Results 81 to 90 of about 1,540,046 (195)

Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function [PDF]

In this paper, we consider the problem of estimation of semi-linear regression models. Using invariance arguments, Bhowmik and King (2001) have derived the probability density functions of the maximal invariant statistic for the nonlinear component of ...
Jahar L. Bhowmik, Maxwell L. King
core  

A Bayesian look at nuisance parameters

Trabajos de Estadistica Y de Investigacion Operativa, 1980
The elimination of nuisance parameters has classically been tackled by variousad hoc devices, and has led to a number of attempts to define partial sufficiency and ancillarity. The Bayesian approach is clearly defined. This paper examines some classical procedures in order to see when they can be given a Bayesian justification.
openaire   +2 more sources

Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form [PDF]

We develop a consistent conditional moment test of Lp-best predictor functional form, 1nonlinear regression models, consistent conditional moment test, nuisance parameter-free test, Lp-best ...
Jonathan Hill
core  

Profile Likelihood Estimation of the Vulnerability P(X\textgreater v) and the Mixing Proportion p Parameters in the Gumbel Mixture Model

Revista Colombiana de Estadística, 2013
This paper concerns to the problem of making inferences about the vulnerability θ=P(X\textgreater v) and the mixing proportion p parameters, when the random variable X is distributed as a mixture of two Gumbel distributions and v is a known fixed value ...
JOSÉ A. MONTOYA, GUDELIA FIGUEROA, NU\V SA PUK\V SI\V C   +2 more
doaj  

GMM Estimation of Autoregressive Roots Near Unity with Panel Data [PDF]

This paper investigates a generalized method of moments (GMM) approach to the estimation of autoregressive roots near unity with panel data. The two moment conditions studied are obtained by constructing bias corrections to the score functions under OLS ...
Hyungsik Roger Moon
core  

The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models [PDF]

The fact that weak instruments lead to spurious inference is now widely recognized. In this paper we ask whether spurious inference occurs more generally in weakly identified models.
Richard Startz, Charles Nelson
core  

On the uniqueness of probability matching priors [PDF]

, 2007
Probability matching priors are priors for which Bayesian and frequentist inference, in the form of posterior quantiles, or confidence intervals, agree to some order of approximation.
Staicu, A-M, Reid, N, Reid, Nancy
core  

Causal effect on the number of life years lost due to a specific event: average treatment effect and variable importance. [PDF]

Lifetime Data Anal
Ziersen SC, Martinussen T.
europepmc   +1 more source

A General Approach for Estimating Projective IRT Models. [PDF]

Appl Psychol Meas
Chalmers RP, Falk CF, Reise SP.
europepmc   +1 more source

Eighteenth annual report of the Bombay Smoke Nuisance Commission for year 1930-31

, 1931
Smoke Nuisance Commission, Bombay
core   +1 more source