Relevant bibliographies by topics / Pseudo maximum likelihood

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Pseudo maximum likelihood'

Author: Grafiati
Published: 4 June 2021
Last updated: 8 June 2024

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Journal articles on the topic "Pseudo maximum likelihood"

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Broze, Laurence, and Christian Gouriéroux. "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators." Journal of Econometrics 85, no. 1 (July 1998): 75–98. http://dx.doi.org/10.1016/s0304-4076(97)00095-x.

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Christian Gouriéroux, Alain Monfort, and Eric Renault. "Consistent Pseudo-Maximum Likelihood Estimators." Annals of Economics and Statistics, no. 125/126 (2017): 187. http://dx.doi.org/10.15609/annaeconstat2009.125-126.0187.

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Holly, Alberto, Alain Monfort, and Michael Rockinger. "Fourth order pseudo maximum likelihood methods." Journal of Econometrics 162, no. 2 (June 2011): 278–93. http://dx.doi.org/10.1016/j.jeconom.2011.01.004.

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Gang Liang and Bin Yu. "Maximum pseudo likelihood estimation in network tomography." IEEE Transactions on Signal Processing 51, no. 8 (August 2003): 2043–53. http://dx.doi.org/10.1109/tsp.2003.814464.

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Robinson, Peter M., and Paolo Zaffaroni. "Pseudo-maximum likelihood estimation of ARCH(∞) models." Annals of Statistics 34, no. 3 (June 2006): 1049–74. http://dx.doi.org/10.1214/009053606000000245.

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Parke, William R. "Pseudo Maximum Likelihood Estimation: The Asymptotic Distribution." Annals of Statistics 14, no. 1 (March 1986): 355–57. http://dx.doi.org/10.1214/aos/1176349862.

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Fiorentini, Gabriele, and Enrique Sentana. "Consistent non-Gaussian pseudo maximum likelihood estimators." Journal of Econometrics 213, no. 2 (December 2019): 321–58. http://dx.doi.org/10.1016/j.jeconom.2019.05.017.

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Pötscher, B. M. "Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models." Econometric Theory 7, no. 4 (December 1991): 435–49. http://dx.doi.org/10.1017/s0266466600004692.

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Recently Tanaka and Satchell [11] investigated the limiting properties of local maximizers of the Gaussian pseudo-likelihood function of a misspecified moving average model of order one in case the spectral density of the data process has a zero at frequency zero. We show that pseudo-maximum likelihood estimators in the narrower sense, that is, global maximizers of the Gaussian pseudo-likelihood function, may exhibit behavior drastically different from that of the local maximizers. Some general results on the limiting behavior of pseudo-maximum likelihood estimators in potentially misspecified ARMA models are also presented.
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Abdalmoaty, Mohamed Rasheed, and Håkan Hjalmarsson. "Simulated Pseudo Maximum Likelihood Identification of Nonlinear Models." IFAC-PapersOnLine 50, no. 1 (July 2017): 14058–63. http://dx.doi.org/10.1016/j.ifacol.2017.08.1841.

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Beran, Jan, and Martin Schützner. "On approximate pseudo-maximum likelihood estimation for LARCH-processes." Bernoulli 15, no. 4 (November 2009): 1057–81. http://dx.doi.org/10.3150/09-bej189.

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Dissertations / Theses on the topic "Pseudo maximum likelihood"

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Hu, Huilin. "Large sample theory for pseudo-maximum likelihood estimates in semiparametric models /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/8936.

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IANNACE, MAURO. "COGARCH processes: theory and asymptotics for the pseudo-maximum likelihood estimator." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2014. http://hdl.handle.net/10281/55528.

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COGARCH processes are Lévy driven continuous time version of well known GARCH models for modeling high-fequency financial returns. We firstly discuss the properties about Lévy processes such as symmetric and asymmetric COGARCH models. These results are prerequisites to draw statistical inference from irregularly spaced observations. In particular, we focus on the pseudo-maximum likelihood method in order to extend some asymptotic results to the asymmetric model.
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Fauske, Johannes. "An empirical study of the maximum pseudo-likelihood for discrete Markov random fields." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2009. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9949.

