Search Results - subject:"Statistical inference"

Estimation and Inference for Actual and Counterfactual Growth Incidence Curves

Ferreira, Francisco H. G. - 2017

Different episodes of economic growth display widely varying distributional characteristics, both across countries and over time. Growth is sometimes accompanied by rising and sometimes by falling inequality. Applied economists have come to rely on the Growth Incidence Curve, which gives the...

Persistent link: https://www.econbiz.de/10012246513

Sieve Quasi Likelihood Ratio Inference on Semi/Nonparametric Conditional Moment Models

Chen, Xiaohong - 2017

This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals. These models belong to the difficult (nonlinear) ill-posed inverse problems with unknown operators, and include all of the (nonlinear) nonparametric...

Persistent link: https://www.econbiz.de/10012974315

Fundamentals of nonparametric Bayesian inference

Ghosal, Subhashis; Vaart, Aad W. van der - 2017

Explosive growth in computing power has made Bayesian methods for infinite-dimensional models - Bayesian nonparametrics - a nearly universal framework for inference, finding practical use in numerous subject areas. Written by leading researchers, this authoritative text draws on theoretical...

Persistent link: https://www.econbiz.de/10014491206

Large-Scale Global and Simultaneous Inference : Estimation and Testing in Very High Dimensions

Cai, Tony; Sun, Wenguang - 2017

survey of some recently developed methods and results for large-scale statistical inference, including detection, estimation …Due to rapid technological advances, researchers are now able to collect and analyze ever larger data sets. Statistical … inference for big data often requires solving thousands or even millions of parallel inference problems simultaneously. This …

Persistent link: https://www.econbiz.de/10014119903

Statistik-Fallstudien mit Excel : Klausurenkurs für Studierende der Betriebswirtschaft im Bachelor

Reiter, Joachim - 2017

Einordnung -- Themengebiete der Fallstudien -- Fallstudie Produktmanagement -- Fallstudie Fernbuslinienunternehmen -- Fallstudie Warendisposition Handelsunternehmen -- Fallstudie Organisationsanalyse Versicherungsdienstleister -- Allgemeine Empfehlungen zur Herangehensweise an Datenstudien.

Persistent link: https://www.econbiz.de/10014017917

Bootstrap prediction bands for forecast paths from vector autoregressive models

Anna Staszewska‐Bystrova - In: Journal of Forecasting 30 (2011) 8, pp. 721-735

The problem of forecasting from vector autoregressive models has attracted considerable attention in the literature. The most popular non-Bayesian approaches use either asymptotic approximations or bootstrapping to evaluate the uncertainty associated with the forecast. The practice in the...

Persistent link: https://www.econbiz.de/10010990718

Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics

Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan - Volkswirtschaftliche Fakultät, … - 2011

and the other is based on residual analysis of the standard least squares method. Large sample statistical inference of …

Persistent link: https://www.econbiz.de/10009278294

STATISTICAL INFERENCE USED IN MARKETING RESEARCH

CATOIU, Iacob; STANCIU, Oana; TICHINDELEAN, Mihai - In: Revista Economica 54 (2011) 1, pp. 5-12

The purpose of this article is to describe, theoretically, but also through several applications, the statistical methods or procedures through which the research results can be extended at the target population level. The target population represents the aggregate of all the elements, sharing...

Persistent link: https://www.econbiz.de/10010662838

Does the Kyoto Protocol Agreement matters? An environmental efficiency analysis

Halkos, George; Tzeremes, Nickolaos - Volkswirtschaftliche Fakultät, … - 2011

analysis and statistical inference can be applied when evaluating environmental performance issues. The results indicate that …

Persistent link: https://www.econbiz.de/10009004035

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks

Chernozhukov, Victor; Fernández‐Val, Iván - 2011

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of an outcome. Extremal quantile regression, or quantile regression applied to the tails, is of interest in many...

Persistent link: https://www.econbiz.de/10014178700