Search Results - subject:"Generalized inverse"

An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

Tzougas, George; Jeong, Himchan - In: Risks 9 (2021) 1, pp. 1-17

This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape …

Persistent link: https://www.econbiz.de/10013200689

An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

Tzougas, George; Jeong, Himchan - In: Risks : open access journal 9 (2021) 1/19, pp. 1-17

This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape …

Persistent link: https://www.econbiz.de/10012423047

On the mean and variance of the estimated tangency portfolio weights for small samples

Alfelt, Gustav; Mazur, Stepan - 2020

moments based on the re exive generalized inverse are provided. The properties of the bounds are investigated in a simulation … study, where they are compared to the sample moments. The di erence between the moments based on the re exive generalized … inverse and the sample moments based the Moore-Penrose inverse is also studied. …

Persistent link: https://www.econbiz.de/10012654462

Impact of milk powder imports on local milk industry and consumers' welfare in Sri Lanka

Krishnapillai, Sooriyakumar; Sathiyamoorthy, Sarujan; … - In: International journal of economics and financial issues … 10 (2020) 5, pp. 165-170

Persistent link: https://www.econbiz.de/10012306642

Bayes estimators of log-normal means with finite quadratic expected loss

Fabrizi, Enrico; Trivisano, Carlo - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2011

expected loss for the most common choices of the loss function. In this paper we propose a generalized inverse Gaussian prior …

Persistent link: https://www.econbiz.de/10011228098

Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models

Deschamps, Philippe J. - Departement für Quantitative Wirtschaftsforschung, … - 2011

Efficient posterior simulators for two GARCH models with generalized hyperbolic disturbances are presented. The first model, GHt-GARCH, is a threshold GARCH with a skewed and heavy-tailed error distribution; in this model, the latent variables that account for skewness and heavy tails are...

Persistent link: https://www.econbiz.de/10009367387

Gibbs Sampling Methods for Bayesian Quantile Regression

Kozumi, Hideo; Kobayashi, Genya - Graduate School of Business Administration, Kobe University - 2009

accomplished by sampling from either normal or generalized inverse Gaussian distribution. We also discuss some possible extensions …

Persistent link: https://www.econbiz.de/10011114763

A note on the general solution for a projection matrix in latent factor models

Groß, Jürgen; Lübke, Karsten; Weihs, Claus - 2002

Persistent link: https://www.econbiz.de/10009772061

Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation

Biørn, Erik; Klette, Tor Jakob - 1997

conditions on the basis of a generalized inverse formulation is shown to be equivalent to estimation using only the essential …

Persistent link: https://www.econbiz.de/10011967962

Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation

Biørn, Erik; Klette, Tor Jakob - Statistisk Sentralbyrå, Government of Norway - 1997

conditions on the basis of a generalized inverse formulation is shown to be equivalent to estimation using only the essential …

Persistent link: https://www.econbiz.de/10004980817