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In this text we will look at two parameter estimation methods for Markov random fields on a lattice. They are maximum pseudo-likelihood estimation and maximum general pseudo-likelihood estimation, which we abbreviate MPLE and MGPLE. The idea behind them is that by maximizing an approximation of the likelihood function, we avoid computing cumbersome normalising constants. In MPLE we maximize the product of the conditional distributions for each variable given all the other variables. In MGPLE we use a compromise between pseudo-likelihood and the likelihood function as the approximation. We evaluate and compare the performance of MPLE and MGPLE on three different spatial models, which we have generated observations of. We are specially interested to see what happens with the quality of the estimates when the number of observations increases. The models we use are the Ising model, the extended Ising model and the Sisim model. All the random variables in the models have two possible states, black or white. For the Ising and extended Ising model we have one and three parameters respectively. For Sisim we have $13$ parameters. The quality of both methods get better when the number of observations grow, and MGPLE gives better results than MPLE. However certain parameter combinations of the extended Ising model give worse results.

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Campos, Fábio Alexandre. "Estimação de elasticidades constantes : deveremos logaritmizar?" Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10297.

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Mestrado Decisão Económica e Empresarial
Há muito que os Economistas ignoram as implicações da desigualdade de Jensen. Na estimação de modelos económicos não lineares, a prática habitual consiste em log-linearizar o modelo. Para que este procedimento seja válido é necessário assumir um conjunto de hipóteses que na realidade revelam-se muito restritas. Neste trabalho, e seguindo de perto a abordagem de Santos Silva e Tenreyro (2006), procura-se analisar as implicações inerentes à estimação de elasticidades constantes a partir do modelo não linear e do seu equivalente linear. Estas implicações serão analisadas dos pontos de vista teórico e empírico. Do ponto de vista teórico, demonstra-se que a prática de estimar modelos linearizados pode levar a estimativas enviesadas. Por outro lado, a aplicação empírica, não conduz a uma conclusão tão assertiva. Todavia, a complexidade dos métodos de estimação de modelos não lineares torna a sua utilização menos atractiva face ao OLS. No entanto, as razões teóricas são suficientemente fortes para se concluir que o modelo não deverá ser logaritmizado. Contudo, tal decisão cabe em última análise naturalmente ao utilizador, e caso este decida não logaritmizar deverá ter em conta as respectivas implicações, realizar todos os testes de especificação disponíveis e interpretar e analisar as estimativas obtidas com cautela.
Economists have long ignored the implications of Jensen's Inequality. In the estimation of non-linear economic models, the usual practice is to log-linearize the model. For this procedure to be valid it´s necessary to take a set of assumptions which turn out to be very strict. This work, follows closely the approach of Santos Silva and Tenreyro (2006), and seeks to analyze the implications inherent in the estimation of elasticity constants from the nonlinear model and its linear equivalent. These implications will be considered in a theoretical and empirical point of view. From the theoretical point of view, it?s demonstrated that the practice of estimating linearized models can lead to biased estimates. On the other hand, the empirical application does not lead to a conclusion so assertive. However, the complexity of the estimation methods of nonlinear models makes their use less attractive compared to OLS. However, the theoretical reasons are strong enough to conclude that the model should not be taken in logarithmic form. However, ultimately this decision belongs to the user, if it should decide to apply the logarithm form, it should take into account the implications, perform all the specification tests available, interpret and analyze the estimates obtained carefully.
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Jin, Shaobo. "Essays on Estimation Methods for Factor Models and Structural Equation Models." Doctoral thesis, Uppsala universitet, Statistiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-247292.

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This thesis which consists of four papers is concerned with estimation methods in factor analysis and structural equation models. New estimation methods are proposed and investigated. In paper I an approximation of the penalized maximum likelihood (ML) is introduced to fit an exploratory factor analysis model. Approximated penalized ML continuously and efficiently shrinks the factor loadings towards zero. It naturally factorizes a covariance matrix or a correlation matrix. It is also applicable to an orthogonal or an oblique structure. Paper II, a simulation study, investigates the properties of approximated penalized ML with an orthogonal factor model. Different combinations of penalty terms and tuning parameter selection methods are examined. Differences in factorizing a covariance matrix and factorizing a correlation matrix are also explored. It is shown that the approximated penalized ML frequently improves the traditional estimation-rotation procedure. In Paper III we focus on pseudo ML for multi-group data. Data from different groups are pooled and normal theory is used to fit the model. It is shown that pseudo ML produces consistent estimators of factor loadings and that it is numerically easier than multi-group ML. In addition, normal theory is not applicable to estimate standard errors. A sandwich-type estimator of standard errors is derived. Paper IV examines properties of the recently proposed polychoric instrumental variable (PIV) estimators for ordinal data through a simulation study. PIV is compared with conventional estimation methods (unweighted least squares and diagonally weighted least squares). PIV produces accurate estimates of factor loadings and factor covariances in the correctly specified confirmatory factor analysis model and accurate estimates of loadings and coefficient matrices in the correctly specified structure equation model. If the model is misspecified, robustness of PIV depends on model complexity, underlying distribution, and instrumental variables.
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GHOLAMI, MAHDI. "Essays in Applied Economics: Disease Outbreaks and Gravity Model Approach to Bovines movement network in Italy." Doctoral thesis, Università di Siena, 2017. http://hdl.handle.net/11365/1005912.

