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This paper introduces a method of blockwise empirical Euclidean likelihood for weakly dependent processes. The strong consistency and asymptotic normality of the blockwise empirical Euclidean likelihood estimation are proved. It is deduced that the blockwise empirical Euclidean likelihood ratio...
Persistent link: https://www.econbiz.de/10005319343
We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d=1) has been...
Persistent link: https://www.econbiz.de/10005319912
For a fixed number of runs, when can designs have clear main effects or clear two-factor interactions (in brief, 2fi's)? This paper gives the maximum value of n in sn-m designs containing clear main effects or clear 2fi's, where s is any prime or prime power. It is a generalization of the...
Persistent link: https://www.econbiz.de/10005254189
This paper introduces minimum secondary aberration (MSA) and maximum secondary estimation capacity (MSEC) criteria for discriminating among rival nonisomorphic regular multistratum fractional factorial split-plot (FFSP) designs. Some general rules for identifying MSA or MSEC multistratum FFSP...
Persistent link: https://www.econbiz.de/10005254913
Fractional factorial split-plot (FFSP) designs with minimum aberration have been applied in industrial experiments. But, they are not so easy to construct for cases having many whole plot (or subplot) factors and only few subplot (or whole plot) factors. Weak minimum aberration is a weak version...
Persistent link: https://www.econbiz.de/10005259065
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Phillips [Phillips R.F., 1991. A constrained maximum likelihood approach to estimating switching regressions. Journal of Econometrics 48, 241-262] proposed a constrained maximum-likelihood approach to estimating the parameters in a switching regression model. In this note, we propose a new...
Persistent link: https://www.econbiz.de/10008493187
In this paper, the only assumptions on the distribution of data are those concerning first two moments. Our purpose is to estimate the parameter of interest in the presence of nuisance parameter under these weak assumptions on the distribution. We define a quasi-least favorable curve and...
Persistent link: https://www.econbiz.de/10005224051
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