5 citations · 5 across the 12 of their papers we have counts for
5 papers · 1 filter
Asymptotics for likelihood ratio tests of boundary points with singular information and unidentifiable nuisance parameters
Karl Oskar Ekvall, Ola Hössjer, Matteo Bottai +1
We establish the asymptotic distribution of likelihood ratio tests when nuisance parameters are unidentifiable under the null hypothesis, parameters of interest lie on the boundary…
Uniform inference in linear mixed models
Karl Oskar Ekvall, Matteo Bottai
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effec…
Confidence Regions Near Singular Information and Boundary Points With Applications to Mixed Models
Karl Oskar Ekvall, Matteo Bottai
We propose confidence regions with asymptotically correct uniform coverage probability of parameters whose Fisher information matrix can be singular at important points of the para…
Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions
Karl Oskar Ekvall, Galin L. Jones
We study the convergence properties of a collapsed Gibbs sampler for Bayesian vector autoregressions with predictors, or exogenous variables. The Markov chain generated by our algo…
Consistent Maximum Likelihood Estimation Using Subsets with Applications to Multivariate Mixed Models
Karl Oskar Ekvall, Galin L. Jones
We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data t…