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Generally, the movement of cattle within any country including Italy is very essential to the economics of livestock industry. However, this transmission can also carry and spread the risk of contracting the disease (infectious diseases) by other cattle in various geographical areas. For example, this pattern of animal movements brought about an outbreak of foot-and-mouth infectious disease throughout the UK in 2001. Also as Taylor et. al (2001) mentioned that these diseases can give rise to the productivity decline and even can lead to some threats to human health. Therefore, to reduce the risk and economic loss of this kind of contagious diseases, authorities should be able to manage and control them (Andesron, 2002). This control measures can consist of monitoring the animal trades, inspecting entry to and exit from premises, adopting some eradication programs (say, sending sick cattle to slaughterhouses), quarantining cattle, and etc. To properly assess this kind of control measures, we need a comprehensive and detailed information and regulation about the cattle movement pattern. To address these issues, European Economic Community (EEC) devised some regulations and imposed them on its member states to adhere to these measures (EU traceability framework). Actually, these measures originate from the public health and food health concerns, which are related to animal health and the economic impacts of the outbreak of infectious diseases. The EEC issued Council Directive 92/102/EEC in 1992 (with latest modifications in 2013), which obliged member states to record the origin and destination point of each cattle. Also, each cattle should be tagged by an ear tag to be traceable . Specifically, European Parliament and European council in 2000 tried to simplify and implement this process through a digital framework that allows countries to identify and register their bovines . In Italy, this procedure was done by Italian National Animal Identification and Registration Database which proposes us a rich and valuable dataset, including the all required parameters, to perform and analyze some important determinants of Bovines movements and the effects of this kind of disease outbreaks on the pattern of bovines trade among different holdings. In recognition of the importance of national and international bovines’ trade, this thesis attempts to assess and investigate some relevant determinants of bovines movements among Italian holdings and Italian provinces. This study consists of three chapters. In the first chapter, we introduced a structural gravity model of trade and then we linked it to the Italian bovine trade system. Then, we assessed two important determinants of any animal movements, i.e. feed prices and financial literacy rate of farmers. In addition, we tried to analyze the interaction of these determinants on the movements of bovines among Italian provinces. We found that feed (corn, in our case) price shocks and financial literacy rate of farmers could significantly affect on the pattern of bovines movement. Furthermore, our findings suggest that this two factors have a close relationship together and can offset each other's effects, in the sense that the enhancing financial literacy rate of farmers can somehow immune them to the unexpected price shocks and actually undermine the effects of unfavorable price shocks on their business. In the second chapter, we used again the structural gravity model and employed it to investigate the risk of the outbreak of bovine diseases among Italian provinces. We found that the disease incidence rate has a significant positive effect of the movement of bovines from origin nodes to destination points. Also, we tried to merge our findings with the feed (corn) price effects and saw that these two factors act in a different direction. That is the more is the incidence rate, the effect of feed prices become less relevant to the movement of bovines among different provinces. In chapter 3, we tried to have a more detailed view on the effects of disease outbreaks on the movements of bovines among farms and slaughterhouses. In general, we found that the disease status has a negative effect on bovines movement from farms to farms, and a positive influence on the movements of bovines from farms to slaughterhouses. In addition, we found that the ownership has a significant role in determining the pattern of trade among holdings, in the sense that the results are reliable only if two trading partners have different owner/keeper. Although, if the effects were driven by movements between farms with the same owner, it would be a rational decision by the owners in order to separate and protect healthy bovines from sick bovines. However, we found that in the case of positive disease tests, distance has a positive effect on the movement of bovines between various farms. This somehow shows us that some farms may act in such an opportunistic behaviors that can even lead to the spread of diseases among different regions. Finally, we analyzed some network characteristics of the bovines movements to see the effect of network structure and its interaction with disease status on the pattern of movements. More specifically, we used the most commonly used feature of any network i.e. indegree, outdegree, and degree and found that in the case of diseases the farms tend to send more bovines to the slaughterhouses. Actually, the results on the interaction of indegree and disease tests show us that the farms that have received more (probably sick) bovines from more suppliers in the previous period, tend to send more bovines to other farms in the current time period. Also, we should note that the indegree analysis can help us tracing back the diseases to the nodes that are more exposed to receiving bovines and consequently more subject to contracting diseases. On the other hand, we found the outdegree is also important only in case of the trade from farms to other farms. This tells us that in the case of diseases, the farms tend to not change significantly the pattern of their trading partners (other farms), and probably they tend to send their (probably sick) bovines to the other farms and this situation can even decrease the number of heads which transfer from farms to slaughterhouses. This confirms the importance of such nodes in the network in the sense that those with higher outdegree can be considered as most dangerous nodes and can act as a source of spreading diseases among different premises.
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Nora, Elisabete da Conceição Pires de Almeida. "Sistema de Bonus-Malus para frotas de veículos." Master's thesis, Instituto Superior de Economia e Gestão, 2004. http://hdl.handle.net/10400.5/686.

