Narrow search
Showing 121 - 130 of 53,722
Cover Image
A structured variational learning approach for switching latent factor models
Saidane, Mohamed; Lavergne, Christian - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 3, pp. 245-268
Persistent link: https://www.econbiz.de/10003558111
Cover Image
A score based approach to wild bootstrap inference
Kline, Patrick; Santos, Andres - 2010
Persistent link: https://www.econbiz.de/10003982896
Cover Image
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna - 2010
Persistent link: https://www.econbiz.de/10003985568
Cover Image
On functional form representation of multi-output production technologies
Färe, Rolf; Martins-Filho, Carlos; Vardanyan, Michael - In: Journal of productivity analysis 33 (2010) 2, pp. 81-96
Persistent link: https://www.econbiz.de/10008651120
Cover Image
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson; Sandberg, Rickard - 2010
Persistent link: https://www.econbiz.de/10008651719
Cover Image
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Cover Image
Importance sampling for backward SDEs
Bendera, Christian; Moseler, Thilo - 2008
In this paper we explain how the importance sampling technique can be generalized from simulating expectations to computing the initial value of backward SDEs with Lipschitz continuous driver. By means of a measure transformation we introduce a variance reduced version of the forward...
Persistent link: https://www.econbiz.de/10003877018
Cover Image
A Monte Carlo evaluation of the efficiency of the PCSE estimator
Chen, Xiujian; Lin, Shu; Reed, W. Robert - In: Applied economics letters 17 (2010) 1/3, pp. 7-10
Persistent link: https://www.econbiz.de/10003945990
Cover Image
Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Garnier, Josselin; Omrane, Abdennebi; Rouchdy, Youssef - In: European journal of operational research : EJOR 198 (2009) 3, pp. 848-858
Persistent link: https://www.econbiz.de/10003857819
Cover Image
Issues of incompleteness, outliers and asymptotics in high-dimensional data
Karlsson, Peter S. - 2011
Persistent link: https://www.econbiz.de/10008988373