Search Results - subject:"Parametric functions"

Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions

Corradin, Fausto; Sartore, Domenico - 2018

Persistent link: https://www.econbiz.de/10011957311

Risk aversion : differential conditions for the concavity in transformed two-parameter distributions

Corradin, Fausto; Sartore, Domenico - 2016

Persistent link: https://www.econbiz.de/10011641989

The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model

Huang, Yunying; Zheng, Bing - In: Journal of Multivariate Analysis 133 (2015) C, pp. 123-135

The necessary and sufficient conditions for the weighted least-squares estimators (WLSEs) of parametric functions K1β1 … m small models ℳi={y,Xiβi,σ2Σ},i=1,2,…,m, and for the WLSEs of parametric functions Kiβi under the linear model ℳ to be … about the WLSEs of parametric functions are also described. …

Persistent link: https://www.econbiz.de/10011116227

Some remarks on general linear model with new regressors

Lu, Changli; Gan, Shengjun; Tian, Yongge - In: Statistics & Probability Letters 97 (2015) C, pp. 16-24

Assume that an original general linear model is misspecified by adding some new regressors. We investigate in such a case relationships between the best linear unbiased estimators under the two models. In particular, we give necessary and sufficient conditions for the best linear unbiased...

Persistent link: https://www.econbiz.de/10011189349

Vield curve construction using government bonds in the Czech republic

Málek, Jiří; Radová, Jarmila; Štěrba, Filip - In: Politická ekonomie 2007 (2007) 6, pp. 792-808

more possibilities how to approach this problem: bootstraping, splines, parametric functions. Due to the lack of tradable …

Persistent link: https://www.econbiz.de/10005036582

On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models

Lu, Changli; Sun, Yuqin; Tian, Yongge - In: Metrika 76 (2013) 5, pp. 707-722

We study relations between the weighted least-squares estimators (WLSEs) of given parametric functions <InlineEquation …

Persistent link: https://www.econbiz.de/10010995183

Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model

Tian, Yongge - In: Annals of the Institute of Statistical Mathematics 62 (2010) 5, pp. 929-941

Persistent link: https://www.econbiz.de/10008533950

On equalities of estimations of parametric functions under a general linear model and its restricted models

Tian, Yongge - In: Metrika 72 (2010) 3, pp. 313-330

Persistent link: https://www.econbiz.de/10008673988

On the natural restrictions in the singular Gauss–Markov model

Tian, Yongge; Beisiegel, M.; Dagenais, E.; Haines, C. - In: Statistical Papers 49 (2008) 3, pp. 553-564

Persistent link: https://www.econbiz.de/10008533920