Showing 8,911 - 8,920 of 8,937
In this paper we describe methods and evaluate programs for linear regression by maximum likelihood when the errors have a heavy tailed stable distribution. The asymptotic Fisher information matrix for both the regression coefficients and the error distribution parameters are derived, giving...
Persistent link: https://www.econbiz.de/10010608473
In developing decision-making models for the evaluation of medical procedures, the model parameters can be estimated by fitting the model to data observed in trial studies. For complex models that are implemented by discrete event simulation (microsimulation) of individual life histories, the...
Persistent link: https://www.econbiz.de/10010731691
We propose a fast resample method for two step nonlinear parametric and semiparametric models, which does not require recomputation of the second stage estimator during each resample iteration. The fast resample method directly exploits the score function representations computed on each...
Persistent link: https://www.econbiz.de/10010753478
COVID-19 vaccinations have been shown to be safe, efficacious, and life-saving. They, like other vaccines, do not entirely protect everyone who receives them, and no one knows how effectively they can prevent people from spreading the virus to others or whether the booster dosage is dangerous to...
Persistent link: https://www.econbiz.de/10014447645
COVID-19 vaccinations have been shown to be safe, efficacious, and life-saving. They, like other vaccines, do not entirely protect everyone who receives them, and no one knows how effectively they can prevent people from spreading the virus to others or whether the booster dosage is dangerous to...
Persistent link: https://www.econbiz.de/10014245348
Persistent link: https://www.econbiz.de/10005802240
There are several possibilities to introduce skewness into a symmetric distribution. One of these procedures applies two dfferent parameters of scale - with possibly different weights - to the positive and the negative part of a symmetric density. Within this work we show that this technique...
Persistent link: https://www.econbiz.de/10008543752
In this article, we are intending to present a score function in order to calculate the bankrupt risk for a special domain: feed distribution. All analysis models of the bankruptcy risk have at their basis a score function according to which it is determined with approximation whether the...
Persistent link: https://www.econbiz.de/10008492152
The study of the risk has become very important in the last years, due to the increase of the competition on the Romanian market and also due to the consolidation of the market economy mechanisms that have determined the augmentation of the number of bankruptcies in Romania. The...
Persistent link: https://www.econbiz.de/10005001818
Persistent link: https://www.econbiz.de/10005166794