We propose generalized DWH specification tests which simultaneously compare three or more likelihood‐based estimators in multivariate conditionally heteroskedastic dynamic regression models. Our are useful for Garch models and many empirically relevant macro finance applications involving Var s regressions. determine the rank of differences between estimators' asymptotic covariance matrices und...

In this paper, we first discuss the origin, developments and various thoughts by several researchers on the generalized linear regression estimator (GREG) due to Deville and Särndal [Deville, J.C., Särndal, C.E., 1992. Calibration estimators in survey sampling. J. Amer. Statist. Assoc. 87, 376–382]. Then, the problem of estimation of the general parameter of interest considered by Rao [Rao, J.N...

We consider a follow-up study in which an outcome variable is to be measured at fixed time points and covariate values are measured prior to start of follow-up. We assume that the conditional mean of the outcome given the covariates is a linear function of the covariates and is indexed by occasion-specific regression parameters. In this paper we study the asymptotic properties of several freque...

Several variation of the Watterson estimator of variability for Next Generation Sequencing (NGS) data have been proposed in the literature. We present a unified framework for generalized Watterson estimators based on Maximum Composite Likelihood, which encompasses most of the existing estimators. We propose this class of unbiased estimators as generalized Watterson estimators for a large class ...

This paper derives the entropy of a generalized half-logistic distribution based on Type-II censored samples, obtains some entropy estimators by using Bayes estimators of an unknown parameter in the generalized half-logistic distribution based on Type-II censored samples and compares these estimators in terms of the mean squared error and the bias through Monte Carlo simulations.

In this paper, we consider the problem of finding the Least Squares estimators of two isotonic regression curves g◦ 1 and g◦ 2 under the additional constraint that they are ordered; e.g., g◦ 1 ≤ g◦ 2 . Given two sets of n data points y1, .., yn and z1, . . . , zn observed at (the same) design points, the estimates of the true curves are obtained by minimizing the weighted Least Squares criterio...

In this paper, we consider the problem of finding the Least Squares estimators of two isotonic regression curves g◦ 1 and g◦ 2 under the additional constraint that they are ordered; e.g., g◦ 1 ≤ g◦ 2 . Given two sets of n data points y1, .., yn and z1, . . . , zn observed at (the same) design points, the estimates of the true curves are obtained by minimizing the weighted Least Squares criterio...

System of panel models are popular models in applied sciences and the question of spatial errors has created the recent demand for spatial system estimation of panel models. Therefore we propose new diagnostic methods to explore if the spatial component will change significantly the outcome of non-spatial estimates of seemingly unrelated regression (SUR) systems. We apply a local sensitivity ap...

In this article we consider a semiparametric generalized mixed-effects model, and propose combining local linear regression, and penalized quasilikelihood and local quasilikelihood techniques to estimate both population and individual parameters and nonparametric curves. The proposed estimators take into account the local correlation structure of the longitudinal data. We establish normality fo...