Variance Reduction in Multiparameter Likelihood Models

DOI10.1198/016214506000000807MaRDI QIDQ5307706zbMATH OpenOpenAlexFDO

Authors Ming-Yen Cheng, Liang Peng

Publication date 18 September 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL http://ntur.lib.ntu.edu.tw/bitstream/246246/20060927121122867929/1/likelihood_final.pdf

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

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(9)

• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• Estimation of the Variance Function in Heteroscedastic Linear Regression Models
• A note on tail dependence regression
• scientific article; zbMATH DE number 1124628 (Why is no real title available?)
• Local Likelihood Smoothing of Sample Extremes
• Inconsistency transmission and variance reduction in two-stage quantile regression
• Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
• Modal volatility function
• Parameter reduction in log-normal chain-ladder models

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