A BOOTSTRAP INTERVAL ESTIMATOR FOR BAYES’ CLASSIFICATION ERROR Chad M. Hawes and Carey E. Priebe Johns Hopkins University Department of Applied Mathematics and Statistics Baltimore, MDABSTRACT

Source URL: www.ams.jhu.edu

INSTRUMENTAL VARIABLES ESTIMATION WITH MANY WEAK INSTRUMENTS USING REGULARIZED JIVE CHRISTIAN HANSEN AND DAMIAN KOZBUR Abstract. We consider instrumental variables regression in models where the number of available instr

Source URL: www.n.ethz.ch

• Statistics
• Estimation theory
• Statistical theory
• Regression analysis
• Statistical inference
• Statistical methods
• Linear regression
• Instrumental variable
• Estimator
• Asymptotic theory
• Shrinkage estimator
• M-estimator

Ann Inst Stat Math:469–490 DOIs10463Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions

Source URL: www.ism.ac.jp

• Statistics
• Estimation theory
• Statistical theory
• Maximum likelihood estimation
• Efficient estimator
• Efficiency
• Estimator
• Asymptotic theory
• Ole Barndorff-Nielsen
• Likelihood function
• Two-step M-estimators involving MLE
• Generalized method of moments

The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market: Online Appendices∗ Lena K¨orber† London School of Economics Bank of England

Source URL: www.statistik.uni-bonn.de

• Mathematical analysis
• Analysis
• Statistics
• Mathematical finance
• Technical analysis
• Estimation theory
• M-estimator
• Robust regression
• Volatility
• Distribution
• Multilateral trading facility
• Limit

Comparing the resolution of Bartlett and MVDR estimators for bottom parameter estimation using pressure and vector sensor short array data

Source URL: www.siplab.fct.ualg.pt

• Estimation theory
• Statistics
• Statistical inference
• Statistical theory
• M-estimators
• Estimator
• Sensor array

Interim Analyses Incorporating Short- and Long-term Endpoints for Binary Correlated Outcomes Julia Niewczas1 , Franz K¨ onig1 , Cornelia Kunz2 June 23, 2016

Source URL: www.ideas-itn.eu

• Estimation theory
• Statistics
• Statistical theory
• Estimator
• M-estimator

Maximum Likelihood and Bayes Modal Ability Estimation in Two-Parametric IRT Models: Derivations and Implementation Norman Rose Institute of Psychology Friedrich Schiller University Jena

Source URL: www.kompetenztest.de

• Statistics
• Statistical theory
• Estimation theory
• Bayesian statistics
• M-estimators
• Maximum likelihood estimation
• Xi
• Bayes estimator
• Likelihood function
• Maximum a posteriori estimation

Estimating Nonlinear Additive Models with Nonstationarities and Correlated Errors1 Michael Vogt2,∗ Christopher Walsh3

Source URL: www.statistik.uni-bonn.de

• Estimation theory
• Statistics
• Statistical theory
• M-estimators
• Statistical inference
• Maximum likelihood estimation
• Estimator

CAM Centre for Applied Microeconometrics Department of Economics University of Copenhagen http://www.econ.ku.dk/CAM/

Source URL: www.econ.ku.dk

• Estimation theory
• Statistics
• Statistical theory
• M-estimators
• Statistical inference
• Regression analysis
• Maximum likelihood estimation
• Estimator
• Extremum estimator
• Generalized method of moments
• Loss function
• Efficiency

Appendix to The Life-Cycle and the Business-Cycle of Wage Risk - Cross-Country Comparisons Christian Bayer Falko Juesseny Universität Bonn and IGIER

Source URL: www.wiwi.uni-bonn.de

• Statistics
• Estimation theory
• Generalized method of moments
• Variance
• Covariance
• British Household Panel Survey
• Estimator
• M-estimator