Divergence estimators have emerged as quintessential tools in statistical inference, particularly in contexts where traditional likelihood‐based methods fail under model misspecification or data ...

Measurement error models address the deviation between observed and true values, thereby refining the reliability of statistical inference. These frameworks are ...

Properties of estimators: unbiasedness, consistency, efficiency and sufficiency. Methods of estimation with particular emphasis given to the method of maximum likelihood. Hypothesis testing and ...

Networks are often characterized by node heterogeneity for which nodes exhibit different degrees of interaction and link homophily for which nodes sharing common features tend to associate with each ...

Consider two random variables subject to random right censoring, for example, the survival times of twins or two recurrence times of a certain disease recorded on the same individual. Of interest is ...

• Ahsan, M. N. and Dufour, J-M. (2019). “A simple efficient moment-based estimator for the stochastic volatility model,” Advances in Econometrics. Vol. 40A, pp ...

ABSTRACT: This paper simultaneously investigates variable selection and imputation estimation of semiparametric partially linear varying-coefficient model in that case where there exist missing ...