Showing 1 - 10 of 18
A simple connection between the Bartlett adjustment factor of the log likelihood ratio statistic and the normalizing constant of the p∗ formula–an approximate conditional density for the maximum likelihood estimate given an exact or an approximate ancillary statistic–was established...
Persistent link: https://www.econbiz.de/10011039873
In this paper, a new approximation of the marginal posterior distribution function is obtained. Moreover, for the location-scale model, by applying the shrinkage argument, a new approximation of the conditional distribution function of the signed likelihood ratio statistic given an ancillary...
Persistent link: https://www.econbiz.de/10011040131
A simple normal approximation for the cumulative distribution function of the F distribution is obtained via a general version of the modified signed log-likelihood ratio statistic. This approximation exhibits remarkable accuracy even when the degrees of freedom are small. Using the same...
Persistent link: https://www.econbiz.de/10005118339
Testing for first-order autocorrelation in small samples using the standard asymptotic test can be seriously misleading. Recent methods in likelihood asymptotics are used to derive more accurate p-value approximations for testing the autocorrelation parameter in a regression model. The methods...
Persistent link: https://www.econbiz.de/10005260702
In this paper, a general worst case stopping scenario for vehicle following is used to develop algorithms for generating the minimum safety spacing (MSS) for collision-free vehicle following. These algorithms are used to study the effects of vehicle characteristics and other parameters on the...
Persistent link: https://www.econbiz.de/10010536755
In this survey article, we report results on the existence of pure-strategy Nash equilibria in games with an atomless continuum of players, each with an action set that is not necessarily finite. We also discuss purification and symmetrization of mixed-strategy Nash equilibria, and settings in...
Persistent link: https://www.econbiz.de/10005776497
This paper reflects the first stage of research related to company performance in the aftermath of an ERP implementation. We obtained a unique set of data for 198 public Chinese manufacturing companies involved in enterprise resource planning (ERP) implementations from 1993 to 2006. We collected...
Persistent link: https://www.econbiz.de/10008490391
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