Results 281 to 290 of about 21,776,804 (321)

Model misspecification in parametric dual modeling

Journal of Statistical Computation and Simulation, 2000
In typical normal theory regression, the assumption of homogeneity of variances is often not appropriate. Instead of treating the variances as a nuisance and transforming away the heterogeneity, the structure of the variances may be of interest and it is desirable to model the variances.
Timothy J. Robinson, Jeffery B. Birch
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Performance bound for Target Localization under Model Misspecification

2019 IEEE 5th International Conference on Computer and Communications (ICCC), 2019
In positioning problems, the assumed data distribution could differ from the true one, leading to inaccurate target position estimation. Cramér–Rao bound (CRB), a lower bound on the variance of estimators that requires the parametric model to be ...
Mingbing Li, Yijun Li, Q. Wan
semanticscholar   +1 more source

Model misspecification in Data Envelopment Analysis

Annals of Operations Research, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Airline overbooking models with misspecification

Journal of Air Transport Management, 2011
Abstract This paper looks at static overbooking models. In theory, a random show demand follows a binomial distribution with each reservation showing up independently and with the same probability. However, in practice, some overbooking models assume that the show demand is the product of the overbooking level and the random show-up rate.
Kannapha Amaruchkul, Patipan Sae-Lim
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KPSS test and model misspecifications

Applied Economics Letters, 2009
The KPSS test is very popular and used extensively by practitioners. The test considers two models under the null: stationarity around a deterministic level or around a deterministic trend. There is no study, as far as we know, on the statistical properties of the test when the wrong model is used. This article endeavour to fill this gap.
Kaddour Hadri, Yao Rao
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Model misspecification in microbiome studies

2022
The relative abundances of bacterial species in a microbiome are an important parameter to estimate given the critical role that microbiomes play in human and environmental health. We show that high-throughput sequencing distorts the true composition of microbial communities, and propose a statistical model that reflects this observation. Our model can
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Misspecification in dynamic models

2013
Within the class of ARMAX models we consider the effects that omitted explanatory processes have on the dynamic shape and the exogeneity properties of economic relations. We show that, under suitable assumptions, a well defined "misspecified" ARMAX model exists and is unique.
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Misspecification in Spatial Interaction Models: Further Results [PDF]

Environment and Planning A: Economy and Space, 1985
Commonly used models for data on flows between sets of origins and destinations may often be misspecified because of a failure to account for the influence of spatial structure and other factors that affect flows. General expressions for the bias in parameter estimates that arises from such misspecification are derived for the most usual methods of ...
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The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors

European Journal of Operational Research, 2021
Pieter M. van Staden, D. Dang, P. Forsyth   +2 more
semanticscholar   +1 more source

Spatial Autocorrelation Or Model Misspecification?

International Regional Science Review, 2003
A Monte Carlo experiment illustrates one of the pitfalls of spatial modeling. Specification tests indicate spatial autocorrelation when functional form misspecification is actually the only problem with the model. Incorrect functional forms and omitted variables that are correlated over space produce spurious spatial autocorrelation.
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