Showing 1 - 10 of 1,000
We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the …
Persistent link: https://www.econbiz.de/10010324719
We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the …
Persistent link: https://www.econbiz.de/10010232860
-generation process, the least-squares estimators have smaller bias (in fact zero bias) but larger variances in the long regression than … in the short regression. But if the long regression is also misspecified, the bias may not be smaller. We provide bias …
Persistent link: https://www.econbiz.de/10010532602
Persistent link: https://www.econbiz.de/10012116622
Estimators of the extreme-value index are based on a set of upper order statistics. We present an adaptivemethod to choose the number of order statistics involved in an optimal way, balancing variance and biascomponents. Recently this has been achieved for the similar but somewhat less involved...
Persistent link: https://www.econbiz.de/10010342310
Persistent link: https://www.econbiz.de/10011762439
, but then a bias term with unknown sign has to be estimated. We provide an estimator for this sign and the full programme …. Simulation results are also presented.It is weIl known that extreme value parameter estimators which balance the asymptotic bias …
Persistent link: https://www.econbiz.de/10010325182
Geographically weighted small area methods have been studied in literature for small area estimation. Although these approaches are useful for the estimation of small area means efficiently under strict parametric assumptions, they can be very sensitive to outliers in the data. In this paper, we...
Persistent link: https://www.econbiz.de/10011455039
Persistent link: https://www.econbiz.de/10011780803
Persistent link: https://www.econbiz.de/10011990367