Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models Author(s): Whitney K. Newey and Douglas G. Steigerwald Source: Econometrica, Vol. 65, No. 3 (May, 1997), ppPublis

Source URL: econ.ucsb.edu

Econometrica, Vol. 80, No. 4 (July, 2012), 1809–1812 TESTING FOR REGIME SWITCHING: A COMMENT BY ANDREW V. CARTER AND DOUGLAS G. STEIGERWALD1 An autoregressive model with Markov regime-switching is analyzed that reflec

Source URL: econ.ucsb.edu

• Statistics
• Estimation theory
• Statistical theory
• Maximum likelihood estimation
• Autocorrelation
• Quasi-maximum likelihood estimate
• Null hypothesis
• Likelihood function

Spatial composite likelihood inference using local C-vines Tobias Michael Erhardta,1,∗, Claudia Czadoa , Ulf Schepsmeiera arXiv:1407.0886v1 [stat.ME] 3 Jul 2014

Source URL: arxiv.org

• Copula
• Estimation theory
• Geography
• Spatial analysis
• Probability integral transform
• Normal distribution
• Partial differential equation
• Quasi-maximum likelihood
• Statistics
• Statistical dependence
• Actuarial science

It’s DE-licious: a recipe for differential expression analyses of RNA-seq experiments using quasi-likelihood methods in edgeR Aaron T. L. Lun1,2 Yunshun Chen1,2

Source URL: www.statsci.org

• Microarrays
• Gene expression
• Bioinformatics
• RNA
• RNA-Seq
• MA plot
• Gene expression profiling
• FASTQ format
• Gene
• Biology
• Biochemistry
• Molecular biology

Discussion Article Rejoinder Andrew GELMAN I appreciate Buja’s generous comments and will briefly clarify some issues regarding the role of data visualization in model checking, and the relevance of Bayesian inference

Source URL: stat.wharton.upenn.edu

• Statistical inference
• Statistical theory
• Data analysis
• Scientific method
• Mixture model
• Graphical model
• Bayesian inference
• Regression analysis
• Quasi-likelihood
• Statistics
• Bayesian statistics
• Statistical models

Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed E¤ects When Both n and T Are Large: A Nonstationary Case Jihai Yu, Robert de Jong, Lung-fei Leey Department of Economics The Ohio State Unive

Source URL: economics.sbs.ohio-state.edu

A supplement to “Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models” (for reference only; not for publication) Appendix A: Some Useful Lemmas A.1 Uniform Boundedness of

Source URL: economics.sbs.ohio-state.edu

• Spectral theory
• Λ-ring

Microsoft Word - STAT811 unit outline 2009.doc

Source URL: stat.mq.edu.au

• Generalized additive model
• Poisson regression
• Quasi-likelihood
• Overdispersion
• Linear regression
• Deviance
• Additive model
• SAS
• Count data
• Statistics
• Regression analysis
• Generalized linear model

ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD ESTIMATORS FOR SPATIAL AUTOREGRESSIVE MODELS BY LUNG-FEI LEE1 This paper investigates asymptotic properties of the maximim likelihood estimator and the quasi-maximum l

Source URL: economics.sbs.ohio-state.edu

• Maximum likelihood
• Extremum estimator
• Parametric model
• Normal distribution
• Consistent estimator
• Fisher information
• Statistics
• Estimation theory
• Statistical theory

AIAA JOURNAL Vol. 50, No. 5, May 2012 Provably Convergent Multifidelity Optimization Algorithm Not Requiring High-Fidelity Derivatives Andrew March∗ and Karen Willcox†

Source URL: raphael.mit.edu

• Mathematics
• Multidisciplinary design optimization
• Interpolation
• Quasi-Newton method
• Surrogate model
• Genetic algorithm
• Maximum likelihood
• Global optimization
• Numerical analysis
• Mathematical optimization
• Applied mathematics
• Science