Results 31 to 40 of about 1,338,681 (301)
How to use χ2 test correctly——the likelihood ratio test and the implementation of SAS software
Sichuan jingshen weisheng, 2021 The purpose of this article was to introduce the likelihood ratio test and the SAS implementation. Specifically， three definitions of the likelihood ratio test statistics and six more commonly used likelihood ratio test statistics were introduced.
Hu Chunyan, Hu Liangping
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Modeling gene expression measurement error: a quasi-likelihood approach
BMC Bioinformatics, 2003 Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known.
Strimmer Korbinian
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Restricted Empirical Likelihood Estimation for Time Series Autoregressive Models
Journal of Statistical Theory and Applications (JSTA), 2021 In this paper, we first illustrate the restricted empirical likelihood function, as an alternative to the usual empirical likelihood. Then, we use this quasi-empirical likelihood function as a basis for Bayesian analysis of AR(r) time series models.
Mahdieh Bayati +2 more
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Local Influence Analysis for Quasi-Likelihood Nonlinear Models with Random Effects
Journal of Probability and Statistics, 2018 We propose a quasi-likelihood nonlinear model with random effects, which is a hybrid extension of quasi-likelihood nonlinear models and generalized linear mixed models. It includes a wide class of existing models as examples.
Tian Xia, Jiancheng Jiang, Xuejun Jiang
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The Annals of Statistics, 1983 The connection between quasi-likelihood functions, exponential family models and nonlinear weighted least squares is examined. Consistency and asymptotic normality of the parameter estimates are discussed under second moment assumptions. The parameter estimates are shown to satisfy a property of asymptotic optimality similar in spirit to, but more ...
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A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions [PDF]
, 2013 A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the ...
Lindsay, K.A. +2 more
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Mean square convergence rates for maximum quasi-likelihood estimator
Stochastic Systems, 2015 In this note we study the behavior of maximum quasilikelihood estimators (MQLEs) for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed.
Arnoud V. den Boer, Bert Zwart
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Quasi-likelihood functions, generalized linear models, and the Gauss-Newton method
, 1974 To define a likelihood we have to specify the form of distribution of the observations, but to define a quasi-likelihood function we need only specify a relation between the mean and variance of the observations and the quasi-likelihood can then be used ...
Wedderburn, R. W. M.
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ARCH and GARCH Models: Quasi-Likelihood and Asymptotic Quasi-Likelihood Approaches
, 2021 This chapter considers estimation of autoregressive conditional heteroscedasticity (ARCH) and the generalized autoregressive conditional heteroscedasticity (GARCH) models using quasi-likelihood (QL) and asymptotic quasi-likelihood (AQL) approaches. The QL and AQL estimation methods for the estimation of unknown parameters in ARCH and GARCH models are ...
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Nihon Kikai Gakkai ronbunshu, 2014 In this paper, we propose to calculate a likelihood based on a quasi-euclidean norm for a fast and robust particle-filter-based self-localization of mobile robots.
Takayuki NAKAMURA, Yuuichi TASHITA
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