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pro vyhledávání: '"Andrew V. Carter"'
Autor:
Andrew V. Carter
Publikováno v:
Journal of Probability and Statistics, Vol 2009 (2009)
We find asymptotically sufficient statistics that could help simplify inference in nonparametric regression problems with correlated errors. These statistics are derived from a wavelet decomposition that is used to whiten the noise process and to eff
Externí odkaz:
https://doaj.org/article/97421dcbff424607abb6e6f43f131e37
Publikováno v:
The Review of Economics and Statistics. 99:698-709
We study the behavior of a cluster-robust t statistic and make two principle contributions. First, we relax the restriction of pre- vious asymptotic theory that clusters have identical size, and establish that the cluster-robust t statistic continues
Autor:
Andrew V. Carter, David R. Hodge, Segaran P. Pillai, Andrew B. Conley, Janetta R. Hakovirta, David Sue, Rachael A. Priestley, Heather P. McLaughlin, Linda M. Weigel, Blake Cherney, Gilbert J. Kersh
Publikováno v:
PLoS ONE
PLoS ONE, Vol 12, Iss 12, p e0189910 (2017)
PLoS ONE, Vol 12, Iss 12, p e0189910 (2017)
Coxiella burnetii is a human pathogen that causes the serious zoonotic disease Q fever. It is ubiquitous in the environment and due to its wide host range, long-range dispersal potential and classification as a bioterrorism agent, this microorganism
Publikováno v:
Steigerwald, D; & Carter, A. (2011). Markov Regime-Switching Tests: Asymptotic Critical Values. UC Santa Barbara: Retrieved from: http://www.escholarship.org/uc/item/9245c5d1
Steigerwald, Douglas; & Carter, Andrew. (2011). Markov Regime-Switching Tests: Asymptotic Critical Values. UC Santa Barbara: Department of Economics, UCSB. Retrieved from: http://www.escholarship.org/uc/item/5rn986z6
Steigerwald, Douglas; & Carter, Andrew. (2011). Markov Regime-Switching Tests: Asymptotic Critical Values. UC Santa Barbara: Department of Economics, UCSB. Retrieved from: http://www.escholarship.org/uc/item/5rn986z6
Empirical research with Markov regime-switching models often requires the researcher not only to estimate the model but also to test for the presence of more than one regime. Despite the need for both estimation and testing, methods of estimation are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::206d8cd8d136c8fbefa4829097933169
http://www.escholarship.org/uc/item/9245c5d1
http://www.escholarship.org/uc/item/9245c5d1
Publikováno v:
Reproductive sciences (Thousand Oaks, Calif.). 18(10)
Adenomyosis is a tough disease to manage nonsurgically. Levo-tetrahydropalmatine (l-THP), a known analgesic, and andrographolide, a nuclear factor kappa B (NF-κB) inhibitor, are both active ingredients extracted from Chinese medicinal herbs. We soug
Publikováno v:
Carter, Andrew V; & Steigerwald, Douglas G. (2010). Testing for Regime Switching: A Comment. Department of Economics, UCSB. UC Santa Barbara: Department of Economics, UCSB. Retrieved from: http://www.escholarship.org/uc/item/5079q9dc
For such a model, we show that consistency of the quasi-maximum likelihood estimator for the population parameter values, on which consistency of the test is based, does not hold. We describe a condition that ensures consistency of the estimator and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9667b9d73e7a3e412f339114c6cde3f0
http://www.escholarship.org/uc/item/5079q9dc
http://www.escholarship.org/uc/item/5079q9dc
Autor:
Andrew V. Carter
Publikováno v:
Ann. Statist. 35, no. 4 (2007), 1644-1673
Carter, Andrew V. (2007). Asymptotic approximation of nonparametric regression experiments with unknown variances. The Annals of Statistics, 35(4), 1644-1673. UC Santa Barbara: Retrieved from: http://www.escholarship.org/uc/item/9j0051mw
Carter, Andrew V. (2007). Asymptotic approximation of nonparametric regression experiments with unknown variances. The Annals of Statistics, 35(4), 1644-1673. UC Santa Barbara: Retrieved from: http://www.escholarship.org/uc/item/9j0051mw
Asymptotic equivalence results for nonparametric regression experiments have always assumed that the variances of the observations are known. In practice, however the variance of each observation is generally considered to be an unknown nuisance para
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c72d34d678909daf744289583dc0389
Autor:
David Pollard, Andrew V. Carter
Publikováno v:
Ann. Statist. 32, no. 6 (2004), 2731-2741
Tusnady's inequality is the key ingredient in the KMT/Hungarian coupling of the empirical distribution function with a Brownian bridge. We present an elementary proof of a result that sharpens the Tusnady inequality, modulo constants. Our method uses
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d90882c36ed2baca998315c9ea8bbaf5
https://projecteuclid.org/euclid.aos/1107794885
https://projecteuclid.org/euclid.aos/1107794885
Publikováno v:
Ann. Statist. 32, no. 5 (2004), 2074-2097
This paper establishes the global asymptotic equivalence between a Poisson process with variable intensity and white noise with drift under sharp smoothness conditions on the unknown function. This equivalence is also extended to density estimation m
Autor:
Andrew V. Carter
Publikováno v:
Ann. Statist. 30, no. 3 (2002), 708-730
The deficiency distance between a multinomial and a multivariate normal experiment is bounded under a condition that the parameters are bounded away from zero. This result can be used as a key step in establishing asymptotic normal approximations to