Results 31 to 40 of about 8,348 (152)
Nonclassical Measurement Error in Farmland Markets with Implications for Ricardian Analysis
Abstract Nonclassical measurement error threatens the validity of empirical economic models. We examine the extent to which land value measures that are commonly used in studies of the US farmland market are subject to nonclassical measurement error. We consider differences in county‐level land values from two popular data sources: (1) self‐reported ...
Daniel P. Bigelow, Margaret Jodlowski
wiley +1 more source
Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
The first part of the paper is dedicated to the construction of a nonparametric confidence interval for a conditional quantile with a level depending on the sample size.
L. Gardes
semanticscholar +1 more source
Abstract Purpose The purpose of this study was to develop a method for evaluating intraocular lens (IOL) formula constant uncertainties using two modern statistical techniques—jackknife and bootstrap resampling. Methods Using two datasets (dataset 1: 888 eyes treated with the aberration correcting Hoya Vivinex IOL, dataset 2: 821 eyes with the ...
Achim Langenbucher+5 more
wiley +1 more source
Adjusted empirical likelihood estimation of the youden index and associated threshold for the bigamma model [PDF]
The Youden index is a widely used measure in the framework of medical diagnostic, where the effectiveness of a biomarker (screening marker or predictor) for classifying a disease status is studied.
Letón, Emilio, Molanes, Elisa M.
core +1 more source
Late payments, higher prices? An experimental investigation of competitive procurement
Abstract The decision to pay one's supplier late is commonplace across global supply chains and, arguably, a key challenge for many businesses. In a multiple‐methods study, we contribute to the literature by documenting important empirical and anecdotal features about the likelihood and severity of late payments, formulating and solving a theoretical ...
Matthew J. Walker, Kyle Hyndman
wiley +1 more source
Sequential Quantiles via Hermite Series Density Estimation
Sequential quantile estimation refers to incorporating observations into quantile estimates in an incremental fashion thus furnishing an online estimate of one or more quantiles at any given point in time.
Macdonald, Iain+2 more
core +1 more source
Alternative Approaches for Estimating Highest‐Density Regions
Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley +1 more source
Inference on Breakdown Frontiers
Given a set of baseline assumptions, a breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First,
Masten, Matthew A., Poirier, Alexandre
core +1 more source
Monitoring panels of sparse functional data
Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta+2 more
wiley +1 more source
Testing Mean Stability of Heteroskedastic Time Series
ABSTRACT Time series models are often fitted to the data without preliminary checks for stability of the mean and variance, conditions that may not hold in much economic and financial data, particularly over long periods. Ignoring such shifts may result in fitting models with spurious dynamics that lead to unsupported and controversial conclusions ...
Violetta Dalla+2 more
wiley +1 more source