Showing 1 - 10 of 146
the proposed method over simulation techniques. …
Persistent link: https://www.econbiz.de/10005187347
value some methods of how the shrinkage parameter should be estimated are suggested. Using Monte Carlo simulation where the …
Persistent link: https://www.econbiz.de/10009225860
error (MSE). In the simulation study we also calculate the mean value and the standard deviation of k. The average value is …) should be chosen. The result from the simulation study shows that LRR outperforms ML approach. Furthermore, some of new …
Persistent link: https://www.econbiz.de/10010989298
We introduce a novel scheme for small wind turbines that gives dynamic estimation of wind speed from rotor angular velocity measurements. The estimation proceeds in two different dynamic observers, one giving a valid estimate for higher Tip Speed Ratios (TSRs) and which we call the Upper Wind...
Persistent link: https://www.econbiz.de/10011044075
This paper introduces a shrinkage estimator for the logit model which is a generalization of the estimator proposed by Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the commonly used maximum likelihood (ML) method becomes...
Persistent link: https://www.econbiz.de/10011048945
deriving expressions for the n th moment. Estimation and simulation issues are also considered. Finally, a detailed application …
Persistent link: https://www.econbiz.de/10010749904
An econometric international supply/demand/trade simulation and forecast sorghum model in a partial equilibrium …
Persistent link: https://www.econbiz.de/10008922460
derived. A simulation study is performed to investigate the asymptotic distribution of an associated boundary crossing …
Persistent link: https://www.econbiz.de/10010870676
A new estimation procedure for the Cox proportional hazards model is introduced. The method proposed employs the sample covariance matrix of model covariates and alternates between estimating the baseline cumulative hazard function and estimating model coefficients. It is shown that the...
Persistent link: https://www.econbiz.de/10010871348
present an algorithm for the stochastic simulation of the sample path of the model based on the corresponding Ito stochastic …
Persistent link: https://www.econbiz.de/10011050442