Strauss, "Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach," Econometrica 43 (July 1974): 745-55.Guilkey, D. and P. Schmidt, 1979, "Some small sample properties of estimators and test statistics in the multivariate logit model," Journal of ...
统计最高奖得主【稀疏估计中令人不愉快的性质Unpleasant Properties of Sparse Estimators(e.g. Lasso)】——Larry Wasserman(卡内基梅隆大学统计与数据科学系系主任、 All of Statistics作者) 如果大家想直切重点 可直接从32:22开始 彩蛋在55:53和56:09之间。 参考文档: https://www.stat.cmu.edu/~larry/=sml...
In this paper we compare three estimators for the multivariate logit model: two asymptotically efficient methods and a consistent method. The most interesting result is that at sample sizes of more than one hundred, the simple consistent estimator performs almost as well as the asymptotically efficien...
In this paper we shall deal with the asymptotic and finite sample properties of "asymptotically unbiased" estimators of the tail index γ, based on "extern... MI Gomes,MJ Martins - 《Extremes》 被引量: 237发表: 2002年 Finite Sample Properties of Estimators for the Optimal Portfolio Weight Th...
The two main types of estimators in statistics are point estimators and interval estimators. Point estimation is the opposite of interval estimation. It produces a single value while the latter produces a range of values. Apoint estimatoris a statistic used to estimate the value of an unknown par...
Also given is the comparison of the performance of the estimators using simulation when the sample size is small. These comparisons suggest that the estimator of choice is not the most "natural" estimator in this situation. Although the discussion is given in the framework of the plane, the ...
Three properties of the OLS estimators are that they are linear (running in a straight line rather than curved), they are unbiased (they average out... Learn more about this topic: Regression Analysis: Definition & Examples from Chapter 21/ Lesson 4 ...
Two hazard ratio estimators based on the logrank test are investigated using a simulation study. The Pike estimator (ratio of relative death rates) was shown to be consistently less biased than the Peto (1-step) estimator. The latter has... T Sato,G Berry - 《Statistics in Medicine》 被...
Small-Sample Properties of ARCH Estimators and Tests 来自 ideas.repec.org 喜欢 0 阅读量: 27 作者: Z Org 摘要: Downloadable (with restrictions)! Author(s): Robert F. Engle & David F. Hendry & David Trumble. 1985 Abstract: No abstract is available for this item. 被引量: 226 ...
Lackritz, James R.Scheaffer, Richard L.Marcel Dekker, Inc.Communications in StatisticsLACKRITZ, J.R. & SCHEAFFER, R.L. (1983). Asymptotic properties of estimators derived from line transect sampling. Comm.Statist. A-Theory Methods 12 (8), 849-864....