Results 91 to 100 of about 91,138 (340)

REDUCTION OF MODELS IN THE PRESENCE OF NUISANCE PARAMETERS REDUCCIÓN DE MODELOS EN LA PRESENCIA DE PARÁMETROS DE PERTURBACIÓN

Revista Colombiana de Estadística, 2009
In many statistical inference problems, there is interest in estimation of only some elements of the parameter vector that defines the adopted model.
Farias Rafael, Moreno Germán, Patriota Alexandre   +2 more
doaj  

Testing generalized linear models with high-dimensional nuisance parameter. [PDF]

Biometrika, 2023
Chen J, Li Q, Chen HY.
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

Reducción de modelos en la presencia de parámetros de perturbación

Revista Colombiana de Estadística, 2009
En muchos problemas de inferencia estadística existe interés en estimar solamente algunos elementos del vector de parámetros que definen el modelo adoptado.
RAFAEL FARIAS, GERMÁN MORENO, ALEXANDRE PATRIOTA   +2 more
doaj  

Statistical Characteristics of Signal Parameter Estimation by Normalized Correlation Function Maximization

Известия высших учебных заведений России: Радиоэлектроника, 2018
In this paper differences between Fisher Information Matrix (FIM) and inverse covariation matrix of normalized correlation estimations for white and colored noise are investigated.
I. V. Gogolev, G. Yu. Yashin
doaj   +1 more source

Set identification with Tobin regressors [PDF]

We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous, bound censored and selected,called a Tobin regressor. First, we show that true parameter value is set identified and characterize the
Roberto Rigobon, Thomas Stoker, Victor Chernozhukov   +2 more
core  

Behavior and mortality of anurans on roads in the Australian tropics

The Journal of Wildlife Management, EarlyView.
Roads are a major source of mortality for wildlife, particularly amphibians. Identifying vulnerable species and understanding any behavioral predictors of mortality helps us understand vulnerability to traffic and can inform management strategies. We investigated a 9‐species anuran community in tropical Australia with respect to 3 behavioral responses ...
Christa Beckmann, Michael R. Crossland, Peter A. Biro   +2 more
wiley   +1 more source

Statistical models with uncertain error parameters

European Physical Journal C: Particles and Fields, 2019
In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable with a given ...
Glen Cowan
doaj   +1 more source

Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form [PDF]

We develop a consistent conditional moment test of Lp-best predictor functional form, 1nonlinear regression models, consistent conditional moment test, nuisance parameter-free test, Lp-best ...
Jonathan Hill
core