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Mestrado em Ciências Actuariais
Esta dissertação tem como objectivo a construção de um sistema de Bonus-Malus para frotas de veículos, tendo por base o conhecimento da sinistralidade histórica e utilizando os factores individuais dos veículos e das empresas a que correspondem as frotas. Os coeficientes de bonus-malus são obtidos através das credibilidades específicas do veículo e da frota, tendo em atenção o “turnover” esperado para os veículos de cada frota. A expressão “turnover” indica-nos a percentagem de veículos da frota que, por hipótese, poderão entrar em rotatividade, isto é, supõe-se a possibilidade de existir entradas e saídas de veículos. As frotas são indexadas por f = 1,...,F, e os veículos são indexados por i = 1,..., mf, onde mf é a dimensão, ou seja, o número de veículos da frota f. Supondo que o número de sinistros N fi ~ Pλfi  segue uma distribuição de Poisson, o parâmetro      fi fi f fi  d exp x  z será uma função dos factores de avaliação observados ao nível da frota (xf ) e do veículo (zfi ), onde dfi é a duração de observação do veículo i da frota f. Obtemos o conjunto de estimadores ˆ e ˆ , utilizando a Pseudo-Máxima Verosimilhança e o método proposto por Mexia/Corte Real, que se baseia nos Estimadores Extremais, para um conjunto de dados Portugueses, relativos ao período de Novembro de 1997 a Janeiro de 2003. Algumas conclusões serão apresentadas, de acordo com os dados analisados.
The purpose of this thesis is to provide Bonus-Malus System for fleets of vehicles from the history of claims, using the individual characteristics of both the vehicles and the carriers. Bonus-malus coefficients are obtained from vehicle-specific and fleet-specific credibilities. Coefficients take into account an expected turnover for the vehicles within the fleets. The expression “turnover“ means the percentage of vehicles within the fleet that, by assumption, could take in rotation, because we suppose that exists the possibility of getting in and going out vehicles in the fleet. Indexing the fleets by f = 1,...,F, and the vehicles by I = 1,..., mf, where mf is the size, that is, the number of vehicles of the fleet f, if the number of claims N fi ~ Pλfi  follows a Poisson distribution, we obtain the estimator of the parameter      fi fi f fi  d exp x  z , which will be a function of rating factors observed at the fleet level (xf) and at the vehicle level (zfi), with dfi the duration of the observation period for the vehicle i in the fleet f. We obtain a set of estimators ˆ and ˆ using the pseudo maximum-likelihood and the method proposed by Mexia/Corte Real, which is based on extremal estimators, for a set of Portuguese data, considering the period from November 1997 to January 2003. Some conclusions are drawn regarding the data analyzed.
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Ribeiro, Patrick de Matos [Verfasser], Martin [Akademischer Betreuer] Wagner, and Walter [Gutachter] Krämer. "Pseudo maximum likelihood estimation of cointegrated multiple frequency I(1) VARMA processes using the state space framework / Patrick de Matos Ribeiro ; Gutachter: Walter Krämer ; Betreuer: Martin Wagner." Dortmund : Universitätsbibliothek Dortmund, 2020. http://d-nb.info/1229193693/34.

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Carrasco, Jalmar Manuel Farfan. "Modelos de regressão beta com erro nas variáveis." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-15082012-093632/.

