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pro vyhledávání: '"finite-sample distribution"'
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Autor:
Kan, Raymond, Smith, Daniel R.
Publikováno v:
Management Science, 2008 Jul 01. 54(7), 1364-1380.
Externí odkaz:
https://www.jstor.org/stable/20122481
Autor:
Pötscher, Benedikt M.
Publikováno v:
Lecture Notes-Monograph Series, 2006 Jan 01. 52, 113-129.
Externí odkaz:
https://www.jstor.org/stable/20461432
Autor:
Lumsdaine, Robin L.
Publikováno v:
Journal of Business & Economic Statistics, 1995 Jan 01. 13(1), 1-10.
Externí odkaz:
https://www.jstor.org/stable/1392516
Autor:
Bera, Anil K., Robinson, Peter M.
Publikováno v:
Journal of Business & Economic Statistics, 1989 Jul 01. 7(3), 343-352.
Externí odkaz:
https://www.jstor.org/stable/1391531
Autor:
Old, Oliver
In this paper, the finite-sample properties of symmetric GARCH and asymmetric GJR-GARCH models in the presence of time-varying long term variance are considered. In particular, the deterministic spline-GARCH model is investigated by Monte-Carlo simul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86939b0103290e4507fc2bb25a4d8ec3
Autor:
Benedikt M. Pötscher, Ulrike Schneider
Publikováno v:
Electron. J. Statist. 5 (2011), 1876-1934
We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with n. In addition to the case of known error-variance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::554c5d8d4993c110367996d3d29ff438
http://arxiv.org/abs/1106.6002
http://arxiv.org/abs/1106.6002
Autor:
Benedikt M. Poetscher, Hannes Leeb
We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selecti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34824f71e70bfb090e6630ef9c8940e4
http://arxiv.org/abs/0711.0660
http://arxiv.org/abs/0711.0660
Autor:
Rien Wagenvoort, Jeroen Hinloopen
Publikováno v:
Communications in Statistics-Simulation and Computation, 43(6), 1304. Taylor and Francis Ltd.
Communications in Statistics: Simulation and Computation, 43(6), 1304-1317. Taylor and Francis Ltd.
Communications in Statistics: Simulation and Computation, 43(6), 1304-1317. Taylor and Francis Ltd.
We derive the exact finite sample distribution of the L-1 -version of the Fisz-Cramer-von Mises test statistic (FCvM(1)). We first characterize the set of all distinct sample p-p plots for two balanced samples of size n absent ties. Next, we order th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04378e66c6dcb152934d7b9b6ad98c35
https://dspace.library.uu.nl/handle/1874/323904
https://dspace.library.uu.nl/handle/1874/323904
Autor:
Jeroen Hinloopen
We derive the exact finite sample distribution of the L1-version ofthe Fisz-Cramér-von Mises test statistic (L1-FCvM). We first characterizethe set of all distinct sample p-p plots for two balanced sampleof size n absent ties. Next, we order this se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::156fb28c9007f27efc3d1c1899ab065c
http://papers.tinbergen.nl/11083.pdf
http://papers.tinbergen.nl/11083.pdf