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pro vyhledávání: '"Tsao, Min"'
Autor:
Tsao, Min
For regression model selection via maximum likelihood estimation, we adopt a vector representation of candidate models and study the likelihood ratio confidence region for the regression parameter vector of a full model. We show that when its confide
Externí odkaz:
http://arxiv.org/abs/2403.09081
Autor:
Tsao, Min
Although the log-likelihood is widely used in model selection, the log-likelihood ratio has had few applications in this area. We develop a log-likelihood ratio based method for selecting regression models by focusing on the set of models deemed plau
Externí odkaz:
http://arxiv.org/abs/2107.08529
Autor:
Tsao, Min
We propose a hypothesis test based model selection criterion for the best subset selection of sparse linear models. We show it is consistent in that the probability of its choosing the true model approaches one and the parameter values of its chosen
Externí odkaz:
http://arxiv.org/abs/1911.03873
Autor:
Tsao, Min
It is well known that individual parameters of strongly correlated predictor variables in a linear model cannot be accurately estimated by the least squares regression due to multicollinearity generated by such variables. Surprisingly, an average of
Externí odkaz:
http://arxiv.org/abs/1810.09564
Autor:
Tsao, Min
Publikováno v:
Annals of the Institute of Statistical Mathematics, 2022
Traditionally, the least squares regression is mainly concerned with studying the effects of individual predictor variables, but strongly correlated variables generate multicollinearity which makes it difficult to study their effects. Existing method
Externí odkaz:
http://arxiv.org/abs/1804.02499
Autor:
Tsao, Min
It is well known that parameters for strongly correlated predictor variables in a linear model cannot be accurately estimated. We look for linear combinations of these parameters that can be. Under a uniform model, we find such linear combinations in
Externí odkaz:
http://arxiv.org/abs/1703.09965
Autor:
Tsao, Min1 (AUTHOR) mtsao@uvic.ca
Publikováno v:
Annals of the Institute of Statistical Mathematics. Apr2023, Vol. 75 Issue 2, p233-250. 18p.
Publikováno v:
In Asian Journal of Surgery January 2020 43(1):311-314
We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett correctable but it
Externí odkaz:
http://arxiv.org/abs/1412.7206
Publikováno v:
Annals of Statistics 2013, Vol. 41, No. 4, 2176-2196
We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90-120] by partitioning its domain into the collection of its contours and mapping the contours through a continuous sequence of similarity transformations onto the full parameter sp
Externí odkaz:
http://arxiv.org/abs/1311.1959