Search Results - subject:"order-restricted inference"

Two Bayesian/frequentist challenges for categorical data analyses

Agresti, Alan - In: METRON 72 (2014) 2, pp. 125-132

We discuss two challenging scenarios for frequentist and/or Bayesian inference for categorical data. First, for parameter space regions described by order restrictions, frequentist methods are less straightforward than Bayesian methods, especially for interval estimation. Second, for marginal...

Persistent link: https://www.econbiz.de/10011000657

A Levene-type test of homogeneity of variances against ordered alternatives

Pallmann, Philip; Hothorn, Ludwig; Djira, Gemechis - In: Computational Statistics 29 (2014) 6, pp. 1593-1608

Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We...

Persistent link: https://www.econbiz.de/10011151876

Monotone dependence in graphical models for multivariate Markov chains

Colombi, Roberto; Giordano, Sabrina - In: Metrika 76 (2013) 7, pp. 873-885

We show that a deeper insight into the relations among marginal processes of a multivariate Markov chain can be gained by testing hypotheses of Granger noncausality, contemporaneous independence and monotone dependence. Granger noncausality and contemporaneous independence conditions are read...

Persistent link: https://www.econbiz.de/10010994994

Testing for the Monotone Likelihood Ratio Assumption

Hennessy, David A.; Roosen, Jutta - Center for Agricultural and Rural Development (CARD), … - 2003

we have found no empirical tests for its plausibility. This paper develops such a test based on the theory of order-restricted … inference, which is robust with respect to the correlation structure of the distributions being compared. We apply the test to … ratio, order-restricted inference, stochastic order. JEL codes: C1, D8, Q0. TESTING FOR THE MONOTONE LIKELIHOOD …

Persistent link: https://www.econbiz.de/10005786239

A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay

Dette, Holger; Scheder, Regine - 2008

To estimate the effective dose level ED a in the common binary response model, several parametric and nonparametric estimators have been proposed in the literature. In the present paper, we focus on nonparametric methods and present a detailed numerical comparison of four different approaches to...

Persistent link: https://www.econbiz.de/10010300668

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown

Ranasinghe, Kulan; Silvapulle, Mervyn J. - Department of Econometrics and Business Statistics, … - 2008

The parameters in duration models are usually estimated by a Quasi Maximum Likelihood Estimator [QMLE]. This estimator is efficient if the errors are iid and exponentially distributed. Otherwise, it may not be the most efficient. Motivated by this, a class of estimators has been introduced by...

Persistent link: https://www.econbiz.de/10005149120

A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay

Dette, Holger; Scheder, Regine - Institut für Wirtschafts- und Sozialstatistik, … - 2008

Persistent link: https://www.econbiz.de/10009216871

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown

Ranasinghe, Kulan; Silvapulle, Mervyn J. - Department of Econometrics and Business Statistics, … - 2008

This paper proposes a semiparametric method for estimating duration models when there are inequality constraints on some parameters and the error distribution may be unknown. Thus, the setting considered here is particularly suitable for practical applications. The parameters in duration models...

Persistent link: https://www.econbiz.de/10005581147

Shape constrained estimators in inverse regression models with convolution-type operator

Birke, Melanie; Bissantz, Nicolai - 2007

In this paper we are concerned with shape restricted estimation in inverse regression problems with convolution-type operator. We use increasing rearrangements to compute increasingand convex estimates from an (in principle arbitrary) unconstrained estimate of the unknown regression function. An...

Persistent link: https://www.econbiz.de/10010298216

Shape constrained estimators in inverse regression models with convolution-type operator

Birke, Melanie; Bissantz, Nicolai - Institut für Wirtschafts- und Sozialstatistik, … - 2007

Persistent link: https://www.econbiz.de/10009219843