Strauss, "Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach," Econometrica 43 (July 1974): 745-55.Guilkey, D. and P. Schmidt, 1979, "Some small sample properties of estimators and test statistics in the multivariate logit model," Journal of ...
The first subset belongs to the competing risks model, and the second consists of left-truncated data. Estimators of the cumulative hazard function before and after warnings are derived and proved to be consistent, with asymptotic normal distributions. A null hypothesis where the cumulative hazard ...
The two main types of estimators in statistics are point estimators and interval estimators. Point estimation is the opposite of interval estimation. It produces a single value while the latter produces a range of values. Apoint estimatoris a statistic used to estimate the value of an unknown par...
Communications in StatisticsAsymptotic properties of some estimators for partly linear stationary autoregressive models - Gao () Citation Context ... β4 − β4 * * β5 − β5 βi − βi * βN − βN * 3− β * 3 N * * (X, β, β ) �( βi, βi ) (X,X i) ...
By the change of measure method and asymptotic analysis technique, we establish the exponential nonuniform Berry-Esseen bounds of the two estimators. As applications, the optimal uniform Berry-Esseen bounds and optimal Cram茅r-type moderate deviation principles can be obtained.Springer USMethodology ...
Proof of consistency The next proposition characterizes consistent estimators of . PropositionIf Assumptions 1, 2, 3, 4 and 5 are satisfied, and a consistent estimator of the long-run covariance matrix is available, then the asymptotic variance of the OLS estimator is consistently estimated by ...
The applied statistician/econometrician who has to select an estimation method needs information about the relative performance of two or more estimators under empirically relevant conditions. The term “empirically relevant conditions” refers e.g. to..
estimators (GEE estimators; Liang, K.-Y. & Zeger, S. (1986). Biometrika, 73(1), 13{22) whic h are iden tical regardless of the `w orking' correlation matrix used. Moreo v er, they are e�cien t (McCullagh, P . (1983). The A nnals of Statistics, 11(1), 59{67). If...
Mathematics - Statistics TheoryWe propose a general framework for regularization in M-estimation problems under time dependent (absolutely regular-mixing) data which encompasses many of the existing estimators. We derive non-asymptotic concentration bounds for the regularized M-estimator. The concentration ...
Lackritz, James R.Scheaffer, Richard L.Marcel Dekker, Inc.Communications in StatisticsLACKRITZ, J.R. & SCHEAFFER, R.L. (1983). Asymptotic properties of estimators derived from line transect sampling. Comm.Statist. A-Theory Methods 12 (8), 849-864....