Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 17 of 17 for “"Asymptotic efficiency"”.
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Some aspects of empirical likelihood
… chapters are also introduced.<br/>In chapter 3, Asymptotic Optimality of Empirical Likelihood Tests With Weakly Dependent Data, we extend the result of Kitamura (2001) to stationary mixing data. The key thing inproving the large deviation optimality is that the empirical measure of the …
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An Alternative Estimate of Preferred Direction for Circular Data
… that the new measure of preferred direction is asymptotically more efficient than the circular median and that its asymptotic efficiency relative to the circular mean is quite comparable. Descriptions of how to use the methods for constructing confidence intervals and testing hypotheses are …
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Spacecraft Orbiting and Uncertainty - Planning Surveillance
… are present in other solutions and lower the asymptotic efficiency that can be achieved. However, the models that were trained in this work did not achieve these goals and showed a very strong competition between the capability to choose the correct pass to observe an object and choosing the …
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Statistical modeling of protein lysate array data
… estimation of the concentration level with full asymptotic efficiency. The results obtained in this chapter justify inferential procedures based on large-sample approximations. Simulation studies and real data analysis are used to illustrate the performance of the proposed method in …
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Statistical Inference for Stochastic Differential Equations using Splitting Schemes
… scheme and demonstrating the consistency and asymptotic efficiency of the associated estimator, confirmed in a simulation study of the three-dimensional stochastic Lorenz system. <br /> Expanding this work to second-order SDEs, we introduce and adapt the Strang splitting scheme to address …
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Choosing Between the Fixed-, Random-, and Mixed-Effects Model in Meta-Analysis: An Analysis of Existing and New Model Selection Methods
… and has desirable statistical properties such as asymptotic efficiency. The REML estimator can be easily found via the Fisher scoring algorithm, which is robust to poor starting values and has good convergence properties. With respect to the homogeneity tests, the commonly used Q test is …
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Επί μεθόδων στατιστικής συπερασματολογίας με χρήση της εμπειρικής χαρακτηριστικής συνάρτησης
… ecf are calculated at a finite number of points. Asymptotic normality is proved and the efficiency of the proposed estimator is investigated based on asymptotic results and results from finite samples. These results pertain to some well known symmetric models which are useful in applied research …
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Some applications of minimum norm quadratic estimation and eigenvalue-based test for heteroskedasticity
… properties of ARCH, we prove the consistency and asymptotic normality of MINQUE. Our analysis shows that, for the p th-order ARCH, MINQUE attains asymptotic efficiency of MLE. To illustrate our procedure we estimate Engle's (1983) model using MINQUE. Our diagnostic checks on this model indicate …
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Geometric Methods for Point Estimation
… of covariance estimation, with a view towards asymptotic efficiency. The asymptotic performance of the partial trace estimator for a Kronecker covariance is contrasted with the maximum likelihood estimator. A correction to the partial trace estimator is proposed which is both asymptotically …
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Rare event simulation for probabilistic models of T-cell activation
… for sampling for which we can proof asymptotic efficiency. In our analysis of the BRB model we are able to show that it can explain foreign-self discrimination and explain how this comes about in the model. We are also able to show where the defects of the model are, especially with …
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Essays on average treatment effects
… endogenous variables. I find that the relative asymptotic efficiency between two-step Heckit and single-step LIML cannot be determined in general. However, the relative efficiency of single-step LIML with respect to two-step Heckit is decreasing as the sample size increases, implying that if the …
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Efficient localization methods for a point source and rigid body
… of mean squared error (MSE) and bias. Its asymptotic efficiency is proven theoretically and validated by simulations. The effects of range weighting on the localization performance under different sensor number, noise correlation, and localization geometry are examined. We also conduct …
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Essays in Econometrics
… generated regressors retains some key asymptotic efficiency and robustness properties. A simulation study illustrates that these robustness properties allow IPT estimators to be insensitive to the choice of tuning parameter. The second chapter concerns semiparametric moment condition …
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Orthogonal statistics and some sampling properties of moment estimators for the negative binomial distribution
… for these estimators. It was felt that the usual asymptotic properties described by the first term approximations might be misleading for practical cases (i.e., ordinary sample sizes). The results verified what was suspected. For the moment estimators of Ansaombe's form, when α > λ the sample …
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Statistical Inferences for Two-Component Semiparametric Location-Scale Mixture Models
… (MLE), are widely used due to their desirable asymptotic properties such as asymptotic efficiency. However, MLE can be highly sensitive to model misspecification and the presence of outliers, often leading to biased or inefficient estimates. Recognizing these limitations, this thesis explores …
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Three essays in microeconomics
… that if alpha is less than this threshold, then efficiency obtains asymptotically. If alpha is greater than the threshold, then inefficiency obtains asymptotically. In addition, we obtain the convergence rate of the probability of provision to its efficient/inefficient level.
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Aspects of generative and discriminative classifiers
… \ref{ch:gdt}, we present the interpretation and asymptotic relative efficiency (ARE) of the GDT approach for linear and quadratic normal discrimination without model mis-specification, and compare its ARE with those of its generative and discriminative counterparts. The classification performance …