References
SHOWING 1-10 OF 16 REFERENCES
Testing, confidence regions, model selection, and asymptotic theory
- Mathematics
- 1995
1. Introduction to tests of hypotheses 2. Uniformly most powerful tests 3. Unbiased tests and invariant tests 4. Likelihood based tests 5. General asymptotic tests 6. Multiple tests 7. Set estimation…
Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation
- Mathematics
- 1948
If the probability differential of a set of stochastic variates contains k unknown parameters, the statistical hypotheses concerning them may be simple or composite. The hypothesis leading to a…
Invariance, Nonlinear Models and Asymptotic Tests
- Mathematics
- 1987
Several Asymptotic Tests Proposed in the Literature Are Shown Not to Be Invariant to Changes in Measurement Units Or, More Generally to Various Transformations Which Leave Both the Model and the Null…
Formulating Wald Tests of Nonlinear Restrictions
- Mathematics
- 1984
On montre a partir de l'evidence de Monte Carlo que les differences dans la forme fonctionnelle des restrictions non lineaires sont importantes dans les petites tailles d'echantillons
Exponential Family Nonlinear Models
- Mathematics
- 1998
Exponential Family.- Exponential Family Nonlinear Models.- Geometric Framework.- Some Second Order Asymptotics.- Confidence Regions.- Diagnostics and Influence Analysis.- Extension.- Appendices.-…
Econometric Theory and Practice: Edgeworth Expansions for the Wald and GMM Statistics for Nonlinear Restrictions
- Mathematics, Economics
- 2006
An Edgeworth expansion is derived for the GMM distance statistic for a real-valued nonlinear restriction on a normal linear regression. The Edgeworth expansion takes the form F (x − n −1 α1x)+o(n −1…
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Mathematics, Economics
- 2003
In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested. These include empirical likelihood (EL),…
Maximum Lq-likelihood estimation.
- Mathematics
- 2010
University of Minnesota Ph.D. dissertation. May 2008. Major: Statistics. Advisor: Yuhong Yang. 1 computer file (PDF); xi, 173 pages.