Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio

On Bartlett Correction of Empirical Likelihood in the Presence of Nuisance Parameters

Lazar & Mykland (1999) showed that an empirical likelihood defined by two estimating equations with a nuisance parameter need not be Bartlett correctable. This paper shows that Bartlett correction of empirical likelihood in the presence of a nuisance parameter depends critically on the way the nuisance parameter is removed when formulating the likelihood for the parameter of interest. We establ...

Likelihood Inference in the Presence of Nuisance Parameters

We describe some recent approaches to likelihood based inference in the presence of nuisance parameters. Our approach is based on plotting the likelihood function and the p-value function, using recently developed third order approximations. Orthogonal parameters and adjustments to profile likelihood are also discussed. Connections to classical approaches of conditional and marginal inference a...

from linguistics to literature: a linguistic approach to the study of linguistic deviations in the turkish divan of shahriar

chapter i provides an overview of structural linguistics and touches upon the saussurean dichotomies with the final goal of exploring their relevance to the stylistic studies of literature. to provide evidence for the singificance of the study, chapter ii deals with the controversial issue of linguistics and literature, and presents opposing views which, at the same time, have been central to t...

Adjusted Empirical Likelihood Method for Quantiles

application of brand personality scale in automobile industry: the study of samand’s brand personality dimensions

این تحقیق شخصیت برند سمند را در ایران با استفاده از مدل پنج بعدی آکر (1997) بعنوان یک چهارچوب بطور توصیفی سنجیده است. بنابر این چهارچوب که دراصل در 42 جزء (42 ویزگی شخصیتی) ودر پنج بعد شخصیتی طراحی شده بود ودر کشورها وصنایع مختلف آزموده شده بود, پرسنامه به زبان فارسی ترجمه شده و با استفاده از روشهای ترجمه معکوس و مصاحبه عمیق با 12 متخصص ایرانی به 38 جزء کاهش یافت. و نظرسنجی ای در پنج نمایندگی ا...