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themaximum likelihood estimator (MLE) using Monte Carlo experiments on artificialcross-sections of wealth and income. We propose …
Persistent link: https://www.econbiz.de/10012256501
individual wealth. We also study the finite sample properties of the maximum likelihood estimator using Monte Carlo experiments …
Persistent link: https://www.econbiz.de/10011745280
This paper considers sampling proportional to expected size from a partly unknown distribution. The applied context is the exploration for undiscovered resources, like oil accumulations in different deposits, where the most promising deposits are likely to be drilled first, based on some...
Persistent link: https://www.econbiz.de/10013000314
Non-life insurance companies most especially, are often faced with the challenge of predicting the number of claims and claim amount to be incurred at any given time. Overcoming such challenges requires examining claim patterns, which assists in premium determination and setting of reserves. The...
Persistent link: https://www.econbiz.de/10014244924
This paper considers the problem of point prediction based on a predictive distribution, representing the uncertainty about the outcome. The issue explored is the reporting of a single characteristic, typically the mean, the median or the mode, in the context of a skewed distribution and...
Persistent link: https://www.econbiz.de/10013029145
an efficient and consistent estimator of the boundary points. The asymptotic consistence and optimality of bootstrap …
Persistent link: https://www.econbiz.de/10012899517
This article presents a novel combination of robust optimization developed in mathematical programming, and robust parameter design developed in statistical quality control. Robust parameter design uses metamodels estimated from experiments with both controllable and environmental inputs...
Persistent link: https://www.econbiz.de/10014159513
This article is the first of a series discussing the Bayesian Network representation of multivariate normal distributions. A joint normal distribution being fully specified by its mean vector and its covariance matrix is not simple to interact with as its Bayesian network equivalent....
Persistent link: https://www.econbiz.de/10014241908
maximum likelihood estimator (MLE) using Monte Carlo experiments on artificial cross-sections of wealth and income. We propose …
Persistent link: https://www.econbiz.de/10012826224
individual wealth. We also study the finite sample properties of the maximum likelihood estimator using Monte Carlo experiments …
Persistent link: https://www.econbiz.de/10012853321