Download or read book Asymptotic Properties in Space and Time of an Estimator in Errors in variables Models in the Presence of Validation Data written by István Fazekas and published by . This book was released on 1997 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Properties in Space and Time of an Estimator in Errors in variables Models in the Presence Og Validation Data written by Istvan Fazekas and published by . This book was released on 1997 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Properties in Space and Time of an Estimator in Error in Variables Models in the Presence of Validation Data written by and published by . This book was released on 1997 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Properties in Space and Time of an Estimator in Non linear Functional Errors in variables Model written by István Fazekas and published by . This book was released on 1998 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bibliographie der Wirtschaftswissenschaften written by and published by . This book was released on 1997 with total page 992 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the Asymptotic Properties of Parameter Estimates in a Regression Model with Non Normally Distributed Errors written by John L. Maryak and published by . This book was released on 1987 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt: The usual assumption of normality for the error terms of a regression model is often untenable. When this assumption is dropped, it may be difficult to characterize parameter estimates for the model. For example, it is stated that if the regression errors are non-normal, one is not even sure of their (e.g., the generalized least squares parameter estimates') asymptotic properties. A partial answer presents an asymptotic distribution theory for Kalman filter estimates for cases where the random terms of the state space model are not necessarily Gaussian. Certain of these asymptotic distribution results are also discussed in the context of model validation (diagnostic checking). Keywords: Random coefficient regression, State-space model, Non-Gaussian, Kalman filters, Reprints. (JHD).
Download or read book Bibliographie der Staats und Wirtschaftswissenschaften written by and published by . This book was released on 1997 with total page 972 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Properties of Estimators of Errors in variables Regression Models written by Paul P. Gallo and published by . This book was released on 1982 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Properties of Some Estimators in Moving Average Models written by Stanford University. Department of Statistics and published by . This book was released on 1975 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author considers estimation procedures for the moving average model of order q. Walker's method uses k sample autocovariances (k> or = q). Assume that k depends on T in such a way that k nears infinity as T nears infinity. The estimates are consistent, asymptotically normal and asymptotically efficient if k = k (T) dominates log T and is dominated by (T sub 1/2). The approach in proving these theorems involves obtaining an explicit form for the components of the inverse of a symmetric matrix with equal elements along its five central diagonals, and zeroes elsewhere. The asymptotic normality follows from a central limit theorem for normalized sums of random variables that are dependent of order k, where k tends to infinity with T. An alternative form of the estimator facilitates the calculations and the analysis of the role of k, without changing the asymptotic properties.
Download or read book Asymptotic Properties of Econometric Estimators written by Jeffrey M. Wooldridge and published by . This book was released on 1986 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the Asymptotic Properties of the OLS Estimator in Regression Models with Fractionally Integrated Regressors and Errors written by Toni Clemens Stocker and published by . This book was released on 2008 with total page 89 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Properties of Estimators in a Model of Life Data with Warnings written by Håkan Lindkvist and published by . This book was released on 2001 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistics for High Dimensional Data written by Peter Bühlmann and published by Springer Science & Business Media. This book was released on 2011-06-08 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern statistics deals with large and complex data sets, and consequently with models containing a large number of parameters. This book presents a detailed account of recently developed approaches, including the Lasso and versions of it for various models, boosting methods, undirected graphical modeling, and procedures controlling false positive selections. A special characteristic of the book is that it contains comprehensive mathematical theory on high-dimensional statistics combined with methodology, algorithms and illustrations with real data examples. This in-depth approach highlights the methods’ great potential and practical applicability in a variety of settings. As such, it is a valuable resource for researchers, graduate students and experts in statistics, applied mathematics and computer science.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Download or read book Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models written by Mary Kathleen Vickers and published by . This book was released on 1977 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Four theorems are proven, which simplify the application to econometric models of Weiss's theorem on asymptotic properties of maximum likelihood estimators in nonstandard cases. The theorems require, roughly: the uniform convergence in any compact sets of the unknown parameters of the expection of the Hessian matrix of the log likelihood function; and the uniform convergence to 0 in the same sense of the variance of the same quantities. The fourth theorem allows one to conclude that the optimal properties hold on an image set of the parameters when the map satisfies certain smoothness conditions, and the first three theorems are satisfied for the original parameter set. These four theorems are applied to autoregressive models, nonlinear models, systems of equations, and probit and logit models to infer optimal asymptotic properties. (Author).
Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1997 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Download or read book Asymptotic Properties of Parameter Estimates for Strongly Dependent Random Variables written by Robert William Fox and published by . This book was released on 1983 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:
