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ctacmo's library [606 articles]

Recent papers added to ctacmo's library.
  • A Pseudo Maximum Likelihood Approach to Multilevel Modelling of Survey Data
    Communications in Statistics - Theory and Methods, Vol. 32, No. 1. (2003), pp. 103-121.
    by Milorad S Kovacevic, Shesh N Rai
  • Generalized Raking Procedures in Survey Sampling
    Journal of the American Statistical Association, Vol. 88, No. 423. (1993), pp. 1013-1020.
    by Jean C Deville, Carl E Sarndal, Olivier Sautory
    posted to survey sampling poststratification by ctacmo on 2008-08-18 18:14:46 as ** along with 1 group Biostatistics
  • Sampling: Design and Analysis
    (15 December 1998)
    by Sharon L Lohr
  • Measurement Theory and Practice
    (03 December 2004)
    by David J Hand
  • Arbitrarily Normalized Coefficients, Information Sets, and False Reports of “Biases” in Binary Outcome Models
    The Review of Economics and Statistics, Vol. 90, No. 3. (2008), pp. 406-413.
    by Thomas A Mroz, Yaraslau V Zayats
    posted to probit econometrics by ctacmo on 2008-07-29 20:48:27 as **
  • Causal Variables, Indicator Variables and Measurement Scales: An Example from Quality of Life
    Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 165, No. 2. (2002), pp. 233-261.
    by Peter M Fayers, David J Hand
    posted to psychometrics by ctacmo on 2008-07-29 20:32:38 as **
  • Multiple indicators: Internal consistency or no necessary relationship?
    Quality and Quantity, Vol. 18, No. 4. (1984), pp. 377-385.
    by Kenneth A Bollen
    posted to psychometrics by ctacmo on 2008-07-29 20:31:17 as ** along with 1 person gareth
  • Index Construction with Formative Indicators: An Alternative to Scale Development
    Journal of Marketing Research, Vol. 38, No. 2. (2001), pp. 269-277.
    by Adamantios Diamantopoulos, Heidi M Winklhofer
    posted to psychometrics by ctacmo on 2008-07-29 20:27:05 as **
  • Bias reduction of maximum likelihood estimates
    Biometrika, Vol. 80, No. 1. (1 March 1993), pp. 27-38.
    by David Firth
  • A finite sample correction for the variance of linear efficient two-step GMM estimators
    Journal of Econometrics, Vol. 126, No. 1. (May 2005), pp. 25-51.
    by Frank Windmeijer
    posted to variance gmm asymptotics 2nd_order_asymptotics by ctacmo on 2008-07-28 15:59:04 as **
  • Is the ML Chi-Square Ever Robust to Nonnormality? A Cautionary Note With Missing Data
    Structural Equation Modeling: A Multidisciplinary Journal, Vol. 15, No. 1. (2008), pp. 1-22.
    by Victoria Savalei
  • Have Multilevel Models Been Structural Equation Models All Along?
    Multivariate Behavioral Research, Vol. 38, No. 4. (2003), pp. 529-569.
    by Patrick J Curran
  • Asymptotic Normality and the Bootstrap in Stratified Sampling
    The Annals of Statistics, Vol. 12, No. 2. (1984), pp. 470-482.
    by PJ Bickel, DA Freedman
    posted to survey_resampling survey bootstrap asymptotics by ctacmo on 2008-07-23 19:22:03 as **
  • Liberal Democracy: Validity and Method Factors in Cross-National Measures
    American Journal of Political Science, Vol. 37, No. 4. (1993), pp. 1207-1230.
    by Kenneth Bollen
    posted to sem mtmm latent_variables by ctacmo on 2008-07-18 23:01:33 as ** along with 2 people cornmara maruru
  • Bootstrap and Randomization Tests of some Nonparametric Hypotheses
    The Annals of Statistics, Vol. 17, No. 1. (1989), pp. 141-159.
    by Joseph P Romano
    posted to statistical_theory permutation_tests bootstrap asymptotics by ctacmo on 2008-07-17 20:01:27 as **
  • Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix
    The Annals of Statistics, Vol. 13, No. 1. (1985), pp. 95-115.
    by Rudolf Beran, Muni S Srivastava
    posted to multivariate bootstrap by ctacmo on 2008-07-17 19:57:04 as **
  • Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
    Journal of the American Statistical Association, Vol. 83, No. 403. (1988), pp. 687-697.
