This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...

Estimating equations are used to develop simple non-iterative estimates of the κ-coefficient that can be used when there are more than two random raters and/or unbalanced data (each subject is not ...

We propose a framework for making Bayesian parametric models robust to local misspecification. Suppose in a baseline parametric model, a parameter of interest has an interpretation in an encompassing ...

Individuals in natural populations vary in their genealogy and thus have different genome-wide diversity. Those having more or/and more recent common ancestors between their maternal and paternal ...