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Statistics, Probability and UncertaintyApplied MathematicsStatistics and Probability
Các bài báo tiêu biểu
Exponent of Cross-sectional Dependence for Residuals
Tập 81 - Trang 46-102 - 2019
In this paper, we focus on estimating the degree of cross-sectional dependence in the error terms of a classical panel data regression model. For this purpose we propose an estimator of the exponent of cross-sectional dependence denoted by α, which is based on the number of non-zero pair-wise cross correlations of these errors. We prove that our estimator$, \tilde {\alpha }$, is consistent and der......
An Alternate Approach to Pseudo-Likelihood Model Selection in the Generalized Linear Mixed Modeling Framework
Tập 80 Số 1 - Trang 98-122 - 2018
Tolerance Intervals for Hypergeometric and Negative Hypergeometric Variables
Tập 77 Số 1 - Trang 114-140 - 2015