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  • Search: subject:"Inequality constraint"
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Year of publication
Subject
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Inequality constraint 4 Copula 3 Nonparametric 3 Loss severity distribution 2 Positive Orthant Dependence 2 Positive Quadrant Dependence 2 Risk management 2 Stochastic Ordering 2 Admissibility 1 Concordance ordering 1 Continuous-time dynamic models 1 Homogeneous (inhomogeneous) linear estimator 1 Inequality Constraint Test 1 Inequality constraint test 1 Inequality constraint tests 1 Loss Severity Distribution 1 Matrix balanced loss function 1 Most stringent test 1 One-sided directed t test 1 Orthant dominance 1 Positive orthant restriction 1 Quadrant dominance 1 Ramsey model 1 Risk Management 1 Somewhere most powerful test 1 Transitional dynamics 1
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Online availability
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Free 3 Undetermined 3
Type of publication
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Article 3 Book / Working Paper 3
Language
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English 3 Undetermined 3
Author
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DENUIT, Michel 3 SCAILLET, Olivier 2 CEBRIÁN, Ana C. 1 He, Daojiang 1 Lu, Zeng-Hua 1 SAILLET, Olivier 1 Trimborn, Timo 1 Wu, Jie 1
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Institution
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Swiss Finance Institute 2 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1
Published in...
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FAME Research Paper Series 2 Computational Statistics & Data Analysis 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Economics Letters 1 Journal of Multivariate Analysis 1
Source
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RePEc 6
Showing 1 - 6 of 6
Did you mean: subject:"Inequality constraints" (64 results)
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Nonparametric Tests Dependence For Positive Quadrant
DENUIT, Michel; SCAILLET, Olivier - Swiss Finance Institute - 2002
We consider distributional free inference to test for positive quadrant dependence, i.e.for the probability that two variables are simultaneously small (or large) being at least as great as it would be were they dependent. Tests for its generalisation in higher dimensions, namely positive...
Persistent link: https://www.econbiz.de/10005771788
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Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
He, Daojiang; Wu, Jie - In: Journal of Multivariate Analysis 129 (2014) C, pp. 37-43
to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions …
Persistent link: https://www.econbiz.de/10010786417
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Halfline tests for multivariate one-sided alternatives
Lu, Zeng-Hua - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 479-490
Halfline tests studied in this paper are t type tests for testing inequality constraints under the alternative hypothesis. An appealing example of such tests in the literature is to find a halfline in the restricted parameter space such that the resultant test is most stringent in terms of the...
Persistent link: https://www.econbiz.de/10010580844
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Solution of continuous-time dynamic models with inequality constraints
Trimborn, Timo - In: Economics Letters 119 (2013) 3, pp. 299-301
I propose a simple method to compute the transition process in continuous-time dynamic equilibrium models with occasionally binding inequality constraints. By augmenting the dynamic system with an auxiliary variable standard algorithms are able to solve the extended dynamic system taking the...
Persistent link: https://www.econbiz.de/10010664109
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Testing for Concordance Ordering
CEBRIÁN, Ana C.; DENUIT, Michel; SCAILLET, Olivier - Swiss Finance Institute - 2002
We propose inference tools to analyse the ordering of concordance of random vectors. The analysis in the bivariate case relies on tests for upper and lower quadrant dominance of the true distribution by a parametric or semiparametric model, i.e. for a parametric or semiparametric model to give a...
Persistent link: https://www.econbiz.de/10005771834
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Cover Image
Nonparametric Tests for Positive Quadrant Dependence
DENUIT, Michel; SAILLET, Olivier - Institut de Recherche Économique et Sociale (IRES), … - 2001
We consider distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or) large being at least as great as it would be were they dependent. Tests for its generalisation in higher dimensions, namely positive...
Persistent link: https://www.econbiz.de/10004984938
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