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Misspecification-robust likelihood-free inference in high dimensions. [PDF]

open access: yesComput Stat
Thomas O   +5 more
europepmc   +1 more source

Quantile Regression under Local Misspecification

Acta Mathematicae Applicatae Sinica, English Series, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Duan, Xiao-gang, Wang, Qi-hua
openaire   +2 more sources

Model Misspecification and Underdiversification

The Journal of Finance, 2001
AbstractIn this paper, we study intertemporal portfolio choice when an investor accounts explicitly for model misspecification. We develop a framework that allows for ambiguity about not just the joint distribution of returns for all stocks in the portfolio, but also for different levels of ambiguity for the marginal distribution of returns for any ...
Uppal, Raman, Wang, Tan
openaire   +2 more sources

Position Estimation under Model Misspecification

2017 IEEE 86th Vehicular Technology Conference (VTC-Fall), 2017
When time-based radio range measurements between network nodes are perturbed by a line-of-sight blocking obstacle, position estimation accuracy degrades significantly. The perturbation is caused by multipath propagation or excess delays since waves travel at slower speed while piercing the obstacles.
Mendrzik, Rico, Bauch, Gerhard
openaire   +1 more source

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