Results 21 to 30 of about 167,561,462 (173)
Bayesian Nonparametric Inference for a Multivariate Copula Function [PDF]
, 2014 The paper presents a general Bayesian nonparametric approach for estimating a high dimensional copula. We first introduce the skew-normal copula, which we then extend to an infinite mixture model.
Wu, Juan, Wang, Xue, Walker, Stephen G.
core +1 more source
Intersection Bounds: estimation and inference [PDF]
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially
Adam Rosen +2 more
core +2 more sources
Canadian Journal of Statistics, EarlyView.Abstract Homogeneous normalized random measures with independent increments represent a broad class of Bayesian nonparametric priors and thus are widely used. In this article, we obtain the strong law of large numbers, the central limit theorem (CLT), and the functional central limit theorem (fCLT) of such measures when the concentration parameter a ...
Junxi Zhang, Shui Feng, Yaozhong Hu
wiley +1 more source
Sparse maximum likelihood estimation of regression models
Canadian Journal of Statistics, EarlyView.Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley +1 more source
Nonparametric predictive inference with right-censored data [PDF]
, 2002 This thesis considers nonparametric predictive inference for lifetime data that include right-censored observations. The assumption A((_m)) proposed by Hill in 1968 provides a partially specified predictive distribution for a future observation given ...
Yan, Ke-Jian
core
Journal of Applied Econometrics, EarlyView.ABSTRACT While existing work shows COVID‐19 stay‐at‐home (SAH) policies decreased mobility on average, we lack evidence regarding heterogeneity in policy effectiveness across US counties. To uncover potential heterogeneity, we implement a novel two‐stage approach.
James Sears +5 more
wiley +1 more source
Sustainable Development, EarlyView.ABSTRACT Sub‐Saharan Africa (SSA) faces pressing financing and structural transitions to achieve the 2030 Agenda, yet the distributional relationships linking financial inclusion and renewable energy adoption to sustainable development goal (SDG) achievement remain underexplored. This study investigates the roles of multidimensional financial inclusion
Mehdi Seraj +2 more
wiley +1 more source
Sustainable Development, EarlyView.ABSTRACT As Gulf Cooperation Council (GCC) economies pursue simultaneous commitments to national AI strategies, renewable energy targets, and Paris Agreement pledges, a key sustainable‐management question remains empirically unresolved: does digital and AI investment genuinely advance energy security and environmental sustainability in hydrocarbon ...
Alanoud Al‐Maadid +2 more
wiley +1 more source
Managing Procurement Auction Failure: Bid Requirements or Reserve Prices?
The RAND Journal of Economics, EarlyView.ABSTRACT This paper examines bid requirements, where the government may cancel a procurement contract unless two or more bids are received. Using a first‐price auction model with endogenous entry, we compare the bid requirement and reserve price mechanisms in terms of auction failure and procurement costs.
Jun Ma, Vadim Marmer, Pai Xu
wiley +1 more source
Do Training Programmes Improve Awareness of Sustainable Finance?
Accounting &Finance, EarlyView.ABSTRACT Many initiatives worldwide aim to improve financial knowledge through training programmes at different levels of education. In this context, it is worth highlighting that sustainable finance knowledge should receive attention in line with the global challenges (climate change, social and economic inequalities, etc.) society is facing ...
Carmen González‐Velasco +8 more
wiley +1 more source