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It is well known that the likelihood inferences in dynamic mixed models for count data is extremely complicated. In this paper, we, first, develop a generalized method of moments (GMM) approach for the estimation of the parameters of such models. We then consider an alternative generalized...
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In this paper we develop an asymptotically locally optimal partial score test for testing the suitability of a homoscedastic wavelet model against a general heteroscedastic wavelet model. As the construction of the partial score test requires a consistent estimate for the nuisance parameter,...
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Karl Pearson, the founder of mathematical statistics, was the leading statistical researcher from the 1890s up to about 1920. His interests were wide-ranging and so his impact on statistics in the United States was also wide-ranging. Many American researchers came to University College London to...
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In his first work on probability, written in 1711, Abraham De Moivre looked at the problem of finding the number of trials required in a binomial experiment to achieve a probability of 1/2 of finding at least some given number of successes. He looked at two cases: when the probability of...
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