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 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 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 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 for Estimators Derived from the Kaplan Meier Estimator written by Joan M. Sander and published by . This book was released on 1975 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties for Estimators Derived from the Kaplan Meier Estimator written by Joan S. Chmiel and published by . This book was released on 1975 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 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 Mathematical Reviews written by and published by . This book was released on 2006 with total page 900 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors written by Badi H. Baltagi and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are derived for the standard panel data estimators including ordinary least squares, fixed effects, first-difference, and generalized least squares (GLS) estimators when both T and n are large. We show that all the estimators have asymptotic normal distributions and have different convergence rates dependent on the non-stationarity of the regressors and the remainder disturbances. We show using Monte Carlo experiments that the loss in efficiency of the OLS, FE and FD estimators relative to true GLS can be substantial.

Download or read book Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework and Some Results in Non normal Linear Regression written by Robert Ernest Tarone and published by . This book was released on 1974 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of the Estimators for Multivariate Components of Variance written by S. Remadi and published by . This book was released on 1992 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Estimators in Non linear Regression Models with Autoregressive Disturbance Terms written by Friedrich Schmid and published by . This book was released on 1982 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of a Least squares Estimator Using Incomplete Data written by Anders Klevmarken and published by . This book was released on 1983 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book BAYES SEQUENTIAL ESTIMATION IN A LIFE TEST AND ASYMPTOTIC PROPERTIES written by Evan E. CHEN and published by . This book was released on 1978 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Nonlinear Least Squares Estimators in a Replicated Time Series Model written by Jeremy Sin-hing Wu and published by . This book was released on 1982 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: