Asymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (MEL) estimator and the Estimating Equation (EE) estimator (or the Generalized Method of Moments (GMM) in econometrics) for the coefficients of a single structural equation in a system of linear simultaneous equations, which corresponds to a reduced rank regression model. The expansions in terms of the samp...

We establish the asymptotic distribution for rolling linear regression models using various window widths. The limiting depends on width of and a “bias process” that is typically ignored in practice. Based distribution, we tabulate critical values used to find uniform confidence intervals average parameters over windows. propose corrected technique removes bias process by smoothed parameter est...

In this paper, we obtain  Bayesian prediction intervals as well as Bayes predictive estimators under square error loss for generalized order statistics when the distribution of the underlying population belongs to a family which includes several important distributions.

We propose a class of weighted least squares estimators for the tail index distribution function with regularly varying tail. Our approach is based on method developed by Holan and McElroy (2010) Parzen index. prove asymptotic normality consistency under suitable assumptions. These earlier are compared in various models through simulation study using mean squared error as criterion. The results...

In the present paper a mixed approach is proposed for the simultaneously estimation of regression and correlation structure parameters in multivariate probit models using generalized estimating equations for the former and pseudo-score equations for the latter. The nite sample properties of the corresponding estimators are compared to estimators proposed by Qu, Williams, Beck and Medendorp (199...

In the present paper a mixed approach is proposed for the simulta neously estimation of regression and correlation structure parameters in multivariate probit models using generalized estimating equations for the former and pseudo score equations for the latter The nite sample proper ties of the corresponding estimators are compared to estimators proposed by Qu Williams Beck and Medendorp and Q...

Calibration estimation, where the sampling weights are adjusted to make certain estimators match known population totals, is commonly used in survey sampling. The generalized regression estimator is an example of a calibration estimator. Given the functional form of the calibration adjustment term, we establish the asymptotic equivalence between the functional-form calibration estimator and an ...

This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence. The estimating equations are derived without specifying the joint distribution of a subject's observations yet they redu...