Author: Jian YangPublisher: London : Department of Economics, University of Western Ontario
ISBN:
Category : Mathematics
Languages : en
Pages : 68
Book Description
Semiparametric Maximum Likelihood Estimation of Nonlinear Regression Models and Monte Carlo Evidence
Author: Jian YangPublisher: London : Department of Economics, University of Western Ontario
ISBN:
Category : Mathematics
Languages : en
Pages : 68
Book Description
Semiparametric Maximum Likelihood Estimation of Nonlinear Regression Models and GARCH Models
Author: Nonparametric and Semiparametric Methods in Econometrics and Statistics
Author: William A. BarnettPublisher: Cambridge University Press
ISBN: 9780521424318
Category : Business & Economics
Languages : en
Pages : 512
Book Description
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Nonparametric Statistical Methods And Related Topics: A Festschrift In Honor Of Professor P K Bhattacharya On The Occasion Of His 80th Birthday
Author: Francisco J SamaniegoPublisher: World Scientific
ISBN: 9814458171
Category : Mathematics
Languages : en
Pages : 479
Book Description
This volume consists of 22 research papers by leading researchers in Probability and Statistics. Many of the papers are focused on themes that Professor Bhattacharya has published on research. Topics of special interest include nonparametric inference, nonparametric curve fitting, linear model theory, Bayesian nonparametrics, change point problems, time series analysis and asymptotic theory.This volume presents state-of-the-art research in statistical theory, with an emphasis on nonparametric inference, linear model theory, time series analysis and asymptotic theory. It will serve as a valuable reference to the statistics research community as well as to practitioners who utilize methodology in these areas of emphasis.
Monte-Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression
Author: David A. HsiehPublisher:
ISBN:
Category : Monte Carlo method
Languages : en
Pages : 14
Book Description
Corrected Maximum Likelihood Estimation in a Class Os Symmetric Nonlinear Regression Models
Author: Gauss Moutinho CordeiroPublisher:
ISBN:
Category :
Languages : en
Pages : 14
Book Description
Improved Maximum Likelihood Estimation in Heteroscedastic Nonlinear Regression Models
Author: Federica GiummolèNonlinear Statistical Modeling
Author: Takeshi AmemiyaPublisher: Cambridge University Press
ISBN: 9780521662468
Category : Business & Economics
Languages : en
Pages : 472
Book Description
This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.
Author: Pavel Čížek
Author: Bent Jøgensen