We propose new scoring rules based on conditional and censored likelihood for assessing the predictive accuracy of competing density forecasts over a specific region of interest, such as the left tail in financial riskmanagement. These scoring rules can be interpreted in terms of Kullback–Leibler divergence between weighted versions of the density forecast and the true density. Existing scoring...

Weighted versions of the likelihood ratio, Wald, score and disparity tests are proposed for parametric inference. If the parametric model is correct, the weighted likelihood tests are asymptotically equivalent to the corresponding likelihood based tests, while the disparity test has asymptotically the same distribution as that of ∑p i=1 λiZ 2 i , where Zi are standard normal random variables an...

In a linear model approach to the analysis of binary data, parameters of the model may be estimated by the method of maximum likelihood, or by weighted or unweighted least squares. The technique of generalized linear models permits maximum likelihood estimates of parameters to be obtained by iterative weighted least squares, with tests of significance based on analysis of deviance, a generaliza...

Two Markov chain Monte Carlo algorithms are proposed that allow the partitioning of individuals into full-sib groups using single-locus genetic marker data when no parental information is available. These algorithms present a method of moving through the sibship configuration space and locating the configuration that maximizes an overall score on the basis of pairwise likelihood ratios of being...

A pairwise nuclear fusion algorithm for particle-in-cell simulations arbitrarily weighted macro-particles at relativistic energies is proposed. When comparing with a recent study by Higginson et al. [J. Comput. Phys. 388, 439 (2019)], our method also fitted the widely used Coulomb scattering Nanbu and Yonemura 145, 639 (1998)] Sentoku Kemp 227, 6846 (2008)] can be implemented into simulation co...

Kingdom (present address) – 2 – ABSTRACT Using an Eulerian perturbative calculation, we show that the distribution of relative pairwise velocities which arises from gravitational instability of Gaussian density fluctuations has asymmetric (skewed) exponential tails. The negative skewness is induced by the negative mean streaming velocity of pairs (the infall prevails over expansion), while the ...

This paper proposes a marginalized model for repeated or otherwise hierarchical, overdispersed time-to-event outcomes, adapting the so-called combined model for time-to-event outcomes of Molenberghs et al (2012), who combined gamma and normal random effects. The two sets of random effects are used to accommodate simultaneously correlation between repeated measures and overdispersion. The propos...

The Radio Interferometric Positioning System (RIPS), introduced by Maroti et. al. [1], provides a means for very accurate sensor localization with very minimal device hardware requirements. To avoid stopping in a significant number of locally optimal location solutions, RIPS employs a genetic optimization localization algorithm. This paper proposes an indirect localization algorithm which first...

We introduce strong separation axioms in bitopological spaces. We also introduce the notion of strong pairwise compactness.

Thus far, likelihood-based interval estimates for quantiles have not been studied in the literature on interval censored case 2 data and partly interval censored data, and, in this context, the use of smoothing has not been considered for any type of censored data. This article constructs smoothed weighted empirical likelihood ratio confidence intervals (WELRCI) for quantiles in a unified frame...