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  • Search: subject:"Linear programming estimator"
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Year of publication
Subject
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Linear programming estimator 2 M-estimator 2 Mathematische Optimierung 2 Schätztheorie 2 constrained optimization 2 epi-convergence 2 linear programming estimator 2 point processes 2 Dependent non-identically distributed errors 1 Endogeneity 1 Estimation 1 Estimation theory 1 Exact distribution 1 Heavy-tailed errors 1 Linear regression 1 Mathematical programming 1 Nonlinear nonnegative autoregression 1 Quasi-maximum likelihood estimator 1 Robust estimation 1 Robust statistics 1 Robustes Verfahren 1 Schätzung 1 Statistical error 1 Statistischer Fehler 1 Strong convergence 1 Theorie 1
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Online availability
All
Free 2 Undetermined 2
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
All
English 2 Undetermined 2
Author
All
Knight, Keith 2 Preve, Daniel 2 Medeiros, Marcelo C. 1
Institution
All
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
Journal of Econometrics 1 Journal of banking & finance 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
Source
All
RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
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Linear programming-based estimators in nonnegative autoregression
Preve, Daniel - In: Journal of banking & finance 61 (2015) 2, pp. 225-234
Persistent link: https://www.econbiz.de/10011586892
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Asymptotic theory for M-estimators of boundaries
Knight, Keith - 2003
We consider some asymptotic distribution theory for M-estimators of the parameters of a linear model whose errors are non-negative; these estimators are the solutions of constrained optimization problems and their asymptotic theory is non-standard. Under weak conditions on the distribution of the...
Persistent link: https://www.econbiz.de/10010296473
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Cover Image
Asymptotic theory for M-estimators of boundaries
Knight, Keith - Sonderforschungsbereich 373, Quantifikation und … - 2003
We consider some asymptotic distribution theory for M-estimators of the parameters of a linear model whose errors are non-negative; these estimators are the solutions of constrained optimization problems and their asymptotic theory is non-standard. Under weak conditions on the distribution of the...
Persistent link: https://www.econbiz.de/10010956591
Saved in:
Cover Image
Linear programming-based estimators in simple linear regression
Preve, Daniel; Medeiros, Marcelo C. - In: Journal of Econometrics 165 (2011) 1, pp. 128-136
In this paper we introduce a linear programming estimator (LPE) for the slope parameter in a constrained linear …
Persistent link: https://www.econbiz.de/10010574100
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