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In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to derive (xx see paper).
Persistent link: https://www.econbiz.de/10012433177
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identication in the IV model. The work also contains a multiplier-bootstrap justication.
Persistent link: https://www.econbiz.de/10012433180
In linear regression of Y on X(2 Rp) with parameters (2 Rp+1); statistical inference is unreliable when observations are obtained from gross-error model, F;G = (1??)F +G; instead of the assumed probability F;G is gross-error probability, 0 < < 1: When G is unit mass at (x; y); Residual's Inuence...
Persistent link: https://www.econbiz.de/10012433209
In deconvolution in Rd; d 1; with mixing density p(2 P) and kernel h; the mixture density fp(2 Fp) can always be estimated with f^pn; ^pn 2 P; via Minimum Distance Estimation approaches proposed herein, with calculation of f^pn's upper L1-error rate, an; in probability or in risk; h is either...
Persistent link: https://www.econbiz.de/10012433210