Constrained Statistical Inference: Inequality, Order, and Shape Restrictions

By A. Micheas. 2006

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A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure (2009, background): “…use the result of Bartolucci (2006), who showed that the likelihood ratio statistic for hypotheses on the transition matrix of a latent Markov model has null asymptotic distribution of chi-bar-squared type, i.e., a mixture of chi-squared distributions (Shapiro 1988; Silvapulle and Sen 2004).”
Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilities (2006, methodology): “However, the parameters may be on the boundary of the parameter space under these hypotheses and therefore we are dealing with an inferential problem under non-standard conditions (Self and Liang, 1987), which typically occurs in constrained statistical inference (Silvapulle and Sen, 2004).”
EL inference for partially identified models: Large deviations optimality and bootstrap validity (2010, background): “Wolak (1987), Silvapulle and Sen (2004) and Gourieroux et al.”
A Test of Non-Identifying Restrictions and Confidence Regions for Partially Identified Parameters (2009, unknown): “The construction of such confidence regions has been the focus of much research lately (see for instance the thorough literature review in Chernozhukov, Hong, and Tamer (2007)).”