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response variable using linear regression techniques. The popularity of splines is due to their easy application and hence the … low computational costs since their basis functions can be added to the regression model like usual covariates. As long as …
Persistent link: https://www.econbiz.de/10011203034
While identifiability of finite mixtures for a wide range of distributions has been studied by statisticians for decades, discussion on countably infinite mixtures is still limited. This article provides an sufficient condition by means of well-ordered sets and uniform convergence of series. It...
Persistent link: https://www.econbiz.de/10010995142
Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...
Persistent link: https://www.econbiz.de/10010847718
This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses the...
Persistent link: https://www.econbiz.de/10010935035
Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...
Persistent link: https://www.econbiz.de/10010999749
Persistent link: https://www.econbiz.de/10005169235
Persistent link: https://www.econbiz.de/10005616148
show that a two step semiparametric estimator is uniformly adaptive for the parameters of nonlinear regression models with …
Persistent link: https://www.econbiz.de/10005644466
We discuss polynomial interpolation and derive sufficient conditions for the uniform convergence of Chebyshev interpolants for different classes of functions. Rigorous results are illustrated with a number of examples which include solitons on an infinite line with algebraic, exponential and...
Persistent link: https://www.econbiz.de/10011051134
We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of catching nonlinear features in spatial data and...
Persistent link: https://www.econbiz.de/10011126267