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  • Search: subject:"Variance component"
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Year of publication
Subject
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variance component 4 variance-component model 3 Laplace approximation 2 Over-shrinkage 2 PAAU exams 2 Theorie 2 Theory 2 Variance component 2 random coefficient models 2 rater reliability 2 synthetic estimator 2 variance component models 2 Analysis of variance 1 Bayes-Statistik 1 Bayesian inference 1 COU' scores 1 CPO 1 Correlation 1 Cox model 1 Credibility 1 EBLUP 1 Earthquake 1 Earthquake losses 1 Erdbeben 1 Estimation theory 1 Forecasting model 1 Glaubwürdigkeit 1 Henderson method III 1 Hierarchical credibility 1 Insurance 1 Korrelation 1 Kullback-Leibler loss 1 Linear mixed model 1 Mixed data sampling 1 Mixed-effects model 1 Neuseeland 1 New Zealand 1 Non-Gaussian data 1 Non-parametric regression 1 Nonparametric regression 1
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Online availability
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Free 15 CC license 1
Type of publication
All
Book / Working Paper 10 Article 3 Other 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1
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Language
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English 8 Undetermined 5 Spanish 2
Author
All
Cuxart, Anna 2 Daowen Zhang 2 Marie Davidian 2 Zhang, Li-Chun 2 Asgharian, Hossein 1 Cai, T. 1 Dennis Boos 1 Di Lascio, F. Marta L. 1 Ferrer, Ferran 1 Hao (Helen) Zhang 1 Hao Helen Zhang 1 Hisnanick, John James Hisnanick, Jr. 1 Hou, Ai Jun 1 Hyndman, R.J. 1 Javed, Farrukh 1 John Monahan 1 Lahiri, Partha 1 Li, Huilin 1 Lin, Jiang 1 Longford, Nicholas 1 Martí, Manuel 1 Molina, Isabel 1 Noy, Ilan 1 Perazzini, Selene 1 Peña, Daniel 1 Pérez, Betsabé 1 Rosenlund, Stig 1 Wand, M.P. 1 Yang, Hongmei 1 You, Yong 1
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Institution
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Department of Economics and Business, Universitat Pompeu Fabra 3 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Statistisk Sentralbyrå, Government of Norway 1
Published in...
All
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 3 Bozen economics & management paper series : BEMPS 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Journal of Income Distribution 1 Knut Wicksell Working Paper Series 1 Monash Econometrics and Business Statistics Working Papers 1 Scandinavian actuarial journal 1 Statistics and Econometrics Working Papers 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
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Source
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RePEc 8 BASE 3 ECONIS (ZBW) 3 EconStor 1
Showing 1 - 10 of 15
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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
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Modelling spatial correlation between earthquake insured losses in New Zealand : a mixed-effects analysis
Di Lascio, F. Marta L.; Noy, Ilan; Perazzini, Selene - 2022
Persistent link: https://www.econbiz.de/10014232107
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Hierarchical credibility pseudo-estimators
Rosenlund, Stig - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 552-564
Persistent link: https://www.econbiz.de/10013370721
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On the inefficiency of the restricted maximum likelihood
Longford, Nicholas - Department of Economics and Business, Universitat … - 2014
The restricted maximum likelihood is preferred by many to the full maximum likelihood for estimation with variance … component and other random coefficient models, because the variance estimator is unbiased. It is shown that this unbiasedness is …
Persistent link: https://www.econbiz.de/10010756290
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Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach
Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - Knut Wicksells centrum för finansvetenskap, … - 2013
-term variance component. Moreover, the GARCH-MIDAS model augmented with the first principal component outperforms all other …
Persistent link: https://www.econbiz.de/10010818798
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Robust Henderson III estimators of variance components in the nested error model
Pérez, Betsabé; Peña, Daniel; Molina, Isabel - Departamento de Estadistica, Universidad Carlos III de … - 2011
Common methods for estimating variance components in Linear Mixed Models include Maximum Likelihood (ML) and Restricted Maximum Likelihood (REML). These methods are based on the strong assumption of multivariate normal distribution and it is well know that they are very sensitive to outlying...
Persistent link: https://www.econbiz.de/10009394373
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Variable Selection Procedures for Generalized Linear Mixed Models in Longitudinal Data Analysis
Yang, Hongmei - 2007
Model selection is important for longitudinal data analysis. But up to date little work has been done on variable selection for generalized linear mixed models (GLMM). In this paper we propose and study a class of variable selection methods. Full likelihood (FL) approach is proposed for...
Persistent link: https://www.econbiz.de/10009431308
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Small area estimation: an empirical best linear unbiased prediction approach
Li, Huilin - 2007
moreweights to the direct survey estimates than the correspondingEBLUP's that use the other methods of variance component …
Persistent link: https://www.econbiz.de/10009450971
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The Dynamics of Low Income and Persistent Poverty Among U.S. Families
Hisnanick, John James Hisnanick, Jr. - In: Journal of Income Distribution 16 (2007) 1, pp. 115-132
Are those in poverty likely to remain there or can they move out of this situation without help from other sources? Our understanding of those in or near poverty is primarily based upon the analysis of either annual income or the income distribution from cross-sectional survey data. It has been...
Persistent link: https://www.econbiz.de/10010733906
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Topics in Application of Nonparametric Smoothing Splines
Lin, Jiang - 2005
variance component, we derive the score tests by testing an equivalent null hypothesis that the corresponding variance … component is zero. The tests are shown to have size close to the nominal level and to provide good power against general …
Persistent link: https://www.econbiz.de/10009431282
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