M-estimator

Results: 410



#Item
91M-estimators / Econometrics / Maximum likelihood / Normal distribution / Consistent estimator / Characteristic function / Efficient estimator / Generalized method of moments / Bayes estimator / Statistics / Estimation theory / Statistical theory

Estimation of L�evy Processes in Mathematical Finance: A Comparative Study

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:55:07
92Statistical inference / M-estimators / Maximum likelihood / Logarithm / Estimator / Maximum spacing estimation / Statistics / Estimation theory / Statistical theory

CURRENT STATUS DATA WITH COMPETING RISKS: CONSISTENCY AND RATES OF CONVERGENCE OF THE MLE By Piet Groeneboom, Marloes H. Maathuis∗ and Jon A. Wellner† Delft University of Technology and Vrije Universiteit Amsterdam,

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Source URL: www.stat.washington.edu

Language: English - Date: 2007-05-04 16:07:06
93Regression analysis / Statistical theory / Parametric statistics / M-estimator / Ordinary least squares / Robust statistics / T-statistic / Asymptotic theory / Least squares / Statistics / Estimation theory / Econometrics

Discussion Papers Department of Economics University of Copenhagen No

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Source URL: www.econ.ku.dk

Language: English - Date: 2008-02-05 07:30:44
94Estimation theory / Statistical inference / Design of experiments / Linear regression / Average treatment effect / Robust statistics / Estimator / M-estimator / Interaction / Statistics / Econometrics / Regression analysis

Title stata.com teffects intro — Introduction to treatment effects for observational data Description

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Source URL: www.stata.com

Language: English - Date: 2014-12-10 18:57:05
95Monte Carlo methods / Statistical theory / Decision theory / Estimator / M-estimator / Importance sampling / Mean squared error / Bias of an estimator / Regret / Statistics / Estimation theory / Statistical inference

Adaptive Monte Carlo via Bandit Allocation James Neufeld JNEUFELD @ UALBERTA . CA Andr´as Gy¨orgy GYORGY @ UALBERTA . CA Dale Schuurmans

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Source URL: www.ualberta.ca

Language: English - Date: 2014-05-12 20:06:51
96Regression analysis / Estimation theory / Generalized method of moments / Instrumental variable / Heteroscedasticity-consistent standard errors / Linear regression / M-estimator / Maximum likelihood / Endogeneity / Statistics / Econometrics / Economics

Title stata.com ivregress — Single-equation instrumental-variables regression Description Options

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Source URL: www.stata.com

Language: English - Date: 2015-04-07 21:48:38
97Statistical theory / Statistical inference / Mathematics / M-estimators / Maximum likelihood / Monotonic function / Bayes estimator / Consistent estimator / Convex function / Estimation theory / Mathematical analysis / Statistics

45 Statistica NeerlandicaVol. 64, nr. 1, pp. 45–70 doi:j00438.x Estimation of a k -monotone density: characterizations, consistency and minimax

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Source URL: www.stat.washington.edu

Language: English - Date: 2010-01-27 12:27:38
98Econometrics / Statistical inference / Regression analysis / Generalized method of moments / Efficient estimator / Estimator / M-estimator / Linear regression / Instrumental variable / Statistics / Estimation theory / Statistical theory

Semiparametric Estimators for Conditional Moment Restrictions Containing Nonparametric Functions: Comparison of GMM and Empirical Likelihood Procedures

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:37:29
99Non-parametric statistics / Statistical theory / Regression analysis / Kernel regression / Errors-in-variables models / M-estimator / Statistics / Econometrics / Estimation theory

C OMPONENTWISE CLASSIFICATION OF FUNCTIONAL DATA A URORE D ELAIGLE , J OINT

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Source URL: www.statsoc.org.au

Language: English - Date: 2014-03-27 21:13:25
100Statistical inference / Bayesian statistics / Econometrics / Maximum likelihood / Markov chain / Confidence interval / Bayesian inference / Nuisance parameter / Bayes estimator / Statistics / Estimation theory / Statistical theory

Draft version March 26, 2015 Preprint typeset using LATEX style emulateapj vESTIMATING THE GALACTIC MASS PROFILE IN THE PRESENCE OF INCOMPLETE DATA Gwendolyn M. Eadie1 , William E. Harris1 , and Lawrence M. Widr

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Source URL: lanl.arxiv.org

Language: English - Date: 2015-03-26 00:39:45
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