Download or read book Asymptotic Properties of a Conditional Maximum Likelihood Estimator written by Heather Ferguson and published by . This book was released on 1989 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Conditional Maximum Likelihood Estimators written by Erling Bernhard Andersen and published by . This book was released on 1968 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of maximum Likelihood estimators based on conditional specification written by Pranab Kumar Sen and published by . This book was released on 1978 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of a Conditional Maximun Likelihood Estimator written by Heather Gail Ferguson and published by . This book was released on 1989 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Log Odds Ratio Regression Estimators with Sparse Strata and Covariate Measurement Error written by Andrew Benjamin Forbes and published by . This book was released on 1990 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models written by Mary Kathleen Vickers and published by . This book was released on 1977 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Four theorems are proven, which simplify the application to econometric models of Weiss's theorem on asymptotic properties of maximum likelihood estimators in nonstandard cases. The theorems require, roughly: the uniform convergence in any compact sets of the unknown parameters of the expection of the Hessian matrix of the log likelihood function; and the uniform convergence to 0 in the same sense of the variance of the same quantities. The fourth theorem allows one to conclude that the optimal properties hold on an image set of the parameters when the map satisfies certain smoothness conditions, and the first three theorems are satisfied for the original parameter set. These four theorems are applied to autoregressive models, nonlinear models, systems of equations, and probit and logit models to infer optimal asymptotic properties. (Author).

Download or read book On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes Estimates written by Lucien Marie Le Cam and published by . This book was released on 1953 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties and Computation of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance written by Stanford University. Department of Statistics and published by . This book was released on 1973 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem considered is the estimation of the parameters in the mixed model of the analysis of variance, assuming normality of the random effects and errors. Both asymptotic properties of such estimates as the size of the design increases and numerical procedures for their calculation are discussed. Estimation is carried out by the method of maximum likelihood. It is shown that there is a sequence of roots of the likelihood equations which is consistent, asymptotically normal and asymptotically efficient in the sense of attaining the Cramer-Rao lower bound for the covariance matrix as the size of the design increases. This is accomplished using a Taylor series expansion of the log-likelihood. (Modified author abstract).

Download or read book Pseudo Conditional Maximum Likelihood Estimation of the Dynamic Logit Model for Binary Panel Data written by Francesco Bartolucci and published by . This book was released on 2010 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: We show how the dynamic logit model for binary panel data may be approximated by a quadratic exponential model. Under the approximating model, simple sufficient statistics exist for the subject-specific parameters introduced to capture the unobserved heterogeneity between subjects. The latter must be distinguished from the state dependence which is accounted for by including the lagged response variable among the regressors. By conditioning on the sufficient statistics, we derive a pseudo conditional likelihood estimator for the structural parameters of the dynamic logit model which is very simple to compute. Asymptotic properties of this estimator are derived. Simulation results show that the estimator is competitive in terms of efficiency with estimators very recently proposed in the econometric literature. We also show how the approach may be exploited to construct a Wald-type test for state dependence.

Download or read book Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework and Some Results in Non normal Linear Regression written by Robert Ernest Tarone and published by . This book was released on 1974 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Some Asymptotic Properties of a Maximum Likelihood Estimator written by Billy Joe Attebery and published by . This book was released on 1958 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Maximum likelihood estimators in Diffusion Type Models written by H. M. Dietz and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Quasi maximum Likelihood Estimators and Test Statistics written by Thomas E. MaCurdy and published by . This book was released on 1981 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine the implications of arbitrage in a market with many assets. The absence of arbitrage opportunities implies that the linear functionals that give the mean and cost of a portfolio are continuous; hence there exist unique portfolios that represent these functionals. The mean variance efficient set is a cone generated by these portfolios. Ross [16, 18J showed that if there is a factor structure, then the distance between the vector or mean returns and the space spanned by the factor loadings is bounded as the number of assets increases. We show that if the covariance matrix of asset returns has only K unbounded eigenvalues, then the corresponding K eigenvectors converge and play the role of factor loadings in Ross' result. Hence only a principal components analysis is needed to test the arbitrage pricing theory. Our eigenvalue conditional can hold even though conventional measures of the approximation error in a K factor model are unbounded. We also resolve the question of when a market with many assets permits so much diversification that risk-free investment opportunities are available.

Download or read book Asymptotic Properties of Induced Maximum Likelihood Estimates of Nonlinear Models for Item Response Variables The Finite Generic Item Pool Case written by Douglas H. Jones and published by . This book was released on 1985 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: The progress of modern mental test theory depends very much on the techniques of maximum likelihood estimation, and many popular applications make use of likelihoods induced by logistic item response models. While, in reality, item responses are nonreplicate within a single examinee and the logistic models are only ideal, practitioners make inferences using the asymptotic distribution of the maximum likelihood estimator derived as if item responses were replicated and satisfied their ideal model. This article proposes a sample space acknowledging these two realities and derives the asymptotic distribution of the induced maximum likelihood estimator. This article assumes that items, while sampled from an infinite set of items, have but a finite domain of alternate response functions: this situation is the case of the finite-generic-item-pool. Using the proposed sample space, the article applies the statistical functional approach of von Mises to derive the influence curve of the maximum likelihood estimator; to discuss related robustness properties; and to derive new classes of resistent estimators. The aim is revealing the value of these methods for uncovering the relative merits of different item response functions. Proofs and mathematical derivations are minimized to increase the accessability of this complex subject. (Author).

Download or read book On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes Estimates written by Lucien LeCam and published by . This book was released on 1953 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of a Certain Estimator Related to the Maximum Likelihood Estimator written by James C. Fu and published by . This book was released on 1971 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent Nor Identically Distributed written by R. D. H. Heijmans and published by . This book was released on 1982 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: