Search Results - subject:"Constrained Estimation"

Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model

Chen, Heng; Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 195 (2016) 2, pp. 255-270

Persistent link: https://www.econbiz.de/10011705260

State Estimation with Unconventional and Networked Measurements

Duan, Zhansheng - 2010

This dissertation consists of two main parts. One is about state estimation with two types of unconventional measurements and the other is about two types of network-induced state estimation problems. The two types of unconventional measurements considered are noise-free measurements and set...

Persistent link: https://www.econbiz.de/10009451125

A new MM algorithm for constrained estimation in the proportional hazards model

Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen - In: Computational Statistics & Data Analysis 84 (2015) C, pp. 135-151

The constrained estimation in Cox’s model for the right-censored survival data is studied and the asymptotic properties …

Persistent link: https://www.econbiz.de/10011191012

Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution.

Barnett, William A.; Seck, Ousmane - Volkswirtschaftliche Fakultät, … - 2008

Theoretical constraints on economic-model parameters often are in the form of inequality restrictions. For example, many theoretical results are in the form of monotonicity or nonnegativity restrictions. Inequality constraints can truncate sampling distributions of parameter estimators, so that...

Persistent link: https://www.econbiz.de/10004961522

Multidimensional Scaling with Regional Restrictions for Facet Theory: An Application to Levi's Political Protest Data

Groenen, Patrick; van der Lans, A. - Erasmus Research Institute of Management (ERIM), … - 2006

Multidimensional scaling (MDS) is often used for the analysis of correlation matrices of items generated by a facet theory design. The emphasis of the analysis is on regional hypotheses on the location of the items in the MDS solution. An important regional hypothesis is the axial constraint...

Persistent link: https://www.econbiz.de/10010731368

Multidimensional Scaling with Regional Restrictions for Facet Theory: An Application to Levi's Political Protest Data

Groenen, P.J.F.; Lans, A. van der - Erasmus Research Institute of Management (ERIM), ERIM … - 2006

Keywords Multidimensional Scaling, Constrained Estimation, Facet Theory, Axial Partitioning, Regional Restrictions, Iterative … to Levi’s (1983) data on political protests. Key words Multidimensional scaling, Constrained estimation, Facet theory …

Persistent link: https://www.econbiz.de/10005288429

A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling

Ergashev, Bakhodir - In: Journal of Financial Services Research 41 (2012) 3, pp. 145-161

Persistent link: https://www.econbiz.de/10010863594

A theoretical framework for incorporating scenarios into operational risk modeling

Ergashev, Bakhodir A. - In: Journal of financial services research : JFSR 41 (2012) 3, pp. 145-151

Persistent link: https://www.econbiz.de/10009631317

Micro Simulation - A Tool for Economic Analysis

Klevmarken, N. Anders - 2001

Micro simulation involves modeling the behavior of individuals and other decision units taking into account the effects of policy parameters such as tax rates, eligibility rules for benefits and subsidies and compensation rates in the social security system. The model is simulated to analyze the...

Persistent link: https://www.econbiz.de/10010321767

Micro simulation : a tool for economic analysis

Klevmarken, Anders - 2001

Persistent link: https://www.econbiz.de/10011587826