Likelihood-ratio test

Results: 173



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21Identification and estimation of Gaussian affine term structure models

Identification and estimation of Gaussian affine term structure models

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2014-07-23 16:53:53
22Estimation of affine term structure models with spanned or unspanned stochastic volatility

Estimation of affine term structure models with spanned or unspanned stochastic volatility

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2015-01-12 11:52:18
23Package ‘vsn’ July 17, 2015 VersionTitle Variance stabilization and calibration for microarray data Author Wolfgang Huber, with contributions from Anja von Heydebreck. Many comments and suggestions by users a

Package ‘vsn’ July 17, 2015 VersionTitle Variance stabilization and calibration for microarray data Author Wolfgang Huber, with contributions from Anja von Heydebreck. Many comments and suggestions by users a

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Source URL: bioconductor.org

Language: English - Date: 2015-07-17 12:15:33
24Copyright Cambridge University PressOn-screen viewing permitted. Printing not permitted. http://www.cambridge.orgYou can buy this book for 30 pounds or $50. See http://www.inference.phy.cam.ac.uk/macka

Copyright Cambridge University PressOn-screen viewing permitted. Printing not permitted. http://www.cambridge.orgYou can buy this book for 30 pounds or $50. See http://www.inference.phy.cam.ac.uk/macka

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Source URL: www.inference.phy.cam.ac.uk

Language: English - Date: 2005-05-21 12:28:41
25Exercises for Stat II 1. Let X1 , ..., Xn be a sample of iid random variables with the density f (x) = (θ+1)xθ , 0 ≤ x ≤ 1. (a) Find the asymptotic variance of the mle of θ. 2. Let X1 , ..., Xn be a iid sample wit

Exercises for Stat II 1. Let X1 , ..., Xn be a sample of iid random variables with the density f (x) = (θ+1)xθ , 0 ≤ x ≤ 1. (a) Find the asymptotic variance of the mle of θ. 2. Let X1 , ..., Xn be a iid sample wit

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Source URL: cwick.co.nz

Language: English - Date: 2014-03-25 19:42:02
26A Likelihood Ratio Test for Stationarity of Rating Transitions Rafael Weißbach∗ & Ronja Walter Institut f¨ ur Wirtschafts- und Sozialstatistik

A Likelihood Ratio Test for Stationarity of Rating Transitions Rafael Weißbach∗ & Ronja Walter Institut f¨ ur Wirtschafts- und Sozialstatistik

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Source URL: www.statistik.tu-dortmund.de

Language: English - Date: 2009-01-12 11:08:18
27Fast Inference for the Latent Space Network Model Using a Case-Control Approximate Likelihood1 Adrian E. Raftery, Xiaoyue Niu, Peter D. Hoff and Ka Yee Yeung University of Washington Working Paper no. 101 Center for Sta

Fast Inference for the Latent Space Network Model Using a Case-Control Approximate Likelihood1 Adrian E. Raftery, Xiaoyue Niu, Peter D. Hoff and Ka Yee Yeung University of Washington Working Paper no. 101 Center for Sta

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Source URL: www.csss.washington.edu

Language: English - Date: 2010-07-21 19:38:27
28Maximum likelihood estimation for Markov processes

Maximum likelihood estimation for Markov processes

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Source URL: people.math.aau.dk

Language: English - Date: 2011-12-09 08:45:04
294 STATISTICAL APPROACH TO TESTS INVOLVING PHYLOGENIES Susan Holmes  This chapter reviews statistical testing involving phylogenies. We present

4 STATISTICAL APPROACH TO TESTS INVOLVING PHYLOGENIES Susan Holmes This chapter reviews statistical testing involving phylogenies. We present

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Source URL: statweb.stanford.edu

Language: English - Date: 2009-09-22 18:22:01
30False Discovery Rates and Copy Number Variation Bradley Efron∗ Nancy Zhang†  Department of Statistics

False Discovery Rates and Copy Number Variation Bradley Efron∗ Nancy Zhang† Department of Statistics

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Source URL: statweb.stanford.edu

Language: English - Date: 2010-07-26 15:49:16