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Neste trabalho de tese propomos um modelo de regressão beta com erros de medida. Esta proposta é uma área inexplorada em modelos não lineares na presença de erros de medição. Abordamos metodologias de estimação, como máxima verossimilhança aproximada, máxima pseudo-verossimilhança aproximada e calibração da regressão. O método de máxima verossimilhança aproximada determina as estimativas maximizando diretamente o logaritmo da função de verossimilhança. O método de máxima pseudo-verossimilhança aproximada é utilizado quando a inferência em um determinado modelo envolve apenas alguns mas não todos os parâmetros. Nesse sentido, dizemos que o modelo apresenta parâmetros de interesse como também de perturbação. Quando substituímos a verdadeira covariável (variável não observada) por uma estimativa da esperança condicional da variável não observada dada a observada, o método é conhecido como calibração da regressão. Comparamos as metodologias de estimação mediante um estudo de simulação de Monte Carlo. Este estudo de simulação evidenciou que os métodos de máxima verossimilhança aproximada e máxima pseudo-verossimilhança aproximada tiveram melhor desempenho frente aos métodos de calibração da regressão e naïve (ingênuo). Utilizamos a linguagem de programação Ox (Doornik, 2011) como suporte computacional. Encontramos a distribuição assintótica dos estimadores, com o objetivo de calcular intervalos de confiança e testar hipóteses, tal como propõem Carroll et. al.(2006, Seção A.6.6), Guolo (2011) e Gong e Samaniego (1981). Ademais, são utilizadas as estatísticas da razão de verossimilhanças e gradiente para testar hipóteses. Num estudo de simulação realizado, avaliamos o desempenho dos testes da razão de verossimilhanças e gradiente. Desenvolvemos técnicas de diagnóstico para o modelo de regressão beta com erros de medida. Propomos o resíduo ponderado padronizado tal como definem Espinheira (2008) com o objetivo de verificar as suposições assumidas ao modelo e detectar pontos aberrantes. Medidas de influência global, tais como a distância de Cook generalizada e o afastamento da verossimilhança, são utilizadas para detectar pontos influentes. Além disso, utilizamos a técnica de influência local conformal sob três esquemas de perturbação (ponderação de casos, perturbação da variável resposta e perturbação da covariável com e sem erros de medida). Aplicamos nossos resultados a dois conjuntos de dados reais para exemplificar a teoria desenvolvida. Finalmente, apresentamos algumas conclusões e possíveis trabalhos futuros.
In this thesis, we propose a beta regression model with measurement error. Among nonlinear models with measurement error, such a model has not been studied extensively. Here, we discuss estimation methods such as maximum likelihood, pseudo-maximum likelihood, and regression calibration methods. The maximum likelihood method estimates parameters by directly maximizing the logarithm of the likelihood function. The pseudo-maximum likelihood method is used when the inference in a given model involves only some but not all parameters. Hence, we say that the model under study presents parameters of interest, as well as nuisance parameters. When we replace the true covariate (observed variable) with conditional estimates of the unobserved variable given the observed variable, the method is known as regression calibration. We compare the aforementioned estimation methods through a Monte Carlo simulation study. This simulation study shows that maximum likelihood and pseudo-maximum likelihood methods perform better than the calibration regression method and the naïve approach. We use the programming language Ox (Doornik, 2011) as a computational tool. We calculate the asymptotic distribution of estimators in order to calculate confidence intervals and test hypotheses, as proposed by Carroll et. al (2006, Section A.6.6), Guolo (2011) and Gong and Samaniego (1981). Moreover, we use the likelihood ratio and gradient statistics to test hypotheses. We carry out a simulation study to evaluate the performance of the likelihood ratio and gradient tests. We develop diagnostic tests for the beta regression model with measurement error. We propose weighted standardized residuals as defined by Espinheira (2008) to verify the assumptions made for the model and to detect outliers. The measures of global influence, such as the generalized Cook\'s distance and likelihood distance, are used to detect influential points. In addition, we use the conformal approach for evaluating local influence for three perturbation schemes: case-weight perturbation, respose variable perturbation, and perturbation in the covariate with and without measurement error. We apply our results to two sets of real data to illustrate the theory developed. Finally, we present our conclusions and possible future work.
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Obara, Tiphaine. "Modélisation de l’hétérogénéité tumorale par processus de branchement : cas du glioblastome." Thesis, Université de Lorraine, 2016. http://www.theses.fr/2016LORR0186/document.

