Showing 1 - 10 of 153
Thesis (Ph.D.)--University of Rochester. School of Medicine and Dentistry. Dept. of Biostatistics and Computational Biology, 2009.
Persistent link: https://www.econbiz.de/10009482968
Persistent link: https://www.econbiz.de/10011349543
Persistent link: https://www.econbiz.de/10010337854
Persistent link: https://www.econbiz.de/10011719975
Baggerly (1998) showed that empirical likelihood is the only member in the Cressie-Read power divergence family to be Bartlett correctable. This paper strengthens Baggerly's result by showing that in a generalized class of the power divergence family, which includes the Cressie-Read family...
Persistent link: https://www.econbiz.de/10009324077
This paper considers an empirical likelihood method to estimate the parameters of the quantile regression (QR) models and to construct confidence regions that are accurate in finite samples. To achieve the higher-order refinements, we smooth the estimating equations for the empirical likelihood....
Persistent link: https://www.econbiz.de/10005593469
This paper studies second-order properties of the empirical likelihood overidentifying restriction test to check the validity of moment condition models. We show that the empirical likelihood test is Bartlett correctable and suggest second-order refinement methods for the test based on the...
Persistent link: https://www.econbiz.de/10008925608
We discuss two-sample problems and the implementation of a new two-sample dataanalysis procedure. The proposed procedure is based on the concepts of mid-distribution,design of score functions, components, comparison distribution, comparison densityand exponential model. Assume that we have a...
Persistent link: https://www.econbiz.de/10009465035
In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such...
Persistent link: https://www.econbiz.de/10005101079
We describe how to test the null hypothesis that errors from two parametrically specified regression models have the same distribution versus a general alternative. First we obtain the asymptotic properties of test-statistics derived from the difference between the two residual-based empirical...
Persistent link: https://www.econbiz.de/10005731363