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A Family Of Improved Estimators In Linear Regression Models With Errors Having Multivariate Student T Distribution
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Book Synopsis A Family of Improved Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution by : Radhey S. Singh
Download or read book A Family of Improved Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution written by Radhey S. Singh and published by . This book was released on 1987 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Inference for Models with Multivariate t-Distributed Errors by : A. K. Md. Ehsanes Saleh
Download or read book Statistical Inference for Models with Multivariate t-Distributed Errors written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2014-10-01 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes the results of various models under normal theory with a brief review of the literature. Statistical Inference for Models with Multivariate t-Distributed Errors: Includes a wide array of applications for the analysis of multivariate observations Emphasizes the development of linear statistical models with applications to engineering, the physical sciences, and mathematics Contains an up-to-date bibliography featuring the latest trends and advances in the field to provide a collective source for research on the topic Addresses linear regression models with non-normal errors with practical real-world examples Uniquely addresses regression models in Student's t-distributed errors and t-models Supplemented with an Instructor's Solutions Manual, which is available via written request by the Publisher
Author :Radhey S. Singh Publisher :Guelph, Ont. : Department of Mathematics and Statistics, University of Guelph ISBN 13 :9780889551671 Total Pages :46 pages Book Rating :4.5/5 (516 download)
Book Synopsis James-Stein Rule Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution by : Radhey S. Singh
Download or read book James-Stein Rule Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution written by Radhey S. Singh and published by Guelph, Ont. : Department of Mathematics and Statistics, University of Guelph. This book was released on 1989 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Pre-testing for Linear Restrictions in a Regression Model with Student-t Errors by : Judith Anne Giles
Download or read book Pre-testing for Linear Restrictions in a Regression Model with Student-t Errors written by Judith Anne Giles and published by . This book was released on 1988 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book ECNOMICS LETTERS written by and published by . This book was released on 1988 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1992 with total page 1572 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Necessary and Sufficient Condition for the Dominance of an Improved Family of Estimators in Linear Regression Models by : V. K. Srivastava
Download or read book A Necessary and Sufficient Condition for the Dominance of an Improved Family of Estimators in Linear Regression Models written by V. K. Srivastava and published by . This book was released on 1985 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Annual review of psychology. 25.1974 by : Mark R. Rosenzweig
Download or read book Annual review of psychology. 25.1974 written by Mark R. Rosenzweig and published by Popular Prakashan. This book was released on 1974 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Theory and Method Abstracts by :
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1999 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Multivariate GARCH models. The time varying variance-covariance for the exchange rate by : Tekle Bobo
Download or read book Multivariate GARCH models. The time varying variance-covariance for the exchange rate written by Tekle Bobo and published by GRIN Verlag. This book was released on 2020-11-03 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: Literature Review from the year 2020 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, , language: English, abstract: This paper is a review to the GARCH family’s models. Since the seminal paper of Engle from 1982, much advancement has been made in understanding GARCH models and their multivariate extensions. In MGARCH models parsimonious models should be used to overcome the difficulty of estimating the VEC model ensuring MGARCH modeling is to provide a realistic and parsimonious specification of the variance matrix ensuring its positivity. BEKK models are flexible but require too many parameters for multiple time series of more than four elements. BEKK models are much more parsimonious but very restrictive for the cross-dynamics. They are not suitable if volatility transmission is the object of interest, but they usually do a good job in representing the dynamics of variances and covariance. DCC models allow for different persistence between variances and correlations, but impose common persistence in the latter (although this may be relaxed) Student’s t distribution assumption is more proper under negative skewness and high kurtosis of return series. Understanding and predicting the temporal dependence in the second-order moments of asset returns is important for many issues in financial econometrics. It is now widely accepted that financial volatilities move together over time across assets and markets. Recognizing this feature through a multivariate modeling framework leads to more relevant empirical models than working with separate univariate models. From a financial point of view, it opens the door to better decision tools in various areas, such as asset pricing, portfolio selection, option pricing, and hedging and risk management. Indeed, unlike at the beginning of the 1990s, several institutions have now developed the necessary skills to use the econometric theory in a financial perspective.
Book Synopsis Comparisons Between Some Estimators in Functional Errors-in-Variables Regression Models by : Raymond J. Carroll
Download or read book Comparisons Between Some Estimators in Functional Errors-in-Variables Regression Models written by Raymond J. Carroll and published by . This book was released on 198? with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report studies the functional errors-in-variables regression model. In the case of no equation error (all randomness due to measurement errors), the maximum likelihood estimator computed assuming normality is asymptotically better than the usual moments estimator, even if the errors are not normally distributed. For certain statistical problems such as randomized two group analysis of covariance, the least squares estimate is shown to be better than the aformentioned errors-in-variables methods for estimating certain important contrasts.
Book Synopsis Introduction to Robust Estimation and Hypothesis Testing by : Rand R. Wilcox
Download or read book Introduction to Robust Estimation and Hypothesis Testing written by Rand R. Wilcox and published by Academic Press. This book was released on 2012-01-12 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--
Book Synopsis Theory of Point Estimation by : Erich L. Lehmann
Download or read book Theory of Point Estimation written by Erich L. Lehmann and published by Springer Science & Business Media. This book was released on 2006-05-02 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".
Book Synopsis PISA 2022 Technical Report by : OECD
Download or read book PISA 2022 Technical Report written by OECD and published by OECD Publishing. This book was released on 2024-03-01 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Technical Report has been prepared by those who implemented PISA during its 2022 cycle to provide transparency to these procedures and to the statistical and mathematical methods that underpin the comparability and validity of PISA 2022 results.
Book Synopsis Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) by : Cheng Few Lee
Download or read book Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Book Synopsis Orthonormal Series Estimators by : Odile Pons
Download or read book Orthonormal Series Estimators written by Odile Pons and published by World Scientific. This book was released on 2020-01-22 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The approximation and the estimation of nonparametric functions by projections on an orthonormal basis of functions are useful in data analysis. This book presents series estimators defined by projections on bases of functions, they extend the estimators of densities to mixture models, deconvolution and inverse problems, to semi-parametric and nonparametric models for regressions, hazard functions and diffusions. They are estimated in the Hilbert spaces with respect to the distribution function of the regressors and their optimal rates of convergence are proved. Their mean square errors depend on the size of the basis which is consistently estimated by cross-validation. Wavelets estimators are defined and studied in the same models.The choice of the basis, with suitable parametrizations, and their estimation improve the existing methods and leads to applications to a wide class of models. The rates of convergence of the series estimators are the best among all nonparametric estimators with a great improvement in multidimensional models. Original methods are developed for the estimation in deconvolution and inverse problems. The asymptotic properties of test statistics based on the estimators are also established.