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Grâce aux progrès de la recherche, on sait aujourd’hui guérir près d’un cancer sur deux. Cependant, certaines tumeurs, telles que les glioblastomes restent parmi les plus agressives et les plus difficiles à traiter. La cause de cette résistance aux traitements pourrait provenir d’une sous-population de cellules ayant des caractéristiques communes aux cellules souches que l’on appelle cellules souches cancéreuses. De nombreux modèles mathématiques et numériques de croissance tumorale existent déjà mais peu tiennent compte de l’hétérogénéité intra-tumorale, qui est aujourd’hui un véritable challenge. Cette thèse s’intéresse à la dynamique des différentes sous-populations cellulaires d’un glioblastome. Elle consiste en l’élaboration d’un modèle mathématique de croissance tumorale reposant sur un processus de branchement de Bellman-Harris, à la fois multi-type et dépendant de l’âge. Ce modèle permet d’intégrer l’hétérogénéité cellulaire. Des simulations numériques reproduisent l’évolution des différents types de cellules et permettent de tester l’action de différents schémas thérapeutiques sur le développement tumoral. Une méthode d’estimation des paramètres du modèle numérique fondée sur le pseudo-maximum de vraisemblance a été adaptée. Cette approche est une alternative au maximum de vraisemblance dans le cas où la distribution de l’échantillon est inconnue. Enfin, nous présentons les expérimentations biologiques qui ont été mises en place dans le but de valider le modèle numérique
The latest advances in cancer research are paving the way to better treatments. However, some tumors such as glioblastomas remain among the most aggressive and difficult to treat. The cause of this resistance could be due to a sub-population of cells with characteristics common to stem cells. Many mathematical and numerical models on tumor growth already exist but few take into account the tumor heterogeneity. It is now a real challenge. This thesis focuses on the dynamics of different cell subpopulations in glioblastoma. It involves the development of a mathematical model of tumor growth based on a multitype, age-dependent branching process. This model allows to integrate cellular heterogeneity. Numerical simulations reproduce the evolution of different types of cells and simulate the action of several therapeutic strategies. A method of parameters estimation based on the pseudo-maximum likelihood has been developed. This approach is an alternative to the maximum likelihood in the case where the sample distribution is unknown. Finally, we present the biological experiments that have been implemented in order to validate the numerical model
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Books on the topic "Pseudo maximum likelihood"

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Pseudo Maximum Likelihood Methode und Generalised Estimating Equations zur Analyse korrelierter Daten. Frankfurt am Main: P. Lang, 1999.

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Book chapters on the topic "Pseudo maximum likelihood"

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Gidas, B. "Consistency of Maximum Likelihood and Pseudo-Likelihood Estimators for Gibbs Distributions." In The IMA Volumes in Mathematics and Its Applications, 129–45. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4613-8762-6_10.

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Seymour, Lynne. "Estimating the Variance of the Maximum Pseudo-Likelihood Estimator." In Institute of Mathematical Statistics Lecture Notes - Monograph Series, 281–96. Beachwood, OH: Institute of Mathematical Statistics, 2001. http://dx.doi.org/10.1214/lnms/1215090696.

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Mota, Pedro, and Manuel L. Esquível. "Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions." In Contributions to Statistics, 335–43. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-76605-8_24.

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Ziegler, Andreas. "Pseudo maximum likelihood method based on the linear exponential family." In Generalized Estimating Equations, 51–77. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4614-0499-6_5.

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Ziegler, Andreas. "Pseudo maximum likelihood estimation based on the quadratic exponential family." In Generalized Estimating Equations, 101–17. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4614-0499-6_7.

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Ziegler, Andreas. "Quasi generalized pseudo maximum likelihood method based on the linear exponential family." In Generalized Estimating Equations, 79–99. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4614-0499-6_6.

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Arminger, Gerhard. "Residuals and Influential Points in Mean Structures Estimated with Pseudo Maximum Likelihood Methods." In Advances in GLIM and Statistical Modelling, 20–26. New York, NY: Springer New York, 1992. http://dx.doi.org/10.1007/978-1-4612-2952-0_4.

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LeSage, James P., and Esra Satici. "A Bayesian Spatial Interaction Model Variant of the Poisson Pseudo-Maximum Likelihood Estimator." In Advances in Spatial Science, 121–43. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30196-9_7.

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Li, Xin-tong, Fatemeh Mokhtarzadeh, and G. Cornelisvan Kooten. "Softwood lumber trade and trade restrictions: gravity model." In International trade in forest products: lumber trade disputes, models and examples, 142–73. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0142.

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Abstract A gravity trade model can be used to determine the effects of policy on bilateral trade flows. The gravity model is initially explained and then used to determine the effect that U.S. tariffs have on softwood lumber (SWL) imports from Canada, using information from the 2006 Softwood Lumber Agreement. Quarterly data for seven Canadian and three U.S. regions for the period 2007-2017 are used to estimate a gravity model of SWL trade. The model is subsequently expanded to include Japan and China as separate regions, and then as a combined China-Japan region. The model is estimated using OLS and a Poisson Pseudo-Maximum-Likelihood method for trade quantity and value. Findings indicate that: (1) the imposition of a countervailing and/or anti-dumping duty usually has a negative effect on Canada's physical exports, but not in all cases; (2) the value of softwood lumber trade decreases by 26% on average under a tax/tariff compared with no duties; (3) the tax/tariff has a smaller but still significant impact on Canadian exports when China and Japan are included, as SWL exports are diverted from the U.S.; and, not surprisingly, (4) duties affect the value of lumber exports to a much greater extent than quantity.
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Li, Xin-tong, Fatemeh Mokhtarzadeh, and G. Cornelisvan Kooten. "Softwood lumber trade and trade restrictions: gravity model." In International trade in forest products: lumber trade disputes, models and examples, 142–73. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0007.

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Abstract A gravity trade model can be used to determine the effects of policy on bilateral trade flows. The gravity model is initially explained and then used to determine the effect that U.S. tariffs have on softwood lumber (SWL) imports from Canada, using information from the 2006 Softwood Lumber Agreement. Quarterly data for seven Canadian and three U.S. regions for the period 2007-2017 are used to estimate a gravity model of SWL trade. The model is subsequently expanded to include Japan and China as separate regions, and then as a combined China-Japan region. The model is estimated using OLS and a Poisson Pseudo-Maximum-Likelihood method for trade quantity and value. Findings indicate that: (1) the imposition of a countervailing and/or anti-dumping duty usually has a negative effect on Canada's physical exports, but not in all cases; (2) the value of softwood lumber trade decreases by 26% on average under a tax/tariff compared with no duties; (3) the tax/tariff has a smaller but still significant impact on Canadian exports when China and Japan are included, as SWL exports are diverted from the U.S.; and, not surprisingly, (4) duties affect the value of lumber exports to a much greater extent than quantity.
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Conference papers on the topic "Pseudo maximum likelihood"

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Ikemoto, Shinya, Tadashi Dohi, and Hiroyuki Okamura. "Estimating software reliability via pseudo maximum likelihood method." In the 27th Annual ACM Symposium. New York, New York, USA: ACM Press, 2012. http://dx.doi.org/10.1145/2245276.2231960.

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Liu, Lihua, Mounir Ghogho, Des McLernon, and Weidong Hu. "Pseudo Maximum Likelihood Estimations of ballistic missile precession frequency." In ICASSP 2011 - 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2011. http://dx.doi.org/10.1109/icassp.2011.5947178.

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Fei, Gaolei, and Guangmin Hu. "Temporal dependence network loss tomography using maximum pseudo likelihood method." In 2012 International Conference on Information Networking (ICOIN). IEEE, 2012. http://dx.doi.org/10.1109/icoin.2012.6164437.

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Zhu, Weiping. "GEN02-2: Pseudo Maximum Likelihood Loss Estimates for General Topologies." In IEEE Globecom 2006. IEEE, 2006. http://dx.doi.org/10.1109/glocom.2006.150.

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Martins, Ana L. D., Alexandre L. M. Levada, Murillo R. P. Homem, and Nelson D. A. Mascarenhas. "Map-MRF Super-Resolution Image Reconstruction using Maximum Pseudo-Likelihood parameter estimation." In 2009 16th IEEE International Conference on Image Processing ICIP 2009. IEEE, 2009. http://dx.doi.org/10.1109/icip.2009.5413713.

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Alcocer, A., P. Oliveira, A. Pascoal, and J. Xavier. "Maximum Likelihood Attitude and Position Estimation from Pseudo-Range Measurements using Geometric Descent Optimization." In Proceedings of the 45th IEEE Conference on Decision and Control. IEEE, 2006. http://dx.doi.org/10.1109/cdc.2006.377368.

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Mehboodi, Saeed, Mahmoud Farhang, and Ali Jamshidi. "Maximum likelihood estimation of pseudo-noise sequences in non-cooperative direct-sequence spread-spectrum communication systems." In 2016 24th Iranian Conference on Electrical Engineering (ICEE). IEEE, 2016. http://dx.doi.org/10.1109/iraniancee.2016.7585501.

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Levada, Alexandre L. M., Nelson D. A. Mascarenhas, Alberto Tannús, and Denis H. P. Salvadeo. "Spatially non-homogeneous potts model parameter estimation on higher-order neighborhood systems by maximum pseudo-likelihood." In the 2008 ACM symposium. New York, New York, USA: ACM Press, 2008. http://dx.doi.org/10.1145/1363686.1364100.

