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

Approximate Bayesian computation with modified log-likelihood ratios

Ventura, Laura; Reid, Nancy - In: METRON 72 (2014) 2, pp. 231-245

The aim of this contribution is to discuss approximate Bayesian computation based on the asymptotic theory of modified … likelihood roots and log-likelihood ratios. Results on third-order approximations for univariate posterior distributions, also in …

Persistent link: https://www.econbiz.de/10011000645

A note on approximate Bayesian credible sets based on modified loglikelihood ratios

Ventura, Laura; Ruli, Erlis; Racugno, Walter - In: Statistics & Probability Letters 83 (2013) 11, pp. 2467-2472

Higher-order asymptotic arguments for a scalar parameter of interest have been widely investigated for Bayesian inference. In this paper the theory of asymptotic expansions is discussed for a vector parameter of interest. A modified loglikelihood ratio is suggested, which can be used to derive...

Persistent link: https://www.econbiz.de/10010709051

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

Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling

Abu-Dayyeh, Walid; Sawi, Esam Al - In: Statistical Papers 50 (2009) 2, pp. 249-259

Persistent link: https://www.econbiz.de/10005615791

Short-tailed distributions and inliers

Akkaya, Ayşen; Tiku, Moti - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 2, pp. 282-296

Persistent link: https://www.econbiz.de/10005613314

Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates

Senoğlu, Birdal - In: Journal of Applied Statistics 34 (2007) 2, pp. 141-151

Estimators of parameters are derived by using the method of modified maximum likelihood (MML) estimation when the distribution of covariate X and the error e are both non-normal in a simple analysis of covariance (ANCOVA) model. We show that our estimators are efficient. We also develop a test...

Persistent link: https://www.econbiz.de/10005639684

Robust estimation and hypothesis testing under short-tailedness and inliers

Akkaya, Ayşen; Tiku, Moti - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 1, pp. 129-150

Persistent link: https://www.econbiz.de/10005184346

On the Estimation of Panel Regression Models with Fixed Effects

Kruiniger, Hugo - School of Economics and Finance, Queen Mary - 2002

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent ``unrestricted fixed effects'' estimator does not exist for autoregressive panel data models with initial conditions. We will derive necessary and sufficient conditions for the...

Persistent link: https://www.econbiz.de/10005106431