Generalized empirical likelihood estimators and tests under partial weak and strong identification [PDF]
, 2005 The purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) methods for time series instrumental variable models specified by nonlinear moment restrictions as in Stock and Wright (2000, Econometrica 68, 1055–1096 ...
Kleibergen +3 more
core +1 more source
A SAS Package for Logistic Two-Phase Studies
Journal of Statistical Software, 2014 Two-phase designs, in which for a large study a dichotomous outcome and partial or proxy information on risk factors is available, whereas precise or complete measurements on covariates have been obtained only in a stratified sub-sample, extend the ...
Walter Schill +2 more
doaj +1 more source
Empirical Likelihood for Partial Parameters in ARMA Models with Infinite Variance
Journal of Applied Mathematics, 2014 This paper proposes a profile empirical likelihood for the partial parameters in ARMA(p,q) models with infinite variance. We introduce a smoothed empirical log-likelihood ratio statistic. Also, the paper proves a nonparametric version of Wilks’s theorem.
Jinyu Li, Wei Liang, Shuyuan He
doaj +1 more source
Pseudo-Likelihood Estimation for Parameters of Stochastic Time-Fractional Diffusion Equations
Fractal and Fractional, 2021 Although stochastic fractional partial differential equations have received increasing attention in the last decade, the parameter estimation of these equations has been seldom reported in literature.
Guofei Pang, Wanrong Cao
doaj +1 more source
An exact corrected log-likelihood function for Cox's proportional hazards model under measurement error and some extensions [PDF]
, 2002 This paper studies Cox`s proportional hazards model under covariate measurement error. Nakamura`s (1990) methodology of corrected log-likelihood will be applied to the so called Breslow likelihood, which is, in the absence of measurement error ...
Augustin, Thomas
core +1 more source
A new species of the genus Euxaldar Fennah, 1978 (Hemiptera, Fulgoromorpha, Issidae) from China and revision on the molecular phylogeny of the family [PDF]
ZooKeys, 2021 A new species Euxaldar daweishanensis Yang, Chang & Chen, sp. nov. is described and illustrated from southwestern China. The female genitalia of the genus Euxaldar is described and presented for the first time.
Liang-Jing Yang +3 more
doaj +3 more sources
Local likelihood estimation of truncated regression and its partial derivatives: theory and application [PDF]
, 2006 In this paper we propose a very flexible estimator in the context of truncated regression that does not require parametric assumptions. To do this, we adapt the theory of local maximum likelihood estimation.
Park, Byeong +2 more
core +1 more source
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails [PDF]
, 2008 We propose new scoring rules based on partial likelihood for assessing the relative out-of-sample predictive accuracy of competing density forecasts over a specific region of interest, such as the left tail in financial risk management.
Dijk, Dick van +2 more
core +11 more sources
Alzheimer’s & Dementia: Diagnosis, Assessment & Disease Monitoring, 2023 Latent variable models can create a latent dementia index (LDI) using cognitive and functional ability to approximate dementia likelihood. The LDI approach has been applied across diverse cohorts.
Joseph Saenz +2 more
doaj +1 more source
Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms
Econometrics, 2019 This paper proposes a class of partial cointegrated models allowing for structural breaks in the deterministic terms. Moving-average representations of the models are given. It is then shown that, under the assumption of martingale difference innovations,
Takamitsu Kurita, Bent Nielsen
doaj +1 more source