Results 101 to 110 of about 30,695 (301)
Newsvendor under Ambiguity and Misspecification
Manufacturing & Service Operations ManagementWe consider a newsvendor problem with unknown demand distribution, where we distinguish ambiguity under which the newsvendor does not differentiate demand distributions of common characteristics (e.g., mean and variance) and misspecification under which such characteristics might be misspecified (due to, e.g., estimation error and/or distribution shift)
Feng Liu +3 more
openaire +2 more sources
Inference for Iterated GMM Under Misspecification and Clustering
, 2018 This paper develops a new distribution theory and inference methods for over-identified Generalized Method of Moments (GMM) estimation focusing on the iterated GMM estimator, allowing for moment misspecification, and for clustered dependence with ...
Lee, Seojeong ; https://orcid.org/ +3 more
core +1 more source
Copula‐based joint modelling of emergency department visits with time‐varying dependence
Canadian Journal of Statistics, EarlyView.Abstract Jointly modelling multiple correlated count time series is essential in health services research, where outcomes like emergency visits for mental health and substance use often evolve together. Ignoring these dependencies can obscure meaningful trends and limit the effectiveness of policy evaluation.
Guanjie Lyu, Cindy Feng, Lihui Liu
wiley +1 more source
Errors in Statistical Inference Under Model Misspecification: Evidence, Hypothesis Testing, and AIC
Frontiers in Ecology and Evolution, 2019 The methods for making statistical inferences in scientific analysis have diversified even within the frequentist branch of statistics, but comparison has been elusive.
Brian Dennis +4 more
doaj +1 more source
Efficient Imitation under Misspecification
CoRRWe consider the problem of imitation learning under misspecification: settings where the learner is fundamentally unable to replicate expert behavior everywhere. This is often true in practice due to differences in observation space and action space expressiveness (e.g. perceptual or morphological differences between robots and humans).
Nicolas A. Espinosa Dice +3 more
openaire +3 more sources
Generalization Analysis for Bayesian Optimal Experiment Design under Model Misspecification [PDF]
In many settings in science and industry, such as drug discovery and clinical trials, a central challenge is designing experiments under time and budget constraints.
Tang, Roubing +2 more
core +1 more source
Model misspecification analysis for bond options and Markovian hedging strategies [PDF]
, 2007 In this paper, we analyse the model misspecification risk of Markovian hedging strategies for discount bond options. We show how to decompose the Profit and Loss that results from model misspecification, and emphasize the importance of the position's ...
Gibson, Rajna +4 more
core +1 more source
Canadian Journal of Statistics, EarlyView.Abstract This article presents a strategy for conducting regression analysis of zero‐truncated recurrent event data. The research is partly motivated by a pediatric mental health care (PMHC) program based on administrative data. We are particularly interested in how the occurrence of an event depends on its past occurrences and the associated ...
Anqi A. Chen +3 more
wiley +1 more source
Detecting Model Misspecification in Bayesian Piecewise Growth Models
Supplemental Materials for a Manuscript Titled: "Detecting Model Misspecification in Bayesian Piecewise Growth ...
Sarah Depaoli, Fan Jia, Ihnwhi Heo
core +1 more source
The impact of covariance misspecification in risk-based portfolios [PDF]
, 2017 The equal-risk-contribution, inverse-volatility weighted, maximum-diversification and minimum-variance portfolio weights are all direct functions of the estimated covariance matrix. We perform a Monte Carlo study to assess the impact of covariance matrix
Gagnon-Fleury, Jean-Philippe +10 more
core +1 more source