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Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators...
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Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
This paper aims to propose a profile quasi-maximum likelihood estimation method for semiparametric varying-coefficient spatial autoregressive(SVCSAR)...
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Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
Some quasi-arithmetic means of random variables easily give unbiased strongly consistent closed-form estimators of the joint of the location and...
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The Strong Consistency of Quasi-Maximum Likelihood Estimators for p-order Random Coefficient Autoregressive (RCA) Models
In this paper, we investigate the strong consistency of the quasi-maximum likelihood estimators derived through the Kalman filter for stationary...
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Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
Since the commonly available time series on micro units are typically quite short, this paper considers a different estimation of linear panel data...
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Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis
A common statistical problem in hydrology is the estimation of annual maximal river flow distributions and their quantiles, with the objective of...
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Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
This study tests for the sandwich-form asymptotic covariance matrices entailed by conditionally heteroskedastic and/or autocorrelated regression...
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Empirical likelihood for spatial dynamic panel data models
Spatial dynamic panel data (SDPD) models have received great attention in economics in recent 10 years. Existing approaches for the estimation and...
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A constrained maximum likelihood estimation for skew normal mixtures
For a finite mixture of skew normal distributions, the maximum likelihood estimator is not well-defined because of the unboundedness of the...
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Composite likelihood methods for parsimonious model-based clustering of mixed-type data
In this paper, we propose twelve parsimonious models for clustering mixed-type (ordinal and continuous) data. The dependence among the different...
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Optimizing Maximum Likelihood Estimation in Performance Factor Analysis: A Comparative Study of Estimation Methods
Assessment methods impact learning and ensure alignment with course goals. However, formative assessments face model selection challenges influenced...
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Global jump filters and quasi-likelihood analysis for volatility
We propose a new estimation scheme for estimation of the volatility parameters of a semimartingale with jumps based on a jump detection filter. Our...
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Bayesian empirical likelihood of quantile regression with missing observations
In this paper, we focus on partially linear varying coefficient quantile regression with observations missing at random, which allows the responses...
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A semi-parametric weighted likelihood approach for regression analysis of bivariate interval-censored outcomes from case-cohort studies
The case-cohort design was developed to reduce costs when disease incidence is low and covariates are difficult to obtain. However, most of the...
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Bootstrap for inference after model selection and model averaging for likelihood models
A one-step semiparametric bootstrap procedure is constructed to estimate the distribution of estimators after model selection and of model averaging...
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An evaluation of methods to handle missing data in the context of latent variable interaction analysis: multiple imputation, maximum likelihood, and random forest algorithm
The objective of this study was to examine the performance of the two most popular missing data methods (i.e., multiple imputation and maximum...
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A robust and efficient algorithm to find profile likelihood confidence intervals
Profile likelihood confidence intervals are a robust alternative to Wald’s method if the asymptotic properties of the maximum likelihood estimator...
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Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
This paper proposes a penalized maximum quasi-likelihood (PMQL) estimation that can solve the problem of order selection and parameter estimation...
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Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
Spatial error parametric panel model is one of the most popularly used analytical tools in spatial econometrics. Although this model takes into...
