Testing Normal Means: The Reconcilability of the P Value and the Bayesian Evidence
The Scientific World Journal, 2013 The problem of reconciling the frequentist and Bayesian evidence in testing statistical hypotheses has been extensively studied in the literature. Most of the existing work considers cases without the nuisance parameters which is not the frequently ...
Yuliang Yin, Junlong Zhao
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On the Elimination of Nuisance Parameters [PDF]
Journal of the American Statistical Association, 1977 Abstract Eliminating nuisance parameters from a model is universally recognized as a major problem of statistics. A surprisingly large number of elimination methods have been proposed by various writers on the topic. In this article we propose to critically review two such elimination methods.
openaire +1 more source
Higher-Order Expansions for Estimators in the Presence of Nuisance Parameters
MathematicsHigher-order asymptotic methods for nonlinear models with nuisance parameters are developed. We allow for both one-step estimators, in which the nuisance and parameters of interest are jointly estimated; and also two-step (or iterated) estimators, in ...
Paul Rilstone
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Blinded sample size re-estimation in a comparative diagnostic accuracy study
BMC Medical Research Methodology, 2022 Background The sample size calculation in a confirmatory diagnostic accuracy study is performed for co-primary endpoints because sensitivity and specificity are considered simultaneously.
Maria Stark +3 more
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Forecasting Using Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices [PDF]
, 2006 We propose a methodological approach to the forecast and evaluation of multivariate distributions with time varying parameters. For reasons related to feasible inference attention is restricted to meta-elliptical distributions.
Nikanrova, Arina, Sancetta, Alessio
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Nonlinear dynamics in economics and finance and unit root testing [PDF]
, 2013 This paper illustrates the flexibility of the ESTAR model to encompass a number of different characteristics found in economic and financial series, such as multiple equilibria, complex dynamics, chaotic-like behavior, and spurious trends.
Pavlidis, Efthymios +3 more
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Semiparametric models with single-index nuisance parameters [PDF]
, 2013 In many semiparametric models, the parameter of interest is identified through conditional expectations, where the conditioning variable involves a single-index that is estimated in the first step.
Kyungchul Song
semanticscholar +1 more source
Permutation Tests for Regression, ANOVA, and Comparison of Signals: The permuco Package
Journal of Statistical Software, 2021 Recent methodological researches produced permutation methods to test parameters in presence of nuisance variables in linear models or repeated measures ANOVA. Permutation tests are also particularly useful to overcome the multiple comparisons problem as
Jaromil Frossard, Olivier Renaud
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The polynomial and the Poisson measurement error models: some further results on quasi score and corrected score estimation [PDF]
, 2005 The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score estimators of a polynomial measurement error model have been derived in the literature.
Schneeweiß, Hans
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Estimating parameters in the presence of many nuisance parameters [PDF]
, 2013 This paper considers estimation of parameters for high-dimensional time series with the presence of many nuisance parameters. In particular we are interested in data consisting of p time series of length n, with p to be as large or even larger than n ...
Wu, Billy
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