scientific article; zbMATH DE number 1551462
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Publication:4523872
zbMATH Open0961.62110MaRDI QIDQ4523872FDOQ4523872
Authors: Ron C. Mittelhammer, George G. Judge, Douglas J. Miller 
Publication date: 15 January 2001
Title of this publication is not available (Why is that?)
Recommendations
densitysemiparametricparametricGMM-estimationcensored response modelsnoisy covariance matrixsimultaneous equations econometric models
Bayesian inference (62F15) Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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- Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case
- Inference in a bimodal Birnbaum-Saunders model
- An extension of the Birnbaum-Saunders distribution as a model for fatigue failure due to multiple cracks
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
- Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods
- Estimation and inference in the case of competing sets of estimating equations
- Some aspects of the history of Bayesian information processing
- Bayesian Inference in CointegratedI(2) Systems: A Generalization of the Triangular Model
- The size distributions of all Indian cities
- Signed likelihood ratio tests in the Birnbaum-Saunders regression model
- A class of asymmetric regression models for left-censored data
- 2-D Rayleigh autoregressive moving average model for SAR image modeling
- Birnbaum-Saunders nonlinear regression models
- Generalized maximum entropy analysis of the linear simultaneous equations model
- Additive models with autoregressive symmetric errors based on penalized regression splines
- On the recovery of joint distributions from limited information
- Bayesian bootstrap multivariate regression
- Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution
- Generalized moment based estimation and inference
- Limited information likelihood and Bayesian analysis
- Encompassing: formulation, properties and testing
- A family of empirical likelihood functions and estimators for the binary response model
- Entropy densities with an application to autoregressive conditional skewness and kurtosis.
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- Saddlepoint expansions for GEL estimators
- Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
- An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
- Information theoretic solutions for correlated bivariate processes
- Asymptotic results on a general class of empirical statistics: Power and confidence interval properties
- A new lifetime model with a periodic hazard rate and an application
- Panel regression with multiplicative measurement errors
- Size and power properties of some tests in the Birnbaum-Saunders regression model
- Large-Deviations Theory and Empirical Estimator Choice
- A family of autoregressive conditional duration models applied to financial data
- Improved estimation of clutter properties in speckled imagery.
- An information theoretic approach to econometrics
- On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods
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- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
- On a family of discrete log-symmetric distributions
- Stigler's approach to recovering the distribution of first significant digits in natural data sets
- On a bimodal Birnbaum-Saunders distribution with applications to lifetime data
- Probability, econometrics and truth. The methodology of econometrics
- Incorporating prior information when true priors are unknown: an information-theoretic approach for increasing efficiency in estimation
- Diagnostics in multivariate generalized Birnbaum-Saunders regression models
- Generalized Tobit models: diagnostics and application in econometrics
- Empty set problem of maximum empirical likelihood methods
- Highly accurate likelihood analysis for the seemingly unrelated regression problem
- A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
- Heteroscedastic log-exponentiated Weibull regression model
- Improved point and interval estimation for a beta regression model
- Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation
- p-Value adjustment to control type I errors in linear regression models
- Birnbaum-Saunders autoregressive conditional range model applied to stock index data
- Parametric quantile beta regression model
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- Imposing parameter inequality restrictions using the principle of maximum entropy
- Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases
- Using moment constraints in GME estimation
- Estimating field-level rotations as dynamic cycles
- Coffee stochastic frontier model with maximum entropy
- Factors influencing tourism demand to revisit Pha Ngan Island using generalized maximum entropy
- On a length-biased Birnbaum-Saunders regression model applied to meteorological data
- Entropy inference in smooth transition kink regression
- Log-symmetric regression models: information criteria and application to movie business and industry data with economic implications
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