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Your search keyword '"Weak convergence"' showing total 2 results
Start Over Descriptor "Weak convergence" Topic estimation theory Publication Year Range Last 10 years Journal statistics & probability letters
2 results on '"Weak convergence"'

1. Consistent estimation of ordinary differential equation when the transformation parameter is unknown.

Author

Zhou, Jie and Feng, Hai-Lin

Subjects
*ORDINARY differential equations, *MATHEMATICAL transformations, *MATHEMATICAL analysis, *STOCHASTIC convergence, *ESTIMATION theory
Abstract

Two-step estimation of ordinary differential equation (ODE) is investigated when the transformation parameter is unknown. First we build the transformation parameter estimator by profile M-estimation. Then with a new consistency result of M-estimator, two-step estimator is proved to be consistent. Numerical studies validate the effectiveness of the proposed estimator. [ABSTRACT FROM AUTHOR]

Published
2016
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2. Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC.

Author

Soubeyrand, Samuel and Haon-Lasportes, Emilie

Subjects
*STOCHASTIC convergence, *DISTRIBUTION (Probability theory), *MAXIMUM likelihood statistics, *ESTIMATION theory, *BAYESIAN analysis
Abstract

The weak convergence of posterior distributions conditional on maximum pseudo-likelihood estimates (MPLE) is studied and exploited to justify the use of MPLE as summary statistics in approximate Bayesian computation (ABC). Our study could be generalized by replacing the pseudo-likelihood by other estimating functions (e.g. quasi-likelihoods and contrasts). [ABSTRACT FROM AUTHOR]

Published
2015
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