Search Results - subject:"Mean squared error"

The bullwhip effect under different information-sharing settings : a perspective on price-sensitive demand that incorporates price dynamics

Ma, Yungao; Wang, Nengmin; Che, Ada; Huang, Fay; Xu, Jinpeng - In: International journal of production research 51 (2013) 10, pp. 3085-3116

Persistent link: https://www.econbiz.de/10009736207

Mean-square-error Calculations for Average Treatment Effects

Imbens, Guido W.; Newey, Whitney; Ridder, Geert - Institute of Economic Policy Research (IEPR), … - 2005

This paper develops a new efficient estimator for the average treatment effect, if selection for treatment is on observables. The new estimator is linear in the first-stage nonparametric estimator. This simplifies the derivation of the means squared error (MSE) of the estimator as a function of...

Persistent link: https://www.econbiz.de/10005342847

Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates

Chen, Qian; Giles, David - In: Statistical Papers 53 (2012) 2, pp. 409-426

Persistent link: https://www.econbiz.de/10010848048

Varying kernel density estimation on R+

Mnatsakanov, Robert; Sarkisian, Khachatur - In: Statistics & Probability Letters 82 (2012) 7, pp. 1337-1345

method is natural when estimating an unknown density function of a positive random variable. The rates of Mean Squared Error …

Persistent link: https://www.econbiz.de/10011039877

Combining two-parameter and principal component regression estimators

Chang, Xinfeng; Yang, Hu - In: Statistical Papers 53 (2012) 3, pp. 549-562

Persistent link: https://www.econbiz.de/10010998637

Parametric bootstrap methods for bias correction in linear mixed models

Kubokawa, Tatsuya; Nagashima, Bui - In: Journal of Multivariate Analysis 106 (2012) C, pp. 1-16

estimation, and the estimation of the mean squared error (MSE) of EBLUP is important as a measure of uncertainty of EBLUP. To …

Persistent link: https://www.econbiz.de/10010576499

The role of the log transformation in forecasting economic variables

Lütkepohl, Helmut; Xu, Fang - In: Empirical Economics 42 (2012) 3, pp. 619-638

Persistent link: https://www.econbiz.de/10010994354

On estimating distribution functions using Bernstein polynomials

Leblanc, Alexandre - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 919-943

function in terms of asymptotic (integrated) mean-squared error. In this paper, we show that this is also true of Bernstein …, we introduce a higher order expansion for the asymptotic (integrated) mean-squared error of Bernstein estimators of …

Persistent link: https://www.econbiz.de/10010593443

Mean squared error of James–Stein estimators for measurement error models

Guo, Meixi; Ghosh, Malay - In: Statistics & Probability Letters 82 (2012) 11, pp. 2033-2043

estimator. Our objective is to provide a rigorous second order expansion of the mean squared error of the proposed James …

Persistent link: https://www.econbiz.de/10010593903

Estimation with left-truncated and right censored data: A comparison study

Ahmadi, Jafar; Doostparast, Mahdi; Parsian, Ahmad - In: Statistics & Probability Letters 82 (2012) 7, pp. 1391-1400

mean squared error (MSE) and Pitman measure of closeness (PMC). It is shown that shrinking does not always yield a better …

Persistent link: https://www.econbiz.de/10010571777