scholarly journals A restricted gamma ridge regression estimator combining the gamma ridge regression and the restricted maximum likelihood methods of estimation

2021 ◽  
pp. 1-18
Author(s):  
Muhammad Qasim ◽  
Muhammad Nauman Akram ◽  
Muhammad Amin ◽  
Kristofer Månsson
Keyword(s):  
Maximum Likelihood ◽  
Ridge Regression ◽  
Restricted Maximum Likelihood ◽  
Regression Estimator ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Ridge Regression Estimator

Bias in heritability estimates from genomic restricted maximum likelihood methods under different genotyping strategies

2018 ◽  
Vol 136 (1) ◽  
pp. 40-50 ◽  
Author(s):  
Alberto Cesarani ◽  
Ivan Pocrnic ◽  
Nicolò P. P. Macciotta ◽  
Breno O. Fragomeni ◽  
Ignacy Misztal ◽  
...  
Keyword(s):  
Maximum Likelihood ◽  
Restricted Maximum Likelihood ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Heritability Estimates

scholarly journals Selecting between causal and noncausal models with quantile autoregressions

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Latin American ◽  
Financial Time Series ◽  
Selection Criterion ◽  
Likelihood Methods ◽  
Approximate Maximum Likelihood ◽  
Financial Time ◽  
Maximum Likelihood Methods ◽  
Latin American Countries

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.

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