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Likelihood Ratio Gradient Estimation for Stochastic Recursions
Likelihood Ratio Gradient Estimation Stochastic Recursions
2015/7/8
In this paper, we develop mathematical machinery for verifying that a broad class of general state space Markov chains reacts smoothly to certain types of perturbations in the underlying transition st...
Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials
Hoeffding’s information bound Internal pilot Kullback-Leibler information Modified Haybittle-Peto test Multiparameter exponential family Sample size re-estimation
2011/6/20
A new approach to adaptive design of clinical trials is proposed in a general multi-
parameter exponential family setting, based on generalized likelihood ratio statistics and optimal
sequential tes...
Likelihood ratio type two-sample tests for current status data
Nonparametric two sample tests current status data likelihood ratio Weibull distribu-tions
2011/3/24
We introduce fully nonparametric two sample tests for testing the null hypothesis that the two samples come from the same distribution if the values are only indirectly given via current status censor...
Likelihood ratio type two-sample tests for current status data
Nonparametric two sample tests current status data, likelihood ratio Weibull distribu-tions
2011/3/23
We introduce fully nonparametric two sample tests for testing the null hypothesis that the two samples come from the same distribution if the values are only indirectly given via current status censor...
Reconsidering the asymptotic null distribution of likelihood ratio tests for genetic linkage in multivariate variance components models
asymptotic null distribution likelihood ratio test mixing probabilities multivariate linkage
2010/4/30
Accurate knowledge of the null distribution of hypothesis tests is important for valid application of the tests. In previous papers and software, the asymptotic null distribution of likelihood ratio t...
Corrected Likelihood Ratio Tests in Class of Symmetric Linear Regression Models
Likelihood Ratio Tests Symmetric Linear Regression Models
2009/9/18
Corrected Likelihood Ratio Tests in Class of Symmetric Linear Regression Models。
Likelihood ratio tests and singularities
Algebraic statistics factor analysis large sample asymptotics semi-algebraic set tangent cone
2010/4/27
Many statistical hypotheses can be formulated in terms of polynomial
equalities and inequalities in the unknown parameters and
thus correspond to semi-algebraic subsets of the parameter space.
We c...
Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments
Asymptotic expansion large-Kn asymptotics many instruments
2009/3/5
This paper studies properties of the likelihood ratio (LR) tests associated with the limited information maximum likelihood (LIML) estimators in a structural form estimation when the number of instrum...
Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives
Computation Power Loss Likelihood Ratio Tests Probability Densities Lehmann Alternatives
2010/4/27
We compute the loss of power in likelihood ratio tests when we test
the original parameter of a probability density extended by the first
Lehmann alternative.