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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.; Koopman, Siem Jan - In: Journal of econometrics 180 (2014) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
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Importance sampling from posterior distributions using copula-like approximations
Dellaportas, Petros; Tsionas, Efthymios G. - In: Journal of econometrics 210 (2019) 1, pp. 45-57
Persistent link: https://www.econbiz.de/10012303370
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The slice sampler and centrally symmetric distributions
Planas, Christophe; Rossi, Alessandro - 2018
stepping out and multivariate sampling with hyperrectangles. In the general asymmetric case, we argue that symmetrizing the … with several sampling problems. …
Persistent link: https://www.econbiz.de/10012055009
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Small area quantile estimation based on distribution function using linear mixed models
Stachurski, Tomasz - In: Economics and business review 7/21 (2021) 2, pp. 97-114
Persistent link: https://www.econbiz.de/10012613362
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Realized density estimation using intraday prices
Arnerić, Josip - In: Croatian review of economic, business and social … 6 (2020) 1, pp. 1-9
with respect to the bandwidth selection as well as the sampling frequency selection. The main finding is that the kernel … bandwidth is strongly related to the sampling frequency at the slow-time-time scale when applying a two-scale estimator, while … the fast-time-time scale sampling frequency is held fixed. The realized kernel density estimation enriches the literature …
Persistent link: https://www.econbiz.de/10012264979
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Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia; Richard, Jean-François - In: Computational economics 53 (2019) 3, pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
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Ranked set sampling on estimation of P[Y < X] for inverse Weibull distribution and its applications
Hassan, Marwa Kh. - In: International journal of quality & reliability management 39 (2022) 7, pp. 1535-1550
Persistent link: https://www.econbiz.de/10013397849
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Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou; Feng, Mingbin; Hardy, Mary Rosalyn - In: Insurance / Mathematics & economics 108 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
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Estimation procedures for reliability functions of Kumaraswamy-G Distributions based on Type II Censoring and the sampling scheme of Bartholomew
Chaturvedi, Aditi; Kumar, Surinder - In: Statistics in transition : an international journal of … 23 (2022) 1, pp. 129-152
) under Type II censoring scheme and sampling scheme of Bartholomew (1963). We also develop interval estimates of the …
Persistent link: https://www.econbiz.de/10013419376
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Asymptotic versus bootstrap inference for inequality indices of the cumulative distribution function
Abul Naga, Ramses H.; Stapenhurst, Christopher; … - In: Econometrics : open access journal 8 (2020) 1/8, pp. 1-15
We examine the performance of asymptotic inference as well as bootstrap tests for the Alphabeta and Kobus-Miłoś family of inequality indices for ordered response data. We use Monte Carlo experiments to compare the empirical size and statistical power of asymptotic inference and the Studentized...
Persistent link: https://www.econbiz.de/10012265388