Results 131 to 140 of about 2,520,335 (197)

IDENTIFICATION AND ESTIMATION OF NONPARAMETRIC STRUCTURAL [PDF]

open access: yes
This paper concerns a new statistical approach to instrumental variables (IV) method for nonparametric structural models with additive errors. A general identifying condition of the model is proposed, based on richness of the space generated by marginal ...
Woocheol Kim
core  

On the Number of alpha-Pivotal Players [PDF]

open access: yes
We show that bounds like those of Al-Najjar and Smorodinsky (J. Econ. Theory, 2000) as well as of Gradwohl et al. (Math. Oper. Res., 2009) on the number of alpha-pivotal agents can be obtained by decomposition of variance. All these bounds have a similar
Johannes Gerd Becker
core  

THE GENERALIZED COMPOSITE COMMODITY THEOREM AND FOOD DEMAND ESTIMATION [PDF]

open access: yes
This paper reports tests of aggregation over consumer food products and estimates of aggregate food demand elasticities. Evidence that food demand variables follow unit root processes leads us to build on and simplify tests of the Generalized Composite ...
Levedahl, J. William   +2 more
core  

Wind load identification algorithm based on a reduced order and dimensionality reduction model

open access: yes工程科学与技术
ObjectiveThe accurate identification of wind loads represents a fundamental requirement for the design, health monitoring, and safety assessment of contemporary high-rise buildings.
HUANG Jinshan   +4 more
doaj  

Parameter estimation in nonlinear AR–GARCH models [PDF]

open access: yes
This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general ...
Mika Meitz, Pentti Saikkonen
core  

A generalized Stein's estimation approach to speech enhancement based on perceptual criteria

open access: yes, 2012
We address the problem of speech enhancement using a risk- estimation approach. In particular, we propose the use the Stein’s unbiased risk estimator (SURE) for solving the problem. The need for a suitable finite-sample risk estimator arises because the
Krishnan, Sunder Ram   +1 more
core  

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