Search Results - subject:"Relative error"

An empirical study of hierarchical Bayes small area estimators using different priors for model variances

You, Yong - In: Statistics in transition : an international journal of … 24 (2023) 4, pp. 169-178

In this paper, we study hierarchical Bayes (HB) estimators based on different priors for small area estimation. In particular, we use inverse gamma and flat priors for variance components in the HB small area models of You and Chapman (2006) and You (2021). We evaluate the HB estimators through...

Persistent link: https://www.econbiz.de/10015115089

Overconservativeness of variance-based efficiency criteria and probabilistic efficiency in rare-event simulation

Bai, Yuanlu; Huang, Zhiyuan; Lam, Henry; Zhao, Ding - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 6852-6873

Persistent link: https://www.econbiz.de/10015142173

Saddlepoint approximations for short and long memory time series : a frequency domain approach

La Vecchia, Davide; Ronchetti, Elvezio - In: Journal of econometrics 213 (2019) 2, pp. 578-592

Persistent link: https://www.econbiz.de/10012304589

Composite Likelihood Inference by Nonparametric Saddlepoint Tests

Lunardon, Nicola; Ronchetti, Elvezio - Dipartimento di Scienze Economiche, Aziendali, … - 2013

the composite score functions. The proposed statistic is asymptotically chi-square distributed up to a relative error of …

Persistent link: https://www.econbiz.de/10010856295

Efficient simulation of tail probabilities of sums of correlated lognormals

Asmussen, Soren; Blanchet, Jose; Juneja, Sandeep; … - 2010

Persistent link: https://www.econbiz.de/10009448818

Minimizing total completion time in a two-stage hybrid flow shop with dedicated machines at the first stage

Yang, Jaehwan - In: Computers & operations research : and their … 58 (2015), pp. 1-8

Persistent link: https://www.econbiz.de/10010509427

The accuracy of alternative GDP growth forecasts : do they represent a credible alternative to the official ones?

Šindelář, Jiří - In: Národohospodářský obzor : časopis věnovaný … 15 (2015) 3, pp. 291-303

Persistent link: https://www.econbiz.de/10011375938

Empirical likelihood for least absolute relative error regression

Li, Zhouping; Lin, Yuanyuan; Zhou, Guoliang; Zhou, Wang - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 86-99

relative error (LARE) estimation was proposed to be a useful alternative to the conventional least squares (LS) or least …

Persistent link: https://www.econbiz.de/10010994327

Improved algorithms for rare event simulation with heavy tails

Asmussen, Søren; Kroese, Dirk P. - 2006

the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators …, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error …

Persistent link: https://www.econbiz.de/10009448797

A two-stage hybrid flow shop with dedicated machines at the first stage

Yang, Jaehwan - In: Computers & operations research : and their … 40 (2013) 12, pp. 2836-2843

Persistent link: https://www.econbiz.de/10010210865