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general pilot estimators, e.g., the median, resulting in better detection properties. A simulation study indicates that our …
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Research in combining of economic forecasts made by several research institutes on the same economic variable has focused on estimation, hoping that the combined forecast will be improved by taking into account the expert opinions of the institutes. We provide a confidence interval on the...
Persistent link: https://www.econbiz.de/10009772049
In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential nonparametric kernel procedures under local nonparametric...
Persistent link: https://www.econbiz.de/10010509828
approximately the same estimation results. The advantage of simulation over Gauss Hermite quadrature is a marked reduction in … quadrature points, thus the computational advantage of Halton based simulation vanishes in our example with one and two …
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