    by Rudolf Beran
    posted to resampling_inference bootstrap asymptotics by ctacmo on 2008-07-17 18:37:07 as **
  • On the Likelihood Ratio Test Statistic for the Number of Components in a Normal Mixture with Unequal Variances
    Biometrics, Vol. 50, No. 4. (1994), pp. 1158-1162.
    by ZD Feng, CE Mcculloch
    posted to mixture_model likelihood bootstrap by ctacmo on 2008-07-17 18:08:18 as **
  • Subsampling (Springer Series in Statistics)
    (13 August 1999)
    by Dimitris N Politis, Joseph P Romano, Michael Wolf
    posted to subsampling bootstrap asymptotics by ctacmo on 2008-07-17 17:43:11 as **
  • Some aspects of the theory of estimating equations
    Journal of Statistical Planning and Inference, Vol. 2 (1978), pp. 95-104.
    by VP Godambe, M Thompson
    posted to statistical_theory asymptotics by ctacmo on 2008-07-16 21:42:17 as **
  • Computer generation of balanced arrays
    Journal of Statistical Planning and Inference, Vol. 2 (1978), pp. 253-275.
    by D White
    posted to orthogonal_arrays by ctacmo on 2008-07-16 21:36:28 as **
  • New Systematic Sampling
    Journal of Statistical Planning and Inference, Vol. 1 (1977), pp. 163-177.
    by D Singh, Padam Singh
    posted to sampling by ctacmo on 2008-07-16 21:30:14 as **
  • Efficient and Adaptive Estimation for Semiparametric Models
    (08 May 1998)
    by Peter J Bickel, Chris AJ Klaassen, Ya'acov Ritov, Jon A Wellner
    posted to asymptotics by ctacmo on 2008-07-14 21:53:30 as **
  • Econometric Foundations Pack with CD-ROM
    (28 July 2000)
    by Ron C Mittelhammer, George G Judge, Douglas J Miller
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-14 21:20:57 as **
  • Applications of Structural Equation Modeling in Psychological Research
    Annual Review of Psychology, Vol. 51, No. 1. (2000), pp. 201-226.
    by Robert C Maccallum, James T Austin
  • Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions
    The Annals of Statistics, Vol. 22, No. 4. (1994), pp. 2031-2050.
    by Dimitris N Politis, Joseph P Romano
    posted to subsampling bootstrap asymptotics by ctacmo on 2008-07-14 18:17:21 as **
  • Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses
    Statistica Sinica, Vol. 7 (1997), pp. 1-31.
    by PJ Bickel, F Götze, WR van Zwet
    posted to subsampling bootstrap asymptotics by ctacmo on 2008-07-14 18:14:29 as **
  • Some Asymptotic Theory for the Bootstrap
    The Annals of Statistics, Vol. 9, No. 6. (1981), pp. 1196-1217.
    by Peter J Bickel, David A Freedman
    posted to bootstrap asymptotics by ctacmo on 2008-07-14 18:09:10 as **
  • Nonparametric Tests for Nonstandard Change-Point Problems
    The Annals of Statistics, Vol. 23, No. 5. (1995), pp. 1848-1861.
    by D Ferger
    posted to identification bootstrap by ctacmo on 2008-07-11 17:57:27 as **
  • Testing for structural change in conditional models
    Journal of Econometrics, Vol. 97, No. 1. (July 2000), pp. 93-115.
    by Bruce E Hansen
    posted to time_series identification bootstrap asymptotics by ctacmo on 2008-07-11 17:54:49 as **
  • The Likelihood Ratio Test for Homogeneity in Finite Mixture Models
    The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 29, No. 2. (2001), pp. 201-215.
    by Hanfeng Chen, Jiahua Chen
    posted to mixture_model bootstrap by ctacmo on 2008-07-11 17:33:01 as **
  • Using Bootstrap Likelihood Ratios in Finite Mixture Models
    Journal of the Royal Statistical Society, Series B, Vol. 58, No. 3. (1996), pp. 609-617.
    by ZD Feng, CE Mcculloch
    posted to mixture_model bootstrap by ctacmo on 2008-07-11 17:29:51 as ** along with 1 person rharang
  • On the multivariate asymptotic distribution of sequential Chi-square statistics
    Psychometrika, Vol. 50, No. 3. (1985), pp. 253-263.
