-consistent theory

Results: 313



#Item
161Control theory / Filter theory / Linear filters / Robot control / Kalman filter / Economic indicator / Dynamic factor / Estimation theory / Filter / Statistics / Signal processing / Electronic engineering

Microsoft Word - Consistent Indexes_WPrev.doc

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Source URL: www.philadelphiafed.org

Language: English - Date: 2004-08-26 14:29:33
162Variance / Generalized method of moments / Missing data / M-estimator / Identifiability / Sample mean and sample covariance / Consistent estimator / Covariance / Entailment / Statistics / Estimation theory / Sampling

Public Disclosure Authorized Public Disclosure Authorized WPS3711 An Econometric Method of Correcting for Unit Nonresponse Bias in Surveys

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Source URL: www-wds.worldbank.org

Language: English - Date: 2007-12-09 03:16:03
163Econometrics / Statistical inference / Data analysis / Sharpe ratio / Normal distribution / M-estimator / Estimator / Heteroscedasticity-consistent standard errors / Generalized method of moments / Statistics / Estimation theory / Statistical theory

The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim

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Source URL: edge-fund.com

Language: English - Date: 2005-10-27 17:23:24
164Change detection / Estimation theory / Statistical forecasting / Trend estimation / Ning / Economic model / Business cycle / Macroeconomic model / Statistics / Time series analysis / Macroeconomics

Data Alignment DND De…ning Consistent Measurements

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Source URL: www.szgerzensee.ch

Language: English - Date: 2014-05-16 09:37:15
165Econometrics / Regression analysis / M-estimators / Loss function / Linear regression / Parametric model / Consistent estimator / Regularization / Degrees of freedom / Statistics / Estimation theory / Statistical theory

Dirty Statistical Models Pradeep Ravikumar Department of Computer Science University of Texas at Austin [removed]

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Source URL: www.cs.utexas.edu

Language: English - Date: 2013-11-07 09:47:43
166Statistical theory / Maximum likelihood / Estimator / Consistent estimator / Resampling / Point estimation / Efficiency / Efficient estimator / Fisher consistency / Statistics / Estimation theory / Statistical inference

Discussion paper[removed]SPLIT-PANEL JACKKNIFE ESTIMATION OF FIXED-EFFECT MODELS

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Source URL: spire.sciencespo.fr

Language: English
167Maximum likelihood / Sufficient statistic / Loss function / Consistent estimator / Dimensional analysis / Matching / Bipartite graph / Fisher information / Statistics / Statistical theory / Estimation theory

Exponential Family Graph Matching and Ranking James Petterson, Tib´erio S. Caetano, Julian J. McAuley and Jin Yu NICTA - Australian National University Canberra, Australia Abstract

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Source URL: www.tiberiocaetano.com

Language: English - Date: 2009-09-15 15:57:54
168Economics / Portfolio optimization / Portfolio / Performance attribution / Beta / Modern portfolio theory / RiskMetrics / Financial economics / Investment / Finance

Axioma Research Paper No. 045 June 12, 2013 Alpha Construction in a Consistent Investment Process

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Source URL: axioma.com

Language: English
169Statistical inference / M-estimators / Statistical models / Maximum likelihood / Normal distribution / Estimator / Covariance / Consistent estimator / Parametric model / Statistics / Estimation theory / Statistical theory

A method of moments estimator of tail dependence

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Source URL: bib.irb.hr

Language: English - Date: 2009-05-20 07:18:32
170Least squares / Estimation theory / Simultaneous equation methods / Gauss–Markov theorem / Heteroscedasticity-consistent standard errors / Ordinary least squares / Linear least squares / Covariance / Variance / Statistics / Regression analysis / Econometrics

OLS in Matrix Form 1 The True Model • Let X be an n × k matrix where we have observations on k independent variables for n observations. Since our model will usually contain a constant term, one of the columns in

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Source URL: files.nyu.edu

Language: English - Date: 2009-08-25 15:36:08
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