Showing 1 - 10 of 531
Persistent link: https://www.econbiz.de/10004372198
Summary We propose an estimate for the index of extreme value distribution which based on k n -record values and show its consistency and asymptotic normality. The problem of specifying the optimal value of k  =  k n involved in our estimator is investigated. Some simulation results are also...
Persistent link: https://www.econbiz.de/10014621301
equilibrium. I estimate the structural parameters of the model using the NLSY 97 data, via a three-step estimation procedure to …
Persistent link: https://www.econbiz.de/10009439060
The accurate fitting of a circle to noisy measurements of points on its circumference is an important and much-studied problem in statistics. Atherton & Kerbyson (Image and Vision Computing 17, 1999, 795-803) have proposed a complex convolutional circle parameter estimator. One of the estimators...
Persistent link: https://www.econbiz.de/10009448050
In ecological population management, years of animal counts are fit to nonlinear, dynamic models (e.g. the Ricker model) because the values of the parameters are of interest. The yearly counts are subject to measurement error, which inevitably leads to biased estimates and adversely affects...
Persistent link: https://www.econbiz.de/10009468234
There is little available information on sector-specific sales and employment impacts of a large-scale solar space and water heating industry. This study identifies those sectors of the economy which would be most affected by increased solar utilization and estimates the magnitude of the...
Persistent link: https://www.econbiz.de/10009468721
Parameter estimation for large systems is a difficult problem, and the solution approaches are computationally … uncertainties on the system response. This article compares two new computational approaches for parameter estimation based on the … polynomial chaos theory for parameter estimation: a Bayesian approach, and an approach using an extended Kalman filter (EKF) to …
Persistent link: https://www.econbiz.de/10009457571
This paper presents a new random weighting estimation method for dynamic navigation positioning. This method adopts the … concept of random weighting estimation to estimate the covariance matrices of system state noises and observation noises for … effect of the kinematic model error and observation model error on the state parameter estimation. Theories and algorithms of …
Persistent link: https://www.econbiz.de/10009481765
We estimate the elasticity of substitution using two different production functions. The usual Constant Elasticity of Substitution (CES) production function and a Box-Cox production function for Japan (1890-1991), UK (1870-1991), and US (1890-1992; 1929-2000). The main results are that we find the...
Persistent link: https://www.econbiz.de/10009431206
We study a seller that starts with an initial inventory of goods, has a target horizon over which to sell the goods, and is subject to a set of financial <i>milestone</i> constraints on the revenues and sales that need to be achieved at different time points along the sales horizon. We characterize the...
Persistent link: https://www.econbiz.de/10010990457