Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10010928648
Given a sample from a finite population partitioned into classes, we consider estimating the distribution of the class frequencies. We propose first to estimate certain moments of this distribution, assuming Poisson sampling with unequal inclusion probabilities, and then to adapt these estimates...
Persistent link: https://www.econbiz.de/10010746434
concomitant increase in the asymptotic variance, if the same bandwidth is used. The asymptotic theory also paves the way for a …
Persistent link: https://www.econbiz.de/10011126613
smoothing. The generalised cross-validation method for choosing bandwidth is efficiently incorporated into the algorithm. The …
Persistent link: https://www.econbiz.de/10010928774
smoothing. The generalised cross-validation method for choosing bandwidth is efficiently incorporated into the algorithm. The …
Persistent link: https://www.econbiz.de/10011126172
For a set of spatially dependent dynamical models, we propose a method for estimating parameters that control temporal dynamics by spatial smoothing. The new approach is particularly relevant for analyzing spatially distributed panels of short time series. The asymptotic results show that...
Persistent link: https://www.econbiz.de/10011126442
forecasting performance. Also proposed are a new bootstrap test for the goodness of fit of models and a bandwidth selector based …
Persistent link: https://www.econbiz.de/10011126715
We propose a bootstrap detection for operationally deterministic versus stochastic nonlinear modelling and illustrate the method with both simulated and real data sets.
Persistent link: https://www.econbiz.de/10010928722
estimator and use them to define an optimal bandwidth for the purposes of index estimation. As a result we obtain a practically …
Persistent link: https://www.econbiz.de/10011126315
We introduce a kernel-based estimator of the density function and regression function for data that have been grouped into family totals. We allow for a common intra-family component but require that observations from different families be in dependent. We establish consistency and asymptotic...
Persistent link: https://www.econbiz.de/10010928627