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Survey sampling: A necessary journey in the prediction world

Bjørnstad, Jan F. - 2010

The design-approach is evaluated, using a likelihood approach to survey sampling. It is argued that a model … problem. Predictive likelihood methods are considered in various cases, and evaluated by properties of related confidence …

Persistent link: https://www.econbiz.de/10011968378

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative Economics 5 (2014) 2, pp. 457-494

for the structural parameter vector based on the frequency domain approximation to the Gaussian likelihood. The …

Persistent link: https://www.econbiz.de/10011599662

An analysis and implementation of the hidden Markov model to technology stock prediction

Nguyen, Nguyet - In: Risks 5 (2017) 4, pp. 1-16

Future stock prices depend on many internal and external factors that are not easy to evaluate. In this paper, we use the Hidden Markov Model, (HMM), to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook, based on their historical data. We first use the...

Persistent link: https://www.econbiz.de/10011996557

An estimate of maintenance efficiency in Brown-Proschan imperfect repair model with bathtub failure intensity

Krit, Makram; Rebai, Abdelwaheb - In: Journal of Industrial Engineering and Management (JIEM) 5 (2012) 1, pp. 88-101

Purpose: Estimate the maintenance efficiency in the Brown-Proschan model with the bathtub failure intensity. Design/methodology/approach: Empirical research through which we propose a framework to establish the characteristics of failure process and its influence on maintenance process....

Persistent link: https://www.econbiz.de/10011938997

Extended Matrix and Inverse Matrix Methods Utilizing Internal Validation Data When Both Disease and Exposure Status Are Misclassified

Tang, Li; Lyles, Robert H.; Ye, Ye; Lo, Yungtai; King, … - In: Epidemiologic Methods 2 (2013) 1, pp. 49-66

-studied “matrix” and “inverse matrix” methods into the framework of maximum likelihood, our approach allows the flexible modeling of a …

Persistent link: https://www.econbiz.de/10014590594

Likelihood analysis of a first order autoregressive model with exponential innovations

Nielsen, Bent; Shephard, Neil - 2003

This paper derives the exact distribution of the maximum likelihood estimator of a first-order linear autoregression … estimator is ρT-consistent. Further, the likelihood ratio test statistic for a simple hypothesis on the autoregressive parameter …). 'Likelihood analysis of a first-order autoregressive model with exponential innovations', Journal of Time Series Analysis, 24 …

Persistent link: https://www.econbiz.de/10009441481

Approximate Maximum-Likelihood Estimation Of Circle Parameters Using A Phase-Coded Kernel

Zelniker, Emanuel; Clarkson, Ian Vaughan L. - 2004

exactly describe the Maximum Likelihood Estimator (MLE) in terms of convolution under a certain model for ideal images formed …

Persistent link: https://www.econbiz.de/10009448050

Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression

Czado, Claudia; Min, Aleksey - 2005

prove consistency and asymptotic normality of a solution to the maximum likelihood equations for zero-inflated generalized … study. This allows to construct asymptotic confidence intervals and likelihood ratio tests. …

Persistent link: https://www.econbiz.de/10010272318

Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

Dunson, David - 2009

This article considers a methodology for flexibly characterizing the relationship between a response and multiple predictors. Goals are (1) to estimate the conditional response distribution addressing the distributional changes across the predictor space, and (2) to identify important predictors...

Persistent link: https://www.econbiz.de/10009475527

The influence of gender and income on the household division of financial responsibility

Hitczenko, Marcin - 2016

This paper studies how gender and income dynamics influence the division of responsibility in two-adult households for various activities, including those tasks directly related to financial decisionmaking. The data, from the 2012 Survey of Consumer Payment Choice, consist of the respondents'...

Persistent link: https://www.econbiz.de/10011754817