Empirical likelihood methods have emerged as a robust, non‐parametric framework for statistical inference that skilfully bypasses the need for strong parametric assumptions. By constructing likelihood ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 30, No. 2 (1981), pp. 116-124 (9 pages) This paper develops a maximum likelihood method for estimating a piecewise ...

Intraspecific variation is abundant in all types of systematic characters but is rarely addressed in simulation studies of phylogenetic method performance. We compared the accuracy of 15 phylogenetic ...

The Black–Scholes model is the golden standard for pricing derivatives and options in the modern financial industry. However, this method imposes some parametric assumptions on the stochastic process, ...

Autocorrelation correction in regression analysis has a long history, and various approaches have been suggested. Moreover, the same method may be referred to by ...

A brief description of the methods used by the SYSLIN procedure follows. For more information on these methods, see the references at the end of this chapter. There are two fundamental methods of ...