In this section
Most of the members of this group are from the Statistics Section and Biomaths research group of the Department of Mathematics. Below you can find a list of research areas that members of this group are currently working on and/or would like to work on by applying their developed mathematical and statistical methods.
@article{Battey:2016:10.1016/j.spl.2016.06.015,
author = {Battey, H and Feng, Q and Smith, RJ},
doi = {10.1016/j.spl.2016.06.015},
journal = {Statistics and Probability Letters},
pages = {117--123},
title = {Improving confidence set estimation when parameters are weakly identified},
url = {http://dx.doi.org/10.1016/j.spl.2016.06.015},
volume = {118},
year = {2016}
}
TY - JOUR
AB - © 2016 Elsevier B.V. We consider inference in weakly identified moment condition models when additional partially identifying moment inequality constraints are available. We detail the limiting distribution of the estimation criterion function and consequently propose a confidence set estimator for the true parameter.
AU - Battey,H
AU - Feng,Q
AU - Smith,RJ
DO - 10.1016/j.spl.2016.06.015
EP - 123
PY - 2016///
SP - 117
TI - Improving confidence set estimation when parameters are weakly identified
T2 - Statistics and Probability Letters
UR - http://dx.doi.org/10.1016/j.spl.2016.06.015
VL - 118
ER -
If you are interested in meeting with members of the group please contact Marina Evangelou