uncertainty using the weighted likelihood bootstrap. We find that accounting for differences in data quality between observations …

the true density. Existing scoring rules based on weighted likelihood favor density forecasts with more probability mass …

the true density. Existing scoring rules based on weighted likelihood favor density forecasts with more probability mass …

series comprising the DJIA. The techniques of shrinkage, time-varying parameters, and weighted likelihood are employed to …

between the so-called Jeffreys modal and the weighted likelihood estimators of proficiency level with some dichotomous item …

, the weighted likelihood estimator withestimated probabilities can be more asymptotically efficient thanthe weighted … theestimator and show that the weighted likelihood estimator withestimated weights can be more efficient than the estimator using … likelihood estimator that uses the true probabilities.We did a simulation study to assess the performance of the proposedmethod …

construction, existing scoring rules based on weighted likelihood or censored normal likelihood favor density forecasts with more …

construction, existing scoring rules based on weighted likelihood or censored normal likelihood favor density forecasts with more … construction, existing scoring rules based on weighted likelihood or censored normal likelihood favor density forecasts with more … description of the left tail of the distribution. Bao et al. (2004) and Amisano and Giacomini (2007) suggest weighted likelihood …