    by James Steiger, Alexander Shapiro, Michael Browne
    posted to sem latent_variables factor_analysis asymptotics by ctacmo on 2008-07-11 16:30:29 as **
  • On the Likelihood Ratio Test for the Number of Factors in Exploratory Factor Analysis
    Structural Equation Modeling: A Multidisciplinary Journal, Vol. 14, No. 3. (2007), pp. 505-526.
    by Kentaro Hayashi, Peter M Bentler, Ke-Hai Yuan
    posted to sem latent_variables identification factor_analysis by ctacmo on 2008-07-11 16:04:11 as **
  • Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference
    Journal of Business & Economic Statistics, pp. 507-517.
    by BW Brown, WK Newey
    posted to gmm econometric_theory bootstrap asymptotics by ctacmo on 2008-07-07 20:14:10 as **
  • Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
    Econometrica, Vol. 64, No. 4. (1996), pp. 891-916.
    by Peter Hall, Joel L Horowitz
    posted to gmm bootstrap asymptotics by ctacmo on 2008-07-07 20:11:22 as **
  • Methodology and Algorithms of Empirical Likelihood
    International Statistical Review / Revue Internationale de Statistique, Vol. 58, No. 2. (1990), pp. 109-127.
    by Peter Hall, Barbara La Scala
    posted to statistical_computing empirical_likelihood bootstrap asymptotics by ctacmo on 2008-07-07 17:42:43 as **
  • Empirical Likelihood is Bartlett-Correctable
    The Annals of Statistics, Vol. 19, No. 2. (1991), pp. 1053-1061.
    by Thomas Diciccio, Peter Hall, Joseph Romano
    posted to empirical_likelihood asymptotics by ctacmo on 2008-07-07 17:27:36 as **
  • Alternative Semi-Parametric Likelihood Approaches to Generalised Method of Moments Estimation
    The Economic Journal, Vol. 107, No. 441. (1997), pp. 503-519.
    by Richard J Smith
    posted to gmm empirical_likelihood econometric_theory asymptotics by ctacmo on 2008-07-07 16:15:58 as **
  • Finite-Sample Properties of Some Alternative GMM Estimators
    Journal of Business & Economic Statistics, Vol. 14, No. 3. (1996), pp. 262-280.
    by Lars P Hansen, John Heaton, Amir Yaron
    posted to gmm econometric_theory asymptotics by ctacmo on 2008-07-07 15:49:03 as **
  • On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 461-487.
    by Bertille Antoine, Hélène Bonnal, Eric Renault
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:25:42 as **
  • Estimation and inference in the case of competing sets of estimating equations
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 513-531.
    by George G Judge, Ron C Mittelhammer
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:24:44 as **
  • On the second-order properties of empirical likelihood with moment restrictions
    Journal of Econometrics, Vol. 141, No. 2. (December 2007), pp. 492-516.
    by Song X Chen, Hengjian Cui
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:23:57 as **
  • Empirical likelihood estimation and consistent tests with conditional moment restrictions
    Journal of Econometrics, Vol. 117, No. 1. (November 2003), pp. 55-93.
    by Stephen G Donald, Guido W Imbens, Whitney K Newey
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:23:08 as **
  • The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis
    Journal of Econometrics, Vol. 107, No. 1-2. (March 2002), pp. 51-86.
    by Anil K Bera, Yannis Bilias
  • Efficient information theoretic inference for conditional moment restrictions
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 430-460.
    by Richard J Smith
  • Information in generalized method of moments estimation and entropy-based moment selection
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 488-512.
    by Alastair R Hall, Atsushi Inoue, Kalidas Jana, Changmock Shin
  • Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
    Econometric Reviews, Vol. 24, No. 3. (2005), pp. 247-263.
    by Patrik Guggenberger, Jinyong Hahn
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:18:44 as **
  • Information Theoretic and Entropy Methods: An Overview
    Econometric Reviews, Vol. 27, No. 4. (2008), pp. 317-328.
    by Amos Golan, Esfandiar Maasoumi
  • Large-Deviations Theory and Empirical Estimator Choice
    Econometric Reviews, Vol. 27, No. 4. (2008), pp. 513-525.
    by Marian Grendár, George Judge
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