132 citations · 212 across the 11 of their papers we have counts for
12 papers
Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
Michael Levine, Donald Richards, Jianxi Su
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components…
A smoothed semiparametric likelihood for estimation of nonparametric finite mixture models with a copula-based dependence structure
Michael Levine, Gildas Mazo
In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM…
Estimation and Inference of Time-Varying Auto-Covariance under Complex Trend: A Difference-based Approach
Yan Cui, Michael Levine, Zhou Zhou
We propose a difference-based nonparametric methodology for the estimation and inference of the time-varying auto-covariance functions of a locally stationary time series when it i…
Independence Properties of the Truncated Multivariate Elliptical Distributions
Michael Levine, Donald Richards, Jianxi Su
Truncated multivariate distributions arise extensively in econometric modelling when non-negative random variables are intrinsic to the data-generation process. More broadly, trunc…
Estimation of group means in generalized linear mixed models
Jiexin Duan, Michael Levine, Junxiang Luo +1
In this manuscript, we investigate the concept of the mean response for a treatment group mean as well as its estimation and prediction for generalized linear models with a subject…
Identifiability of two-component skew normal mixtures with one known component
Shantanu Jain, Michael Levine, Predrag Radivojac +1
We give sufficient identifiability conditions for estimating mixing proportions in two-component mixtures of skew normal distributions with one known component. We consider the uni…