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  • Search: subject:"bivariate gamma distribution"
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Year of publication
Subject
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bivariate gamma distribution 4 Bivariate gamma distribution 3 F distribution 3 Kendall's tau 3 Model selection 3 Pearson's correlation coefficient 3 competing risks 3 duration models 3 negative and positive quadrant dependence 3 survival analysis 3 unobserved heterogeneity 3 Estimation 2 Estimation theory 2 Predictive ability 2 Schätztheorie 2 Schätzung 2 Statistical distribution 2 Statistische Verteilung 2 Correlated gamma-ratio distribution 1 Correlation 1 Dauer 1 Duration 1 Duration analysis 1 Horvits-Thompson estimator 1 Korrelation 1 Non-nested models 1 Sampling 1 Statistische Bestandsanalyse 1 Stichprobenerhebung 1 continuous sampling design 1 inclusion density 1 ratio estimator 1 sampling scheme 1
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Online availability
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Free 7 CC license 1
Type of publication
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Book / Working Paper 6 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 4 English 3
Author
All
Effraimidis, Georgios 3 Panaretos, John 3 Psarakis, Stelios 3 Xekalaki, Evdokia 3 Berg, Gerard J. van den 1 Karlis, Dimitris 1 Wywiał, Janusz 1 den Berg, Gerard J. van 1 van den Berg, Gerard J. 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Institute for the Study of Labor (IZA) 1
Published in...
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MPRA Paper 3 IZA Discussion Papers 2 Discussion paper series / IZA 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
Source
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RePEc 4 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 7 of 7
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Estimating the population mean using a continuous sampling design dependent on an auxiliary variable
Wywiał, Janusz - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 1-16
Continuous distribution of variables under study and auxiliary variables are considered. The purpose of the paper is to estimate the mean of the variable under study using a sampling design which is dependent on the observation of a continuous auxiliary variable in the whole population....
Persistent link: https://www.econbiz.de/10012655719
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Dependence Measures in Bivariate Gamma Frailty Models
van den Berg, Gerard J.; Effraimidis, Georgios - 2014
Bivariate duration data frequently arise in economics, biostatistics and other areas. In bivariate frailty models, dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this...
Persistent link: https://www.econbiz.de/10010352325
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Dependence Measures in Bivariate Gamma Frailty Models
den Berg, Gerard J. van; Effraimidis, Georgios - Institute for the Study of Labor (IZA) - 2014
Bivariate duration data frequently arise in economics, biostatistics and other areas. In "bivariate frailty models", dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this...
Persistent link: https://www.econbiz.de/10010757340
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Dependence measures in bivariate gamma frailty models
Berg, Gerard J. van den; Effraimidis, Georgios - 2014
Bivariate duration data frequently arise in economics, biostatistics and other areas. In "bivariate frailty models", dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this...
Persistent link: https://www.econbiz.de/10010339585
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The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection
Panaretos, John; Psarakis, Stelios; Xekalaki, Evdokia; … - Volkswirtschaftliche Fakultät, … - 2005
The paper considers the problem of selecting one of two not necessarily nested competing regression models based on comparative evaluations of their abilities in each of two different issues: The first pertains to viewing the problem as a “best-fitting” model determination problem in the...
Persistent link: https://www.econbiz.de/10005619543
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A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution
Xekalaki, Evdokia; Panaretos, John; Psarakis, Stelios - Volkswirtschaftliche Fakultät, … - 2003
In this paper, an evaluation method is suggested for selecting one of two competing models based on certain predictive ability ratings. The main focus is on the case of linear models that are not necessarily nested. In the context of such models, the test procedure is based on a sample statistic...
Persistent link: https://www.econbiz.de/10005835827
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On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems
Panaretos, John; Psarakis, Stelios; Xekalaki, Evdokia - Volkswirtschaftliche Fakultät, … - 1998
The paper deals with a distribution that arises as the distribution of a sample statistic used to compare the predictive ability of two competing linear models. It is defined as the distribution of the ratio of two correlated gamma variables and its probabilities are tabulated in order that they...
Persistent link: https://www.econbiz.de/10005836553
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