Results 41 to 50 of about 57,825 (288)
Convergence of Gaussian quasi-likelihood random fields for ergodic L\'{e}vy driven SDE observed at high frequency [PDF]
, 2013 This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are known except for ...
Masuda, Hiroki
core +1 more source
One-step Local Quasi-likelihood Estimation [PDF]
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1999 Summary Local quasi-likelihood estimation is a useful extension of local least squares methods, but its computational cost and algorithmic convergence problems make the procedure less appealing, particularly when it is iteratively used in methods such as the back-fitting algorithm, cross-validation and bootstrapping.
Jianqing Fan, J. Chen
openaire +3 more sources
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
doaj +1 more source
From Bilinear Regression to Inductive Matrix Completion: A Quasi-Bayesian Analysis
Entropy, 2023 In this paper, we study the problem of bilinear regression, a type of statistical modeling that deals with multiple variables and multiple responses. One of the main difficulties that arise in this problem is the presence of missing data in the response ...
The Tien Mai
doaj +1 more source
Analysis of binary spatial data by quasi-likelihood estimating equations
, 2005 The goal of this paper is to describe the application of quasi-likelihood estimating equations for spatially correlated binary data. In this paper, a logistic function is used to model the marginal probability of binary responses in terms of parameters ...
Clayton, Murray K., Lin, Pei-Sheng
core +1 more source
Residual and forecast methods in time series models with covariates [PDF]
, 1996 We are dealing with time series which are measured on an arbitrary scale, e.g. on a categorical or ordinal scale, and which are recorded together with time varying covariates.
Pruscha, H.
core +1 more source
Empirical Phi-discrepancies and quasi-empirical likelihood: exponential bounds
ESAIM: Proceedings and Surveys, 2015 We review some recent extensions of the so-called generalized empirical likelihood method, when the Kullback distance is replaced by some general convex divergence.
Bertail Patrice +2 more
doaj +1 more source
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
doaj +1 more source
Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors
Econometrics, 2021 Many financial and economic time series exhibit nonlinear patterns or relationships. However, most statistical methods for time series analysis are developed for mean-stationary processes that require transformation, such as differencing of the data.
Mustafa Salamh, Liqun Wang
doaj +1 more source
Molecular Oncology, EarlyView.Meta‐transcriptome analysis identified FGF19 as a peptide enteroendocrine hormone associated with colorectal cancer prognosis. In vivo xenograft models showed release of FGF19 into the blood at levels that correlated with tumor volumes. Tumoral‐FGF19 altered murine liver metabolism through FGFR4, thereby reducing bile acid synthesis and increasing ...
Jordan M. Beardsley +5 more
wiley +1 more source