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  • Search: subject:"Variance estimators"
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Year of publication
Subject
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Estimation theory 4 Generalized residual bootstrap 4 Irregular functional 4 Local power 4 Nonlinear nonparametric instrumental variables 4 Penalized sieve minimum distance 4 Schätztheorie 4 Sieve Wald 4 Sieve quasi likelihood ratio 4 Sieve variance estimators 4 Analysis of variance 2 Runtime-optimized linear unbiased sample variance estimators 2 Unbiased sample variance 2 Varianzanalyse 2 Wilks phenomenon 2 adjusted imputation 2 jackknife variance estimators 2 linearized jackknife,missing values 2 winsorized variance 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Correlation 1 Correlation between the regressors and factor loadings 1 Erreur de prédiction 1 Estimated-control calibration 1 Fehlende Daten 1 Hausman-type test 1 IV-Schätzung 1 Instrumental variables 1 Korrelation 1 Mean square error estimation 1 Missing data 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Panel 1 Panel data model with interactive effects 1 Panel study 1 Prediction error 1 Regression analysis 1 Regressionsanalyse 1
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Online availability
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Free 11 CC license 1
Type of publication
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Book / Working Paper 8 Article 3
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Thesis 1
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Language
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English 9 Undetermined 2
Author
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Chen, Xiaohong 4 Pouzo, Demian 4 Gupta, Sat 2 Reichel, Felix 2 Shabbir, Javid 2 Sohail, Muhammad Umair 2 Sohil, Fariha 2 Bengio, Yoshua 1 Dever, Jill A 1 Grandvalet, Yves 1 Kapetanios, George 1 Serlenga, Laura 1 Shin, Yongcheol 1 Valliant, Richard 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
Published in...
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Cowles Foundation Discussion Papers 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CIRANO Working Papers 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Statistics in Transition new series (SiTns) 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Working Paper 1 Working paper / Department of Economics, Johannes-Kepler-Universität of Linz 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 4 EconStor 3 RePEc 3 BASE 1
Showing 1 - 10 of 11
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On Bessel's correction: Unbiased sample variance, the "bariance," and a novel runtime-optimized estimator
Reichel, Felix - 2025
Bessel's correction adjusts the denominator in the sample variance formula from n to n - 1 to produce an unbiased estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations. It then introduces the concept of "bariance," an...
Persistent link: https://www.econbiz.de/10015407463
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On Bessel's correction : unbiased sample variance, the "bariance," and a novel runtime-optimized estimator
Reichel, Felix - 2025
Bessel's correction adjusts the denominator in the sample variance formula from n to n − 1 to produce an unbiased estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations. It then introduces the concept of "bariance," an...
Persistent link: https://www.econbiz.de/10015376726
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Cover Image
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
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Jackknife winsorized variance estimator under imputed data
Sohil, Fariha; Sohail, Muhammad Umair; Shabbir, Javid; … - In: Statistics in Transition new series (SiTns) 23 (2022) 2, pp. 17-32
and also consider jackknife variance estimators for the population variance by handling these extreme values under …
Persistent link: https://www.econbiz.de/10013444130
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Jackknife winsorized variance estimator under imputed data
Sohil, Fariha; Sohail, Muhammad Umair; Shabbir, Javid; … - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 17-32
and also consider jackknife variance estimators for the population variance by handling these extreme values under …
Persistent link: https://www.econbiz.de/10013419424
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Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2014
of simple sieve variance estimators for the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …
Persistent link: https://www.econbiz.de/10011282658
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Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2014 - Rev. version: August 2014
of simple sieve variance estimators for the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …
Persistent link: https://www.econbiz.de/10010403489
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Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013
of simple sieve variance estimators of the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …
Persistent link: https://www.econbiz.de/10010895647
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Cover Image
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013
of simple sieve variance estimators for the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …
Persistent link: https://www.econbiz.de/10010960378
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Sampling Weight Calibration with Estimated Control Totals
Dever, Jill A - 2008
Sample weight calibration, also referred to as calibration estimation, is a widely applied technique in the analysis of survey data. This method borrows strength from a set of auxiliary variables and can produce weighted estimates with smaller mean square errors than those estimators that do not...
Persistent link: https://www.econbiz.de/10009450742
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