Consistency and Asymptotic Normality of Two-phase Regression Maximum Likelihood Estimates

Consistency and Asymptotic Normality of Two-phase Regression Maximum Likelihood Estimates PDF Author: STANFORD UNIV CALIF DEPT OF STATISTICS.
Publisher:
ISBN:
Category :
Languages : en
Pages : 11

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Book Description
Consistency and asymptotic normality are established for the maximum likelihood estimates of parameters in the two-phase regression model. (Author).

Consistency and Asymptotic Normality of Two-phase Regression Maximum Likelihood Estimates

Consistency and Asymptotic Normality of Two-phase Regression Maximum Likelihood Estimates PDF Author: STANFORD UNIV CALIF DEPT OF STATISTICS.
Publisher:
ISBN:
Category :
Languages : en
Pages : 11

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Book Description
Consistency and asymptotic normality are established for the maximum likelihood estimates of parameters in the two-phase regression model. (Author).

On Maximum Likelihood Estimation for Two-phase Linear Regression

On Maximum Likelihood Estimation for Two-phase Linear Regression PDF Author: David Luther Sylwester
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 172

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Two-step Quantile Estimation of the Censored Regression Model

Two-step Quantile Estimation of the Censored Regression Model PDF Author: James Powell
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 42

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Robust Statistical Procedures

Robust Statistical Procedures PDF Author: Peter J. Huber
Publisher: SIAM
ISBN: 9781611970036
Category : Mathematics
Languages : en
Pages : 77

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Book Description
Here is a brief, well-organized, and easy-to-follow introduction and overview of robust statistics. Huber focuses primarily on the important and clearly understood case of distribution robustness, where the shape of the true underlying distribution deviates slightly from the assumed model (usually the Gaussian law). An additional chapter on recent developments in robustness has been added and the reference list has been expanded and updated from the 1977 edition.

Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework, and Some Results in Non-normal Linear Regression

Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework, and Some Results in Non-normal Linear Regression PDF Author: Robert Ernest Tarone
Publisher:
ISBN:
Category :
Languages : en
Pages : 190

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Asymptotic Normality of the Maximum Likelihood Estimate in the Independent Not Identically Distributed Case

Asymptotic Normality of the Maximum Likelihood Estimate in the Independent Not Identically Distributed Case PDF Author: A. N. Philippou
Publisher:
ISBN:
Category :
Languages : en
Pages : 19

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Book Description
In the paper, the authors assume the existence and consistency of the maximum likelihood estimate (MLE) in the independent not identically distributed (i.n.i.d.) case and the authors establish its asymptotic normality. The regularity conditions employed do not involve the third order derivatives of the underlying probability density functions (p.d.f.'s). (Author).

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 252

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Advanced Econometrics

Advanced Econometrics PDF Author: Takeshi Amemiya
Publisher: Harvard University Press
ISBN: 0674251954
Category : Business & Economics
Languages : en
Pages : 540

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Book Description
Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.

CONSISTENCY AND ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN GENERALIZED LINEAR MODELS

CONSISTENCY AND ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN GENERALIZED LINEAR MODELS PDF Author: Ludwig Fahrmeir
Publisher:
ISBN:
Category :
Languages : en
Pages : 68

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On the Small Sample Properties of Norm-restricted Maximum Likelihood Estimators for Logistic Regression Models

On the Small Sample Properties of Norm-restricted Maximum Likelihood Estimators for Logistic Regression Models PDF Author: Diane E. Duffy
Publisher:
ISBN:
Category :
Languages : en
Pages : 50

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