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Folded Variance Estimators for Stationary Time Series

Antonini, Claudia - 2005

This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...

Persistent link: https://www.econbiz.de/10009476105

Network effects, compatibility, and adoption of standards

Grajek, Michał - 2005

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

Persistent link: https://www.econbiz.de/10009467122

Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene

Hock, Thorsten - 2003

Die Arbeit setzt sich mit Unterschieden des geldpolitischen Transmissionsprozesses im Verarbeitenden Gewerbe der Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 Branchen eingeteilt. An eine kurze Betrachtung...

Persistent link: https://www.econbiz.de/10009433722

A framework for estimating risk

Kroon, Rodney Stephen - 2008

We consider the problem of model assessment by risk estimation. Variousapproaches to risk estimation are considered in … proposed byDavid Haussler. Point and interval estimation based on test samples andtraining samples is discussed, with interval …

Persistent link: https://www.econbiz.de/10009442231

Determination of the optimal number of strata for bias reduction in propensity score matching.

Akers, Allen - 2010

Previous research implementing stratification on the propensity score has generally relied on using five strata, based on prior theoretical groundwork and minimal empirical evidence as to the suitability of quintiles to adequately reduce bias in all cases and across all sample sizes. This study...

Persistent link: https://www.econbiz.de/10009475025

Scaling conditional tail probability and quantile estimators

Cotter, John - 2009

In terms of risk measurement, probability and quantile risk estimation have developed enormously in the past decade … illustrates the estimation bias that exists when assuming normality is minimized for the conditional EVT approach, both for single …

Persistent link: https://www.econbiz.de/10009475704

Theoretical Results and Applications Related to Dimension Reduction

Chen, Jie - 2007

To overcome the curse of dimensionality, dimension reduction is important andnecessary for understanding the underlying phenomena in a variety of fields.Dimension reduction is the transformation of high-dimensional data into ameaningful representation in the low-dimensional space. It can be...

Persistent link: https://www.econbiz.de/10009475737

Accuracy bounds for normal-incidence acoustic structure estimation

Theriault, Kenneth B. - 1977

one in which they change discretely.Given these reasonable models, estimation accuracyis studied by computing a … the estimation of unknown, nonrandomreflection coefficients in a medium containing onlydiscrete reflectors; special … filtering theory. (2) Thebound is developed for estimation in a continuous medium whosestructure (acoustic impedance, for …

Persistent link: https://www.econbiz.de/10009461036

A non-iterative alternative to ordinal log-linear models

Beh, Eric John; Davy, Pamela J. - University of Wollongong; University of Western Sydney; … - 2004

method of model fitting than the conventional approach of maximum likelihood estimation, as it does not require iterative … of the discussion is the application of the new parameter estimation technique to multi-way contingency tables with at …

Persistent link: https://www.econbiz.de/10009481982

A non-iterative alternative to ordinal log-linear models

Beh, Eric John; Davy, Pamela J. - University of Wollongong; University of Western Sydney; … - 2004

Persistent link: https://www.econbiz.de/10009482057