Asymptotic Theory in Rank Estimation for AFT Model Under Fixed Censorship

2004 ◽  
pp. 107-120 ◽  
Author(s):  
Zhezhen Jin ◽  
Zhiliang Ying
Keyword(s):  
Asymptotic Theory ◽  
Rank Estimation ◽  
Aft Model

The Asymptotic Theory of the Kakwani Class of Poverty Measures

2007 ◽  
Author(s):  
Gane Samb Lo ◽  
Serigne Touba Sall ◽  
Cheikh Tidiane Seck
Keyword(s):  
Asymptotic Theory ◽  
Poverty Measures

Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation

2018 ◽  
Author(s):  
Yifan Li ◽  
Ingmar Nolte ◽  
Sandra Nolte (Lechner)
Keyword(s):  
High Frequency ◽  
Asymptotic Theory ◽  
Volatility Estimation

Standard Asymptotic Theory

2017 ◽  
Author(s):  
Russell Cheng
Keyword(s):  
Asymptotic Theory ◽  
Asymptotic Variance ◽  
Statistical Significance ◽  
Regularity Conditions ◽  
Parameter Estimates ◽  
Asymptotic Results ◽  
Ml Estimation ◽  
True Parameter ◽  
Log Likelihood ◽  
Ml Estimator

This book relies on maximum likelihood (ML) estimation of parameters. Asymptotic theory assumes regularity conditions hold when the ML estimator is consistent. Typically an additional third derivative condition is assumed to ensure that the ML estimator is also asymptotically normally distributed. Standard asymptotic results that then hold are summarized in this chapter; for example, the asymptotic variance of the ML estimator is then given by the Fisher information formula, and the log-likelihood ratio, the Wald and the score statistics for testing the statistical significance of parameter estimates are all asymptotically equivalent. Also, the useful profile log-likelihood then behaves exactly as a standard log-likelihood only in a parameter space of just one dimension. Further, the model can be reparametrized to make it locally orthogonal in the neighbourhood of the true parameter value. The large exponential family of models is briefly reviewed where a unified set of regular conditions can be obtained.

scholarly journals Asymptotic theory for the correlated gamma-frailty model

1998 ◽  
Vol 26 (1) ◽  
pp. 183-214 ◽  
Author(s):  
Erik Parner
Keyword(s):  
Asymptotic Theory ◽  
Frailty Model ◽  
Gamma Frailty

scholarly journals Asymptotic theory of hydrodynamic interactions between slender filaments

2021 ◽  
Vol 6 (7) ◽  
Author(s):  
Maria Tătulea-Codrean ◽  
Eric Lauga
Keyword(s):  
Asymptotic Theory ◽  
Hydrodynamic Interactions

Low-Rank Estimation for Image Denoising Using Fractional-Order Gradient-Based Similarity Measure

2021 ◽  
Author(s):  
Zahid Hussain Shamsi ◽  
Dai-Gyoung Kim ◽  
Mukhtar Hussain ◽  
Rana Muhammad Bakhtawar Khan Sajawal
Keyword(s):  
Image Denoising ◽  
Fractional Order ◽  
Similarity Measure ◽  
Low Rank ◽  
Rank Estimation ◽  
Gradient Based

Two-stage rank estimation of quantile index models

2001 ◽  
Vol 100 (2) ◽  
pp. 319-355 ◽  
Author(s):  
Shakeeb Khan
Keyword(s):  
Two Stage ◽  
Rank Estimation
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