Search Results - subject:"nuisance parameters"

Testing linear forms of variance components by generalized fixed-level tests

Weimann, Boris - Institut für Wirtschafts- und Sozialstatistik, … - 1998

situations when nuisance parameters make exact testing impossible to the more general way of testing hypotheses on linear forms …

Persistent link: https://www.econbiz.de/10010955363

Testing linear forms of variance components by generalized fixed-level tests

Weimann, Boris - 1998

situations when nuisance parameters make exact testing impossible to the more general way of testing hypotheses on linear forms …

Persistent link: https://www.econbiz.de/10010438772

Parameter cascades and profiling in functional data analysis

Cao, Jiguo; Ramsay, James - In: Computational Statistics 22 (2007) 3, pp. 335-351

Persistent link: https://www.econbiz.de/10005184309

Cointegration rank inference with stationary regressors in VAR models

RAHBEK, ANDERS; MOSCONI, ROCCO - In: Econometrics Journal 2 (1999) 1, pp. 76-91

lead to nuisance parameters in the asymptotic distribution of the trace statistic for cointegration rank. The nuisance … parame-ters are characterized as canonical correlations between the common trends (which in this case also involve the …

Persistent link: https://www.econbiz.de/10005607072

Information tradeoff

Wasserman, L.; Clarke, B. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10005166826

Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach

SANZO, Silvestro DI; PEREZ-ALONSO, Alicia - Dipartimento del Tesoro, Ministero dell'Economia e …

A new test for hysteresis based on a nonlinear unobserved components model is proposed. Observed unemployment rates are decomposed into a natural rate component and a cyclical component. Threshold type nonlinearities are introduced by allowing past cyclical unemployment to have a different...

Persistent link: https://www.econbiz.de/10008684485

Conditional properties of Bayesian interval estimates

Nicolaou, Anna - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 21-28

Persistent link: https://www.econbiz.de/10005184606

On the consistency of conditional maximum likelihood estimators

Pfanzagl, J. - In: Annals of the Institute of Statistical Mathematics 45 (1993) 4, pp. 703-719

Persistent link: https://www.econbiz.de/10005395679

A geometric look at nuisance parameter effect of local powers in testing hypothesis

Eguchi, Shinto - In: Annals of the Institute of Statistical Mathematics 43 (1991) 2, pp. 245-260

Persistent link: https://www.econbiz.de/10005184636