A History of the Delta Method and Some New ResultsSpringer Science and Business Media LLC - Tập 85 - Trang 272-306 - 2023
Anil K. Bera, Malabika Koley
Use of the delta method in statistics and econometrics is ubiquitous. Its mention can be found in almost all advanced statistics and econometrics textbooks but mostly without any reference. It appears that nobody knows for certain when the first paper on the topic was published or how the idea was first conceived. A seemingly unrelated method to find the asymptotic variance of a statistic involvin...... hiện toàn bộ
Bayesian Wavelet Analysis Using Nonlocal Priors with an Application to fMRI AnalysisSpringer Science and Business Media LLC - Tập 79 - Trang 361-388 - 2017
Nilotpal Sanyal, Marco A. R. Ferreira
We propose a Bayesian hierarchical wavelet methodology for nonparametric regression based on nonlocal priors. Our methodology assumes for the wavelet coefficients a prior that is a mixture of a point mass at zero and a Johnson-Rossell nonlocal prior. We consider two choices of Johnson-Rossell nonlocal priors: the moment prior and the inverse moment prior. To borrow strength across wavelet coeffici...... hiện toàn bộ
Shaikh and Ragab’s Incomes of the Vast Majority: Some Additions and ExtensionsSpringer Science and Business Media LLC - Tập 77 - Trang 359-370 - 2015
Peter J. Lambert, S. Subramanian
The ‘vast majority of incomes ratio (VMIR)’ R
0 is the ratio of the average income µ
0 of a poorest majority p
0 of the population to the overall average income µ. Another measure of equality is E
0=(1-G) , where G is the Gini coefficient of inequality of the distribution. Shaikh and Ragab (2007, 2008),...... hiện toàn bộ
On the D-optimality of nonorthogonal blocked main effects plansSpringer Science and Business Media LLC - Tập 73 - Trang 62-69 - 2011
Mike Jacroux
In this paper, we consider experimental situations where a main effects plan is to be used to study m two-level factors using n runs which are partitioned into b blocks of equal size k = n/b. It is shown that when
$n \equiv 2 \pmod{8}$
and k > 2, the best possible design under the D-optimality criterion does not n...... hiện toàn bộ
Partial Distributional Policy Effects Under EndogeneitySpringer Science and Business Media LLC - Tập 81 - Trang 123-145 - 2019
Badi H. Baltagi, Pallab K. Ghosh
Rothe (Econometrica 80, 2269–2301 2012) introduces a new class of parameters called ‘Partial Distributional Policy Effects’ (PPE) to estimate the impact on the marginal distribution of an outcome variable due to a change in the unconditional distribution of a single covariate. Since the strict exogeneity assumption of all covariates makes this approach less applicable in empirical research, we pro...... hiện toàn bộ
Testing the Validity of a Link Function Assumption in Repeated Type-II Censored General Step-Stress ExperimentsSpringer Science and Business Media LLC - Tập 84 Số 1 - Trang 106-129 - 2022
Stefan Bedbur, Thomas Seiche
AbstractIn step-stress experiments, test units are successively exposed to higher usually increasing levels of stress to cause earlier failures and to shorten the duration of the experiment. When parameters are associated with the stress levels, one problem is to estimate the parameter corresponding to normal operating conditions based on failure data obtained unde...... hiện toàn bộ