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Asymptotic results for the regression function estimate on continuous time stationary and ergodic data

Didi, Sultana; Louani, Djamal - In: Statistics & Risk Modeling 31 (2014) 2, pp. 129-150

Abstract This paper is devoted to the study of asymptotic properties of the regression function kernel estimate in the setting of continuous time stationary and ergodic data. More precisely, considering the Nadaraya–Watson type estimator, say m̂ T ( x ) , of the l -indexed regression function...

Persistent link: https://www.econbiz.de/10014621210

On the elicitability of range value at risk

Fissler, Tobias; Ziegel, Johanna F. - In: Statistics & Risk Modeling 38 (2021) 1-2, pp. 25-46

Abstract The debate of which quantitative risk measure to choose in practice has mainly focused on the dichotomy between value at risk (VaR) and expected shortfall (ES). Range value at risk (RVaR) is a natural interpolation between VaR and ES, constituting a tradeoff between the sensitivity of...

Persistent link: https://www.econbiz.de/10014621285

Optimal choice of k n -records in the extreme value index estimation

El Arrouchi, Mohamed; Imlahi, Abdelouahid - In: Statistics & Decisions 23 (2005) 2, pp. 101-115

its consistency and asymptotic normality. The problem of specifying the optimal value of k = k n involved in our …

Persistent link: https://www.econbiz.de/10014621301

Qualitative stability of stochastic programs with applications in asymptotic statistics

Vogel, Silvia - In: Statistics & Decisions 23 (2005) 3, pp. 219-248

results, it is often possible to extend existing consistency statements and assertions on the asymptotic distribution … statistics. Furthermore, it is shown, how ε n -optimal solutions can be dealt with. Emphasis is on strong and weak consistency …

Persistent link: https://www.econbiz.de/10014621309

Keeping pace with change in SMEs: creating and maintaining congruence and consistency in SMEs in transition economies.

Robinson, David A - 2008

orientation involves the creation and maintenance of congruence and consistency in workplace practices. Today's global leaders are … consistency, across ten key areas of leadership practices to meet the ongoing challenges associated with transporting …

Persistent link: https://www.econbiz.de/10009441634

Testing for Consistency in Tourists' Willingness to Pay for New Nature Reserves in the Gulf of Morbihan (France)

Voltaire, Louinord; Nassiri, Abdelhak; Bailly, Denis; … - 2011

In this paper, we develop an empirical test of consistency in contingent willingness topay (WTP) responses, which is …

Persistent link: https://www.econbiz.de/10009442761

Definitions of Biodiversity and Measures of Its Value

Simpson, R. David - 2002

objectives are demonstrated. An example shows that "consistency tests" applied to measures of valuation may not be useful when …

Persistent link: https://www.econbiz.de/10009446690

Asymptotic Theory of General Multivariate GARCH Models

Jiang, Weibin - 2011

application of theorems by Meyn and Tweedie [2009]. Under those conditions, the consistency and asymptotic normality of the QMLE …

Persistent link: https://www.econbiz.de/10009447285

Consistency in Destination Branding: The Impact of Events

Marzano, G.; Scott, N. R. - 2006

event not just in terms of the direct financial contribution that it generates but also in terms of its consistency with the … destination brand values. Consistency as an evaluation criteria concerns how (and if) the interrelationships among the elements of … incorporating consistency as an evaluation criterion of an event. In particular, the results of a content analysis performed using …

Persistent link: https://www.econbiz.de/10009448047

New Wine in Old Bottles: A Sequential Estimation Technique for the LPM

Horrace, William C.; Oaxaca, Ronald L. - 2003

The conditions under which ordinary least squares (OLS) is an unbiased and consistent estimator of the linear probability model (LPM) are unlikely to hold in many instances. Yet the LPM still may be the correct model or a good approximation to the probability generating process. A sequential...

Persistent link: https://www.econbiz.de/10010262097