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

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Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models” (for reference only; not for publication) Appendix A: Some Useful Lemmas A.1 Uniform Boundedness of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

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

cplm : Compound Poisson Linear Models Yanwei (Wayne) Zhang∗ Department of Marketing Marshall Business School University of Southern California

Source URL: cran.r-project.org

• Econometrics
• Poisson processes
• Estimation theory
• Generalized linear model
• Quasi-likelihood
• Poisson distribution
• Normal distribution
• Maximum likelihood
• Gamma distribution
• Statistics
• Regression analysis
• Actuarial science

NOAA Technical Memorandum NMFS-PIFSC-3 November 2004 Modeling a Very Rare Event to Estimate Sea Turtle Bycatch: Lessons Learned

Source URL: www.pifsc.noaa.gov

• Regression analysis
• Spatial data analysis
• Statistical theory
• Generalized linear model
• Bycatch
• Quasi-likelihood
• Maximum likelihood
• Estimator
• Overdispersion
• Statistics
• Statistical inference
• Estimation theory

PDF Document

Source URL: www.stat.ufl.edu

• Logistic regression
• Odds ratio
• Logit
• Generalized linear mixed model
• Multinomial logit
• Quasi-likelihood
• Maximum likelihood
• Expectation–maximization algorithm
• Mixed model
• Statistics
• Regression analysis
• Log-linear model