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stationary stochastic process. In particular, sufficient conditions for the consistency of GTLS are derived. This means that … a guaranteed stability bound can be given a priori. If this information is not available, then consistency is obtained …
Persistent link: https://www.econbiz.de/10010731906
An antimedian of a profile $\\pi = (x_1, x_2, \\ldots , x_k)$ of vertices of a graph $G$ is a vertex maximizing the sum of the distances to the elements of the profile. The antimedian function is defined on the set of all profiles on $G$ and has as output the set of antimedians of a profile. It...
Persistent link: https://www.econbiz.de/10011149257
__Abstract__ A median (antimedian) of a profile of vertices on a graph $G$ is a vertex that minimizes (maximizes) the remoteness value, that is, the sum of the distances to the elements in the profile. The median (or antimedian) function has as output the set of medians (antimedians) of a...
Persistent link: https://www.econbiz.de/10011185629
In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more appropriate for...
Persistent link: https://www.econbiz.de/10010837868
In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more appropriate for...
Persistent link: https://www.econbiz.de/10010731713
Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters, this will...
Persistent link: https://www.econbiz.de/10010731794
impact, journal policy, the number of high quality papers, and quantitative information about a journal. The robustness of …
Persistent link: https://www.econbiz.de/10010732620