Search results for " Likelihood"
showing 5 items of 115 documents
The new criteria for classification of rheumatoid arthritis: what we need to know for clinical practice.
2011
The new criteria for classification of Rheumatoid Arthritis have been recently released. They incorporate the anti-Citrullinated Protein antibody testing and the other classic criteria in a score system (the diagnosis of definite rheumatoid arthritis is made by a total score ≥6). These criteria try to meet the pressing needs to gain sensitivity in early disease. Symptoms, elevated acute-phase response, serologic abnormality, joint involvement were all considered for scoring after confirming the presence of synovitis in at least 1 joint in the absence of an alternative diagnosis that better explains the synovitis. However, no sensitivity and specificity has been showed. Moreover, Area Under …
CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS
2018
We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond. Calibration of L\'evy processes is particularly challenging as the jump distribution is given by an arbitrary L\'evy measure, which form a infinite dimensional space. In this work, we follow an approach which is related to the maximum likelihood theory of sieves. The sampling of the L\'evy process is modelled as independent observations of the stochastic process at some terminal time $T$. We use a generic spline discretization of the L\'evy jump measure and selec…
Mixed estimation technique in semi-parametric space-time point processes for earthquake description
2013
An estimation approach for the semi-parametric intensity function of a particular space-time point process is introduced. In particular we want to account for the estimation of parametric and nonparametric components simultaneously, applying a forward predictive likelihood to semi-parametric models. For each event, the probability of being a background event or one belonging to a seismic sequence is therefore estimated.
Two‐sample problems in statistical data modelling
2010
A common problem in mathematical statistics is to check whether two samples differ from each other. From modelling point of view it is possible to make a statistical test for the equality of two means or alternatively two distribution functions. The second approach allows to represent the two‐sample test graphically. This can be done by adding simultaneous confidence bands to the probability‐probability (P — P) or quantile‐quantile (Q — Q) plots. In this paper we compare empirically the accuracy of the classical two‐sample t‐test, empirical likelihood method and several bootstrap methods. For a real data example both Q — Q and P — P plots with simultaneous confidence bands have been plotted…
SNP and SML estimation of univariate and bivariate binary–choice models
2008
We discuss the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390), the semiparametric maximum likelihood approach of Klein and Spady (1993, Econometrica 61: 387–421), and a set of new Stata commands for semiparametric estimation of three binary-choice models. The first is a univariate model, while the second and the third are bivariate models without and with sample selection, respectively. The proposed estimators are root-n consistent and asymptotically normal for the model parameters of interest under weak assumptions on the distribution of the underlying error terms. Our Monte Carlo simulations suggest that the efficiency losses of the semi-nonparametric a…