Results 1 to 10 of about 57,825 (288)

A research agenda on general-to-specific spatial model search [PDF]

Investigaciones Regionales - Journal of Regional Research, 2011
The paper sets up a nesting spatial regression model incorporating heteroskedastic shocks, and discusses hypothesis testing in both nested and nonnested cases in a quasi-likelihood framework, suggesting directions for future research effort.
Peter Burridge
doaj  

Inference for high-dimensional linear mixed-effects models: A quasi-likelihood approach. [PDF]

J Am Stat Assoc, 2022
Li S, Cai TT, Li H.
europepmc   +1 more source

Estimation for stochastic volatility model: Quasi-likelihood and asymptotic quasi-likelihood approaches

Journal of King Saud University - Science, 2017
AbstractFor estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likelihood (QL) and asymptotic quasi-likelihood (AQL) methods. The QL approach is quite simple and does not require full knowledge of the likelihood functions of the SVM.
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Classical and Bayesian Approach in Estimation of Scale Parameter of Nakagami Distribution

Journal of Probability and Statistics, 2016
Nakagami distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the scale parameter of Nakagami distribution by using Jeffreys’, Extension of Jeffreys’, and
Kaisar Ahmad, S. P. Ahmad, A. Ahmed
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Econometric Analysis of Ratings — with an Application to Health and Wellbeing

Swiss Journal of Economics and Statistics, 2017
Summary We propose a new non-linear regression model for rating dependent variables. The rating scale model accounts for the upper and lower bounds of ratings. Parametric and semi-parametric estimation is discussed.
Raphael Studer, Rainer Winkelmann
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An approximate quasi-likelihood approach for error-prone failure time outcomes and exposures. [PDF]

Stat Med, 2021
Boe LA, Tinker LF, Shaw PA.
europepmc   +1 more source

Taylor quasi-likelihood for limited generalized linear models. [PDF]

J Appl Stat, 2021
Guo G.
europepmc   +1 more source

Quasi-likelihood analysis for Student-Lévy regression

Statistical Inference for Stochastic Processes
AbstractWe consider the quasi-likelihood analysis for a linear regression model driven by a Student-t Lévy process with constant scale and arbitrary degrees of freedom. The model is observed at high frequency over an extending period, under which we can quantify how the sampling frequency affects estimation accuracy.
Hiroki Masuda, Lorenzo Mercuri, Yuma Uehara   +2 more
openaire   +4 more sources

Quasi-Likelihood and Generalizing the Em Algorithm

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1996
SUMMARY This paper is concerned with situations in which there are missing or otherwise incomplete data and the full likelihood may not be available. Extensions of the EM algorithm are developed to deal with estimation via general estimating functions and in particular the quasi-score. The E-step is replaced by projecting the quasi-score
Heyde, C. C., Morton, R.
openaire   +2 more sources

Method of estimation of frequency parameters of ultra-wideband signals with an unknown spectrum shape in the presence of interference

Физика волновых процессов и радиотехнические системы
Background. One of the urgent tasks of processing ultra-wideband signals is the assessment of their frequency parameters in complex signal-noise conditions. Aim.
The Tuan Doan, Pavel A. Trifonov
doaj   +1 more source