Higher Order Mean Squared Error of Generalized Method of Moments Estimators for Nonlinear Models [PDF]
Discrete Dynamics in Nature and Society, 2014 Generalized method of moments (GMM) has been widely applied for estimation of nonlinear models in economics and finance. Although generalized method of moments has good asymptotic properties under fairly moderate regularity conditions, its finite sample performance is not very well.
Yi Hu +3 more
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The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment [PDF]
ASTIN Bulletin, 2006 We discuss some questionable points of the approach taken in the paper by Buchwalder, Bühlmann, Merz and Wüthrich and come to the conclusion that this approach does not yield an improvement of Mack’s original formula. The main reason is that the new approach disregards the negative correlation of the squares of the development factors. The same applies
Mack, Thomas +2 more
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Tomlinson Harashima precoding design for non-regenerative MIMO relay networks [PDF]
, 2011 In this paper we consider the design of minimum mean square error (MMSE) transceivers for non-regenerative multiple input multiple output (MIMO) relay systems.
Millar, Andrew Paul +2 more
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Sutte Indicator: an approach to predict the direction of stock market movements [PDF]
, 2018 The purpose of this research is to apply technical analysis of Sutte Indicator in stock trading which will assist in the investment decision making process i.e. buying or selling shares. This research takes data of "A" on the Indonesia Stock Exchange(IDX
Ahmar, Ansari Saleh
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Investigation on Performance of Neural Networks Using Quadratic Relative Error Cost Function
IEEE Access, 2019 The performance of neural networks with quadratic cost function (MSE cost function) is analyzed in terms of the adjustment rate of weights and its performance in multi-magnitude data processing using a qualitative mathematical method based on mean ...
Ning Zhang +3 more
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IET Radar, Sonar & Navigation, 2021 The false alarm of a fault detection module in aircraft will interfere with flight. If there is a time‐offset between the inertial navigation system (INS) and air data system (ADS), the probability of a false alarm (PFA) of the fault detection module ...
Zhenwei Li +3 more
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New White Method of Parameters and Reliability Estimation for Transmuted Power Function Distribution
مجلة بغداد للعلوم, 2022 In this paper, an estimate has been made for parameters and the reliability function for Transmuted power function (TPF) distribution through using some estimation methods as proposed new technique for white, percentile, least square, weighted least ...
Makki A. Mohammed Salih +1 more
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Assessment of spatial interpolation techniques for drought severity analysis in Salt Lake Basin [PDF]
Desert, 2021 Drought risk management requires drought monitoring which is usually carried out by applying different drought indices which are, effectively, continuous functions of precipitation and other meteorological data.
Amir R. Keshtkar, N. Moazami, A. Afzali
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Estimating the mean effect size in meta-analysis: Bias, precision, and mean squared error of different weighting methods [PDF]
Behavior Research Methods, Instruments, & Computers, 2003 Although use of the standardized mean difference in meta-analysis is appealing for several reasons, there are some drawbacks. In this article, we focus on the following problem: that a precision-weighted mean of the observed effect sizes results in a biased estimate of the mean standardized mean difference.
Wim, Van Den Noortgate, Patrick, Onghena
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Thermal field reconstruction based on weighted dictionary learning
IET Circuits, Devices and Systems, 2022 Dynamic thermal management (DTM) is applied to address the thermal problem of high performance very‐large‐scale integrated chips. The false alarm rate (FAR) can be used to evaluate the impact of full‐chip thermal field reconstruction accuracy on DTM.
Tianyi Zhang +3 more
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