Showing 1 - 10 of 58
This paper proposes alternative methods for constructing estimators from accept-reject samples by incorporating the variables rejected by the algorithm.
Persistent link: https://www.econbiz.de/10005486754
This paper synthesises a global approach to both Bayesian and likelihood treatments of the estimation of the parameters of a hidden Markov model for the cases of normal and Poisson underlying distribution.
Persistent link: https://www.econbiz.de/10005486798
Persistent link: https://www.econbiz.de/10005487086
This paper puts forth a concept of Adptivety Rational Equilibrium (A.R.E) where agents base decisions upon predictions of future values of endogenous variables whose actual values are determined by equilibrium equations.
Persistent link: https://www.econbiz.de/10005443472
In this paper, we derive a general Hajek-Renyi type inequality for vector-valued martingales. Several well known inequalities are shown to be special cases of this general inequality. We also derive a similar inequality for dependent sequences. We then apply the inequality to the problem of...
Persistent link: https://www.econbiz.de/10005574424
A procedure for computing the parameters of latent multifactor models in econometrics is proposed based on indirect …
Persistent link: https://www.econbiz.de/10005574861
Persistent link: https://www.econbiz.de/10005780411
This paper proposes to use a semi parametric regression method, named Sliced Inverse Regression (SIR hereafter), to analyse ambulatory blood pressure monitoring data.
Persistent link: https://www.econbiz.de/10005780452
Let X1,X2,...Xn be i.i.d. N-dimensional random variables having an unknown support of probability density denoted G; we suppose that G belongs to a functional class "g" of compact sets with smooth upper surface called boundary fragments. The problem consists in testing the hypotheses G=Go...
Persistent link: https://www.econbiz.de/10005780762
In this paper we review different approaches that we can use to identify real data. We recall classical methods used from a nonparametric point of view for stochastic data. Then we use the same methods in a deterministic context. We precise what kind of hypotheses we need to estimate and...
Persistent link: https://www.econbiz.de/10005780831