Download or read book Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance written by and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory written by Hira Koul and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article derives the consistency and asymptotic distribution of the bias corrected least squares estimators (LSEs) of the regression parameters in linear regression models when covariates have measurement error (ME) and errors and covariates form mutually independent long memory moving average processes. In the structural ME linear regression model, the nature of the asymptotic distribution of suitably standardized bias corrected LSEs depends on the range of the values of where ,, and are the LM parameters of the covariate, ME and regression error processes respectively. This limiting distribution is Gaussian when and non-Gaussian in the case . In the former case some consistent estimators of the asymptotic variances of these estimators and a log()-consistent estimator of an underlying LM parameter are also provided. They are useful in the construction of the large sample confidence intervals for regression parameters. The article also discusses the asymptotic distribution of these estimators in some functional ME linear regression models, where the unobservable covariate is non-random. In these models, the limiting distribution of the bias corrected LSEs is always a Gaussian distribution determined by the range of the values of )-)

Download or read book Asymptotic Distributions for Some Quasi efficient Estimators in Echelon VARMA Models written by Jean-Marie Dufour and published by . This book was released on 2011 with total page 67 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Asymptotic Theory of L1 norm Estimation of a Unit Root written by Miguel Angel Herce and published by . This book was released on 1990 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Some Estimators in Moving Average Models written by Stanford University. Department of Statistics and published by . This book was released on 1975 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author considers estimation procedures for the moving average model of order q. Walker's method uses k sample autocovariances (k> or = q). Assume that k depends on T in such a way that k nears infinity as T nears infinity. The estimates are consistent, asymptotically normal and asymptotically efficient if k = k (T) dominates log T and is dominated by (T sub 1/2). The approach in proving these theorems involves obtaining an explicit form for the components of the inverse of a symmetric matrix with equal elements along its five central diagonals, and zeroes elsewhere. The asymptotic normality follows from a central limit theorem for normalized sums of random variables that are dependent of order k, where k tends to infinity with T. An alternative form of the estimator facilitates the calculations and the analysis of the role of k, without changing the asymptotic properties.

Download or read book On the Asymptotic Distribution of the Likelihood Ratio in Some Problems on Mixed Variate Populations written by Junjirō Ogawa and published by . This book was released on 1957 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advanced Medical Statistics written by Ji-qian Fang and published by World Scientific. This book was released on 2003-11-03 with total page 1119 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents new and powerful advanced statistical methods that have been used in modern medicine, drug development, and epidemiology. Some of these methods were initially developed for tackling medical problems.All 29 chapters are self-contained. Each chapter represents the new development and future research topics for a medical or statistical branch. For the benefit of readers with different statistical background, each chapter follows a similar style: the explanation of medical challenges, statistical ideas and strategies, statistical methods and techniques, mathematical remarks and background and reference. All chapters are written by experts of the respective topics.

Download or read book Asymptotic Efficiency of Statistical Estimators Concepts and Higher Order Asymptotic Efficiency written by Masafumi Akahira and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a collection of results recently obtained by the authors. Most of these have been published, while others are awaitlng publication. Our investigation has two main purposes. Firstly, we discuss higher order asymptotic efficiency of estimators in regular situa tions. In these situations it is known that the maximum likelihood estimator (MLE) is asymptotically efficient in some (not always specified) sense. However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. It is required to make finer distinctions among the estimators, by considering higher order terms in the expansions of their asymptotic distributions. Secondly, we discuss asymptotically efficient estimators in non regular situations. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n / , as in the regular cases. It is necessary to redefine the concept of asympto tic efficiency, together with the concept of the maximum order of consistency. Under the new definition as asymptotically efficient estimator may not always exist. We have not attempted to tell the whole story in a systematic way. The field of asymptotic theory in statistical estimation is relatively uncultivated. So, we have tried to focus attention on such aspects of our recent results which throw light on the area.

Download or read book The Asymptotic Distributions of Some Estimators for a Factor Analysis Model written by Y. Amemiya and published by . This book was released on 1986 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Variance of the Estimators in Nonlinear Regression written by Chhun Huor Ung and published by . This book was released on 1988 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors written by Badi H. Baltagi and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are derived for the standard panel data estimators including ordinary least squares, fixed effects, first-difference, and generalized least squares (GLS) estimators when both T and n are large. We show that all the estimators have asymptotic normal distributions and have different convergence rates dependent on the non-stationarity of the regressors and the remainder disturbances. We show using Monte Carlo experiments that the loss in efficiency of the OLS, FE and FD estimators relative to true GLS can be substantial.

Download or read book Asymptotic Results in Non regular Estimation written by Thomas Polfeldt and published by . This book was released on 1970 with total page 86 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 for 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:

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:

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2003 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Reviews written by and published by . This book was released on 2003 with total page 1296 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Variance as an Approximation to Expected Loss for Maximum Likelihood Estimates written by William Dollard Commins (Jr.) and published by . This book was released on 1959 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: