Consistent estimator

Results: 182



#Item
91Maximum 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
92Statistical 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
93Econometrics / 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: w.edge-fund.com

Language: English - Date: 2005-10-27 17:23:24
94Statistical theory / Signal processing / Regression analysis / Autocorrelation / Estimator / Newey–West estimator / Consistent estimator / Mean squared error / Variance / Statistics / Estimation theory / Statistical inference

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1060 November[removed]Nonparametric HAC Estimation for

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Source URL: federalreserve.gov

Language: English - Date: 2013-07-22 12:23:11
95Statistical inference / Regression analysis / Statistical theory / Estimator / Linear regression / T-statistic / Consistent estimator / Simple linear regression / First-difference estimator / Statistics / Estimation theory / Parametric statistics

The Stanbaugh Bias in Panel Predictive Regressions

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Source URL: federalreserve.gov

Language: English - Date: 2008-01-17 10:48:01
96Statistical inference / Least squares / Regression analysis / Estimator / Bias of an estimator / Consistent estimator / Generalized least squares / Maximum likelihood / Mean squared error / Statistics / Estimation theory / Statistical theory

Statistics & Operations Research Transactions SORT[removed]January-June 2009, 49-70 ISSN: [removed]www.idescat.net/sort Statistics &

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Source URL: www.idescat.cat

Language: English - Date: 2010-11-29 02:39:04
97Markov processes / Statistical theory / Econometrics / Markov chain / Semi-Markov process / Estimator / Consistent estimator / Delta method / Renewal theory / Statistics / Statistical inference / Estimation theory

Idescat.SORT.Nonparametric estimation of the expected accumulated reward for semi-Markov chains.Volume 33 (2)

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Source URL: www.idescat.cat

Language: English - Date: 2010-11-29 02:38:50
98Statistical theory / Regression analysis / Signal processing / Bias of an estimator / Estimator / Variance / Covariance / Heteroscedasticity-consistent standard errors / Importance sampling / Statistics / Estimation theory / Statistical inference

ESTIMATING THE MODEL VARIANCE OF A RANDOMIZATION-CONSISTENT REGRESSION ESTIMATOR Phillip S. Kott and K.R.W . Brewer National Agricultural Statistics Service, Fairfax, VA 20230, USA and Au stralia n National U niversity,

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Source URL: nass.usda.gov

Language: English - Date: 2010-12-22 12:14:37
99Statistics / Science / Mathematical sciences / Maximum likelihood / Consistent estimator / Estimation theory / Mathematical optimization / Dimensional analysis

Finite Sample Convergence Rates of Zero-Order Stochastic Optimization Methods John C. Duchi1 Michael I. Jordan1,2 Martin J. Wainwright1,2

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Source URL: www.cs.berkeley.edu

Language: English - Date: 2012-11-25 05:13:54
100Regression analysis / Statistical inference / Statistical theory / Generalized method of moments / Estimator / M-estimator / Instrumental variable / Fixed effects model / Consistent estimator / Statistics / Estimation theory / Econometrics

Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists Ruth A. Judson [removed] Ann L. Owen

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:43:08
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