We use the theory developed in FR to derive efficient algorithms for extended maximum likelihood estimation in log-linear models under Poisson and product multinomial schemes. The restriction to these sampling schemes is motivated by a variety of reasons. First, these schemes encode sampling constraints that arise most frequently in practice. In particular, these are the sampling schemes practi...

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating the unknown coefficient functions. A weighted average estimator is also proposed in an attempt to improve the efficiency of the estimator. The consistency a...

The asymptotic properties of four estimators for nonlinear mixed-e¤ects models are investigated: maximum likelihood estimator (MLE), an estimator based on the ...rst-order approximation to the expectation function (Vonesh and Carter (1992)), the two-stage, and the Lindstrom-Bates (1990) estimators. Two asymptotic situations are considered: (i) when N ! 1 and ni is ...nite, (ii) N ! 1 and minni ...

We consider a bidimensional Ornstein-Uhlenbeck process to describe the tissue microvascularisation in anti-cancer therapy. Data are discrete, partial and noisy observations of this stochastic differential equation (SDE). Our aim is the estimation of the SDE parameters. We use the main advantage of a one-dimensional observation to obtain an easy way to compute the exact likelihood using the Kalm...

While differencing transformations can eliminate nonstationarity, they typically reduce signal strength and correspondingly reduce rates of convergence in unit root autoregressions. The present paper shows that aggregating moment conditions that are formulated in differences provides an orderly mechanism for preserving information and signal strength in autoregressions with some very desirable ...

Discussion Papers are a series of manuscripts in their draft form. They are not intended for circulation or distribution except as indicated by the author. For that reason Discussion Papers may not be reproduced or distributed without the written consent of the author. This paper studies minimaxity of estimators of a set of linear combinations of location parameters µ i , i = 1,. .. , k under q...

The classic statistical method for modelling the rates and proportions is beta regression model (BRM). standard maximum likelihood estimator (MLE) used to estimate coefficients of BRM. However, this MLE very sensitive when regressors are linearly correlated. Therefore, study introduces a new ridge (BRR) as remedy problem instability MLE. We mean squared error properties BRR analytically then ba...

Given causal graph assumptions, intervention-specific counterfactual distributions of the data can be defined by the so called G-computation formula, which is obtained by carrying out these interventions on the likelihood of the data factorized according to the causal graph. The obtained G-computation formula represents the counterfactual distribution the data would have had if this interventio...

A Hybrid censoring scheme is mixture of Type-I and Type-II censoring schemes. Based on hybrid censored samples, this paper deals with the inference on R = P (X > Y ), when X and Y are two independent Weibull distributions with different scale parameters, but having the same shape parameter. The maximum likelihood estimator (MLE), and the approximate MLE (AMLE) of R are obtained. The asymptotic ...