Results 221 to 230 of about 15,975 (254)

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
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The Effects of Misspecification of a Regression Model

Biometrical Journal, 1987
AbstractThe consequences of the misspecification of a regression model are considered. For small effects of covariates a proportional consistency theorem is derived. The consistent estimation of the covariance matrix of the estimates is discussed.
Nagelkerke, N. J. D.   +2 more
openaire   +1 more source

The Misspecification of Arma Models

Statistica Neerlandica, 1989
The object of this paper is to assess the effects of fitting a model of the wrong order to a time series which is generated by an autoregressive moving–average process. The method is to examine the spectral density functions which are indicated by the probability limits of the least–squares estimators of the misspecified models.
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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

Testing for Misspecification in Models of Spatial Flows [PDF]

open access: possibleEnvironment and Planning A: Economy and Space, 1987
Methods of assessing model fit for models of spatial flows frequently do not take account of spatial structure. A nonparametric test, based on the signs of the residuals from a fit, is presented for detecting patterns in the residuals. It can be thought of as a general test of misspecification that can allow for spatial structure effects.
openaire   +1 more source

Model misspecification in proportional hazards regression

Biometrika, 1995
Summary: The proportional hazards model is frequently used to evaluate the effect of treatment on failure time events in randomised clinical trials. Concomitant variables are usually available and may be considered for use in the primary analyses under the assumption that incorporating them may reduce bias or improve efficiency.
Anderson, Garnet L., Fleming, Thomas R.
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Diagnostics of model misspecification

1996
In section 1.2, we denoted the true regression relationship between Y and x by µ(x), and we noted that µ(x) is generally unknown, although in practice it is approximated by a parametric function f (x, θ). Because we use this f to make some statistical inferences, however, we must be able to determine whether or not our choice of f is accurate.
Sylvie Huet   +3 more
openaire   +1 more source

Model Misspecification and Multipoint Linkage Analysis

Human Heredity, 1992
Pairwise linkage analysis is robust to genetic model misspecification provided dominance is correctly specified, the primary effect being inflation of the recombination fraction. By contrast, we show that multipoint analysis under misspecified models is not robust when a putative disease locus is placed between close flanking markers, with potentially ...
N, Risch, L, Giuffra
openaire   +2 more sources

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