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Related papers: Partial quasi likelihood analysis

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Bayesian synthetic likelihood (BSL) is a popular method for performing approximate Bayesian inference when the likelihood function is intractable. In synthetic likelihood methods, the likelihood function is approximated parametrically via…

Computation · Statistics 2020-07-06 Jacob W. Priddle , Christopher Drovandi

Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…

Statistics Theory · Mathematics 2009-11-19 Huixia Judy Wang , Zhongyi Zhu , Jianhui Zhou

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

Statistics Theory · Mathematics 2014-02-05 Claudio Durastanti , Xiaohong Lan , Domenico Marinucci

We give a characterization for two different concepts of quasi-analyticity in Carleman ultraholomorphic classes of functions of several variables in polysectors. Also, working with strongly regular sequences, we establish generalizations of…

Complex Variables · Mathematics 2010-01-25 Alberto Lastra , Javier Sanz

This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive contraction rates for a class of Gaussian process priors.…

Econometrics · Economics 2023-11-08 Sid Kankanala

The stochastic expansion of the marginal quasi-likelihood function associated with a class of generalized linear models is shown. Based on the expansion, a quasi-Bayesian information criterion is proposed that is able to deal with…

Statistics Theory · Mathematics 2017-04-19 Shoichi Eguchi

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

The Maurey-Rosenthal theorem states that each bounded and linear operator T from a quasi normed space E into some L_p(\nu) which satisfies a certain vector-valued inequality even allows a weighted norm inequality. Continuing the work of…

Functional Analysis · Mathematics 2016-09-07 Andreas Defant

Thomas' partial likelihood estimator of regression parameters is widely used in the analysis of nested case-control data with Cox's model. This paper proposes a new estimator of the regression parameters, which is consistent and…

Statistics Theory · Mathematics 2007-06-13 Kani Chen

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

Probability · Mathematics 2022-10-24 Arturo Jaramillo , James Melbourne

A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…

Probability · Mathematics 2021-01-08 David Berger , Merve Kutlu , Alexander Lindner

In this paper we study the problem of bilinear regression and we further address the case when the response matrix contains missing data that referred as the problem of inductive matrix completion. We propose a quasi-Bayesian approach first…

Methodology · Statistics 2023-02-15 The Tien Mai

We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…

Methodology · Statistics 2022-04-06 Seong-ho Lee , Yanyuan Ma , Elvezio Ronchetti

Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…

Methodology · Statistics 2019-06-11 Stephanie T. Chen , Luo Xiao , Ana-Maria Staicu

We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…

Probability · Mathematics 2014-08-06 Faouzi Chaabane , Ahmed Kebaier

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

Mixed effects regression models are widely used by language researchers. However, these regressions are implemented with an algorithm which may not converge on a solution. While convergence issues in linear mixed effects models can often be…

Applications · Statistics 2018-09-10 Amelia Kimball , Kailen Shantz , Christopher Eager , Joseph Roy

Let $(X,Y)$ be a bivariate random vector. The estimation of a probability of the form $P(Y\leq y \mid X >t) $ is challenging when $t$ is large, and a fruitful approach consists in studying, if it exists, the limiting conditional…

Statistics Theory · Mathematics 2012-03-01 Anne-Laure Fougères , Philippe Soulier

A Boolean function is symmetric if it is invariant under all permutations of its arguments; it is quasi-symmetric if it is symmetric with respect to the arguments on which it actually depends. We present a test that accepts every…

Computational Complexity · Computer Science 2007-08-17 Krzysztof Majewski , Nicholas Pippenger

We study some properties of graphs (or, rather, graph sequences) defined by demanding that the number of subgraphs of a given type, with vertices in subsets of given sizes, approximatively equals the number expected in a random graph. It…

Combinatorics · Mathematics 2014-05-28 Svante Janson , Vera T. Sós