelihood Estimation of the 2PL Model with Locally Dependent Item Responses
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
Bootstrap Tests for Overidentification in Linear Regression Models
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
Super-Consistent Tests of Lp-Functional Form [PDF]
This paper develops a consistent test of best Lp-predictor functional form for a time series process. By functionally relating two moment conditions with different nuisance parameters we are able to construct a vector moment condition in which at least ...
Jonathan Hill
core
A Semiparametric Model Selection Criterion with Applications to the Marginal Structural Model [PDF]
Estimators for the parameter of interest in semiparametric models often depend on a guessed model for the nuisance parameter. The choice of the model for the nuisance parameter can affect both the finite sample bias and efficiency of the resulting ...
Brookhart, M. Alan +1 more
core +1 more source
ABSTRACT Behavioral and psychological symptoms of dementia (BPSD) are highly prevalent in Alzheimer's disease (AD), but the underlying mechanisms are unclear. This study aims to elucidate the neuropathological mechanisms underlying BPSD by investigating gray matter volume (GMV) and brain connectivity in AD patients with and without BPSD.
Xuerui Pang +8 more
wiley +1 more source
ESTIMATION OF SCALE PARAMETER UNDER A REFLECTED GAMMA LOSS FUNCTION [PDF]
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
Semiparametric estimation for incoherent optical imaging
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
The Limit of Finite-Sample Size and a Problem with Subsampling [PDF]
This paper considers inference based on a test statistic that has a limit distribution that is discontinuous in a nuisance parameter or the parameter of interest.
Donald W.K. Andrews, Patrik Guggenberger
core
Experimental research on behavior and cognition frequently rests on stimulus or subject selection where not all characteristics can be fully controlled, even when attempting strict matching.
Alday, Phillip M., Sassenhagen, Jona
core +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source