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Al-Malk, Afnan, Jean-Francois Maystadt, and Maurizio Zanardi. "The Gravity of Distance: Evidence from a Trade Embargo." In Qatar University Annual Research Forum & Exhibition. Qatar University Press, 2021. http://dx.doi.org/10.29117/quarfe.2021.0171.

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On June 5, 2017, an airspace blockade was imposed on the State of Qatar by four of its neighbors: Saudi Arabia, Bahrain, United Arab Emirates, and Egypt. We study the exogenous increase in air transportation costs with non-blockading countries to examine the effect of increased travel distance on bilateral trade. Based on a gravity model estimated with a Poisson pseudo-maximum likelihood, we find a distance elasticity of trade between -0.3 and -0.5. Our findings revise downwards cross-sectional estimates of the distance elasticity of trade and confirm more recent estimates exploiting similar time-varying shocks to distance.
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Makrevska Disoska, Elena, Irena Kikerkova, Katerina Toshevska – Trpchevska, and Jasna Tonovska. "Exploring the Drivers and Constraints in Intra-EU Trade." In 7th International Scientific Conference – EMAN 2023 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/eman.s.p.2023.61.

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The objective of this paper is to explore the factors that stimulate trade among EU countries and pinpoint areas that require improvement to foster a further increase in trade intensity within the region. The focus is on the effect of aggregate trade restrictions, which are based on the nov­el indicator Measure of Aggregate Trade Restrictions (MATR), developed by the IMF. The empirical analysis consists of the estimation of a gravity panel model for the 28 EU member countries (including Great Britain) for the peri­od from 1999-2020, by implementing both Ordinary least squares (OLS) and Poisson Pseudo Maximum Likelihood (PPML) estimators. The results show that the Eurozone membership has positive effects on increasing intra-EU trade, whereas the MATR indicator has significant negative effects, suggest­ing that the elimination of the remaining trade restrictions could lead to a further boost of intra-EU trade.
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Reports on the topic "Pseudo maximum likelihood"

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Ramizo, Dorothea M., and Akiko Terada–Hagiwara. Impact of Nontariff Measures and Border Crossing Time and Costs: The Case of Perishable Goods Trade in the Central Asia Regional Economic Cooperation Region. Asian Development Bank, November 2023. http://dx.doi.org/10.22617/wps230549-2.

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This paper explores the impact of at-the-border and behind-the-border measures on intraregional trade in perishable goods within the Central Asia Regional Economic Cooperation region. It presents empirical evidence that behind-the-border measures create more opportunities to improve intraregional trade in these goods. The authors used a Poisson Pseudo Maximum Likelihood estimation technique in a gravity model. Structural reforms in trade facilitation should consider enhancing sanitary and phytosanitary laboratories, aligning regulations with international standards, simplifying documentation, streamlining border processes, and fostering collaboration among customs and relevant agencies for perishable goods trade within the region.
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Bouezmarni, Taoufik, Mohamed Doukali, and Abderrahim Taamouti. Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO, 2022. http://dx.doi.org/10.54932/mtkj3339.

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COVID-19 has created an unprecedented global health crisis that caused millions of infections and deaths worldwide. Many, however, argue that pre-existing social inequalities have led to inequalities in infection and death rates across social classes, with the most-deprived classes are worst hit. In this paper, we derive semi/non-parametric estimators of Health Concentration Curve (HC) that can quantify inequalities in COVID-19 infections and deaths and help identify the social classes that are most at risk of infection and dying from the virus. We express HC in terms of copula function that we use to build our estimators of HC. For the semi-parametric estimator, a parametric copula is used to model the dependence between health and socio-economic variables. The copula function is estimated using maximum pseudo-likelihood estimator after replacing the cumulative distribution of health variable by its empirical analogue. For the non-parametric estimator, we replace the copula function by a Bernstein copula estimator. Furthermore, we use the above estimators of HC to derive copula-based estimators of health Gini coeffcient. We establish the consistency and the asymptotic normality of HC’s estimators. Using different data-generating processes and sample sizes, a Monte-Carlo simulation exercise shows that the semiparametric estimator outperforms the smoothed nonparametric estimator, and that the latter does better than the empirical estimator in terms of Integrated Mean Squared Error. Finally, we run an extensive empirical study to illustrate the importance of HC’s estimators for investigating inequality in COVID-19 infections and deaths in the U.S. The empirical results show that the inequalities in state’s socio-economic variables like poverty, race/ethnicity, and economic prosperity are behind the observed inequalities in the U.S.’s COVID-19 infections and deaths.
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