Results 11 to 20 of about 178,120 (310)
Generalized Method of Trimmed Moments [PDF]
SSRN Electronic Journal, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cizek, P.
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SELECTION MOMENTS AND GENERALIZED METHOD OF MOMENTS FOR HETEROSKEDASTIC MODELS [PDF]
Economica, 2016 In this paper, the authors describe the selection methods for moments and the application of the generalized moments method for the heteroskedastic models. The utility of GMM estimators is found in the study of the financial market models.
Constantin ANGHELACHE +2 more
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Local generalised method of moments: an application to point process-based rainfall models. [PDF]
Environmetrics, 2015 Long series of simulated rainfall are required at point locations for a range of applications, including hydrological studies. Clustered point process-based rainfall models have been used for generating such simulations for many decades.
Kaczmarska JM, Isham VS, Northrop P.
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On the Adequacy of Some Low-Order Moments Method to Simulate Certain Particle Removal Processes
Colloids and Interfaces, 2021 The population balance is an indispensable tool for studying colloidal, aerosol, and, in general, particulate systems. The need to incorporate spatial variation (imposed by flow) to it invokes the reduction of its complexity and degrees of freedom.
Margaritis Kostoglou +1 more
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Stochastic Generalized Method of Moments [PDF]
Journal of Computational and Graphical Statistics, 2011 The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function.
Yin, Guosheng +3 more
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Consistency of a method of moments estimator based on numerical solutions to asset pricing models [PDF]
, 1993 This paper considers the properties of estimators based on numerical solutions to a class of economic models. In particular, the numerical methods discussed are those applied in the solution of linear integral equations, specifically Fredholm equations ...
Burnside, C., Craig Burnside, A
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Method-of-Moments Modeling of Conducting Objects within the Fast Irregular Antenna Field Transformation Algorithm [PDF]
, 2022 Reducing near-field measurement times is an important challenge for future antenna measurement systems. We propose to incorporate knowledge about material parameters of the antenna measurement environment within the simulation model.
Jonas Kornprobst (8175285) +3 more
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Meta-analysis of independent datasets using constrained generalised method of moments
Statistical Theory and Related Fields, 2020 We propose a constrained generalised method of moments (CGMM) for enhancing the efficiency of estimators in meta-analysis in which some studies do not measure all covariates associated with the response or outcome.
Menghao Xu, Jun Shao
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Relaxation Projections and the Method of Moments [PDF]
, 2000 Theory in spatial ecology has to steer a narrow and challenging course between the Scylla of oversimplification and the Charybdis of intractability. Until about 15 years ago, most of theoretical ecology was based on the mean-field paradigm, thus targeting well-mixed ecological systems.
Dieckmann, U., Law, R.
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