Search Results - subject:"modified likelihood"

On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model

Stead, Alexander D.; Wheat, Phill; Greene, William - In: Journal of productivity analysis : an official journal … 60 (2023) 1, pp. 37-48

Persistent link: https://www.econbiz.de/10014323637

Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income

Holzmann, Hajo; Vollmer, Sebastian; Weisbrod, Julian - Ibero-Amerika Institut für Wirtschaftsforschung (IAI), … - 2007

modified likelihood ratio tests for the number of components in a finite mixture. The intra distributional dynamics are …

Persistent link: https://www.econbiz.de/10005765442

Influence Diagnostics in GARCH Processes

Zhang, Xibin; King, Maxwell L. - Department of Econometrics and Business Statistics, … - 2002

this paper we present a curvature-based diagnostic to access local influence of minor perturbations on the modified … likelihood displacement in a regression model. Using the proposed diagnostic, we study the local influence in the GARCH model …

Persistent link: https://www.econbiz.de/10005427627