Zobrazeno 1 - 10
of 43 986
pro vyhledávání: '"error models"'
This work presents the spatial error model with heteroskedasticity, which allows the joint modeling of the parameters associated with both the mean and the variance, within a traditional approach to spatial econometrics. The estimation algorithm is b
Externí odkaz:
http://arxiv.org/abs/2411.13432
We propose new copula-based models for multivariate time series having continuous or discrete distributions, or a mixture of both. These models include stochastic volatility models and regime-switching models. We also propose statistics for testing i
Externí odkaz:
http://arxiv.org/abs/2410.24003
Autor:
Ma, Yilun, Greene, Jenny E., Setton, David J., Volonteri, Marta, Leja, Joel, Wang, Bingjie, Bezanson, Rachel, Brammer, Gabriel, Cutler, Sam E., Dayal, Pratika, van Dokkum, Pieter, Furtak, Lukas J., Glazebrook, Karl, Goulding, Andy D., de Graaff, Anna, Kokorev, Vasily, Labbe, Ivo, Pan, Richard, Price, Sedona H., Weaver, John R., Williams, Christina C., Whitaker, Katherine E., Zitrin, Adi
JWST has revealed an abundance of compact, red objects at $z\approx5-8$ dubbed "little red dots" (LRDs), whose SEDs display a faint blue UV continuum followed by a steep rise in the optical. Despite extensive study of their characteristic V-shaped SE
Externí odkaz:
http://arxiv.org/abs/2410.06257
Quantum error-correcting codes, such as subspace, subsystem, and Floquet codes, are typically constructed within the stabilizer formalism, which does not fully capture the idea of fault-tolerance needed for practical quantum computing applications. I
Externí odkaz:
http://arxiv.org/abs/2407.13826
In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is misspecified.
Externí odkaz:
http://arxiv.org/abs/2409.16463
Autor:
Jiang, Fei, Ma, Yanyuan
We study the well known difficult problem of prediction in measurement error models. By targeting directly at the prediction interval instead of the point prediction, we construct a prediction interval by providing estimators of both the center and t
Externí odkaz:
http://arxiv.org/abs/2405.10461
The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has significant lim
Externí odkaz:
http://arxiv.org/abs/2406.08685
Autor:
Xue, Lin1 (AUTHOR) linx.stats@gmail.com, Wang, Liqun1 (AUTHOR) liqun.wang@umanitoba.ca
Publikováno v:
Econometrics (2225-1146). Sep2024, Vol. 12 Issue 3, p21. 14p.
