Unbiasedness of the Likelihood Ratio Test for Lattice Conditional Independence Models

Unbiasedness of the Likelihood Ratio Testfor Lattice Conditional Independence Models

The lattice conditional independence (LCI) model N(C)<) is defined to be the set of all normal distributions N(O, E) on IR I such that for every pair L, M E 1<, XL and xM are conditionally independent given xLnM (ct , [AP] (1993a)). Here C)< is a ring of subsets (hence a distributive lattice) of the finite index set I such that 0, IE ".K, while for K E 1<, XK is the coordinate projection of x E...

the application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)

هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...

A Simple Density-Based Empirical Likelihood Ratio Test for Independence.

We develop a novel nonparametric likelihood ratio test for independence between two random variables using a technique that is free of the common constraints of defining a given set of specific dependence structures. Our methodology revolves around an exact density-based empirical likelihood ratio test statistic that approximates in a distribution-free fashion the corresponding most powerful pa...

Lattice Models for Conditional Independence in a Multivariate Normal Distribution

Normal Linear Models with Lattice Conditional Independence Restrictions

Michael D. Perlman-It is shown that each multivariate normal model determined by lattice conditional independence (LeI) restrictions on the covariances may be extended in a, natural way to a normal linear model with corresponding lattice restrictions on the means. For these extended models it remains true that the likelihood function (LF) and parameter space (PS) can be factored into the produc...