EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Newton–Raphson"
Narrow search

Narrow search

Year of publication
Subject
All
Newton-Raphson 9 Newton-Raphson method 9 Edgeworth expansion 7 k-step bootstrap 7 Schätztheorie 5 Asymptotics 4 Estimation theory 4 Gauss-Newton 4 Kalman filter 4 Likelihood function 4 Monte Carlo integration 4 Posterior mode estimation 4 Simulation smoothing 4 Stochastic volatility model 4 maximum likelihood estimator 4 maximum pseudo-likelihood estimators 4 nested fixed point algorithm 4 policy iteration 4 Microanalyses 3 Microdata Adjustment 3 Microsimulation 3 Minimum Information Loss 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 PC program package ADJUST 3 extremum estimator 3 parametric bootstrap 3 stochastic approximation 3 t statistic 3 Distributed generation (DG) 2 Distribution systems 2 EM algorithm 2 Flexible Alternating Current Transmission Systems (FACTS) 2 M-estimation 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Modified Newton- Raphson Algorithm 2 Newton-Raphson Load Flow (NRLF) 2 Newton-Raphson algorithm 2 Newton-Raphson methods 2
more ... less ...
Online availability
All
Free 27 CC license 2
Type of publication
All
Book / Working Paper 22 Article 5
Type of publication (narrower categories)
All
Working Paper 8 Arbeitspapier 3 Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 3 Non-commercial literature 3 Article 2 Hochschulschrift 1 Thesis 1
more ... less ...
Language
All
English 20 Undetermined 7
Author
All
Andrews, Donald W.K. 4 Jungbacker, Borus 4 Kasahara, Hiroyuki 4 Koopman, Siem Jan 4 Shimotsu, Katsumi 4 Merz, Joachim 3 Agrawal, Garima 2 Corsi, Fulvio 2 Huh, Jeonggyu 2 Kim, Hyun-Gyoon 2 Kim, Tae-Kyoung 2 Lee, Geon 2 Martinoli, Mario 2 Seri, Raffaello 2 Singh, Bindeshwar 2 Belhamra, Thara 1 Daouia, Abdelaati 1 Emura, Takeshi 1 HAFNER, Christian 1 Jackson, Jonathan 1 Jonen, Christian 1 Kuha, Jouni 1 LINTON, Oliver 1 Raman, Vinoth 1 Shiu, Shau-Kai 1 Stupfler, Gilles 1 Usseglio-Carleve, Antoine 1 Zeghdoudi, Halim 1
more ... less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Economics Department, Queen's University 1 Forschungsinstitut Freie Berufe, Fakultät Wirtschaftswissenschaften 1 London School of Economics (LSE) 1 Tinbergen Institute 1 Tinbergen Instituut 1 University of Western Ontario, Department of Economics 1
more ... less ...
Published in...
All
Cowles Foundation Discussion Papers 4 MPRA Paper 2 Tinbergen Institute Discussion Papers 2 CORE Discussion Papers 1 Discussion paper / Tinbergen Institute 1 Energy Reports 1 Energy reports 1 FFB Diskussionspapier 1 FFB-Discussionpaper 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 LEM Working Paper Series 1 LEM working paper series 1 LSE Research Online Documents on Economics 1 Queen's Economics Department Working Paper 1 Research Report 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Tinbergen Institute Discussion Paper 1 UWO Department of Economics Working Papers 1 Working Papers / Economics Department, Queen's University 1 Working papers / TSE : WP 1
more ... less ...
Source
All
RePEc 13 ECONIS (ZBW) 7 EconStor 7
Showing 1 - 10 of 27
Cover Image
Generalized optimization algorithms for complex models
Martinoli, Mario; Seri, Raffaello; Corsi, Fulvio - 2024
Linking the statistic and the machine learning literature, we provide new general results on the convergence of stochastic approximation schemes and inexact Newton methods. Building on these results, we put forward a new optimization scheme that we call generalized inexact Newton method (GINM)....
Persistent link: https://www.econbiz.de/10015045957
Saved in:
Cover Image
Generalized optimization algorithms for complex models
Martinoli, Mario; Seri, Raffaello; Corsi, Fulvio - 2024
Linking the statistic and the machine learning literature, we provide new general results on the convergence of stochastic approximation schemes and inexact Newton methods. Building on these results, we put forward a new optimization scheme that we call generalized inexact Newton method (GINM)....
Persistent link: https://www.econbiz.de/10014634825
Saved in:
Cover Image
Reliability for Zeghdoudi distribution with an outlier, fuzzy reliability and application
Belhamra, Thara; Zeghdoudi, Halim; Raman, Vinoth - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 167-177
This study focuses on estimating reliability P[YX], where Y has a Zeghdoudi distribution with parameter a, X has a Zeghdoudi distribution with one outlier present and parameter c, and the remaining (n - 1) random variables are from a Zeghdoudi distribution with parameter b, in order for X and Y...
Persistent link: https://www.econbiz.de/10015125419
Saved in:
Cover Image
An expectile computation cookbook
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023
Persistent link: https://www.econbiz.de/10014326936
Saved in:
Cover Image
Newton-Raphson emulation network for highly efficient computation of numerous implied volatilities
Lee, Geon; Kim, Tae-Kyoung; Kim, Hyun-Gyoon; Huh, Jeonggyu - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-8
practitioners estimate volatility by using iteration methods, such as the Newton-Raphson (NR) method. However, if numerous implied …
Persistent link: https://www.econbiz.de/10014332772
Saved in:
Cover Image
Newton-Raphson emulation network for highly efficient computation of numerous implied volatilities
Lee, Geon; Kim, Tae-Kyoung; Kim, Hyun-Gyoon; Huh, Jeonggyu - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-8
practitioners estimate volatility by using iteration methods, such as the Newton–Raphson (NR) method. However, if numerous implied …
Persistent link: https://www.econbiz.de/10014284092
Saved in:
Cover Image
Enhancement of voltage profile by incorporation of SVC in power system networks by using optimal load flow method in MATLAB/Simulink environments
Singh, Bindeshwar; Agrawal, Garima - In: Energy Reports 4 (2018), pp. 418-434
achieves the optimization of the location and the size of the power system to optimize the system performance. A Newton-Raphson …
Persistent link: https://www.econbiz.de/10012651890
Saved in:
Cover Image
Enhancement of voltage profile by incorporation of SVC in power system networks by using optimal load flow method in MATLAB/Simulink environments
Singh, Bindeshwar; Agrawal, Garima - In: Energy reports 4 (2018), pp. 418-434
achieves the optimization of the location and the size of the power system to optimize the system performance. A Newton-Raphson …
Persistent link: https://www.econbiz.de/10011956521
Saved in:
Cover Image
Estimation and model selection for left-truncated and right-censored lifetime data with application to electric power transformers analysis
Emura, Takeshi; Shiu, Shau-Kai - Volkswirtschaftliche Fakultät, … - 2014
algorithm. However, it is not clear whether the EM algorithm offers a better solution compared to the simpler Newton-Raphson … algorithm. In this paper, the first objective is a systematic comparison of the EM algorithm with the Newton-Raphson algorithm …
Persistent link: https://www.econbiz.de/10011110797
Saved in:
Cover Image
The item count method for sensitive survey questions: modelling criminal behaviour
Kuha, Jouni; Jackson, Jonathan - London School of Economics (LSE) - 2014
The item count method is a way of asking sensitive survey questions which protects the anonymity of the respondents by randomization before the interview. It can be used to estimate the probability of sensitive behaviour and to model how it depends on explanatory variables. We analyse item count...
Persistent link: https://www.econbiz.de/10011126671
Saved in:
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...