Andrews (1999, Econometrica 67, 1341-1383) derived the first-order asymptotic theory for a very general class of estimators when a parameter is on a boundary. We derive the second-order asymptotic ...

The frailty model is a generalization of Cox's proportional hazard model, where a shared unobserved quantity in the intensity induces a positive correlation among the survival times. Murphy showed ...

Approximation theory and asymptotic methods form a foundational framework that bridges classical ideas with modern numerical analysis, enabling researchers to obtain practical, near‐optimal solutions ...

Citations: Jagannathan, Ravi, Zhenyu Wang. 1998. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression. Journal of Finance. (4)1285-1309.

IN a previous communication 1, an asymptotic theory was outlined for the probabilistic behaviour of a finite dam or reservoir subject to random input and output. A further problem raised by Herman ...

Email: [email protected] Phone: (804) 684-7221 Interests: Bayesian / hierarchical / spatial / temporal / mixed-effects modeling of complex environmental / ecological / biological phenomena; statistical ...