Search Results - subject:"conditional distribution"

NEW DEVELOPMENTS ON THE USE OF BIVARIATE RODRIGUEZ-BURR III DISTRIBUTION IN RELIABILITY STUDIES

Domma, Filippo - Dipartimento di Scienze Economiche, Statistiche e … - 2009

In this paper we study the bivariate Rodriguez-Burr III distribution from a reliability point of view. In particular, we derive various functions used in reliability theory of conditional distributions, viz hazard rate, reversed hazard rate, mean residual life and mean reversed residual life...

Persistent link: https://www.econbiz.de/10004988542

Crop Yield Skewness and the Normal Distribution

Hennessy, David A. - In: Journal of Agricultural and Resource Economics 34 (2009) 1

Empirical studies point to negative crop yield skewness, but the literature provides few clear insights as to why. This paper formalizes three points on the matter. Statistical laws on aggregates do not imply a normal distribution. Whenever the weather-conditioned mean yield has diminishing...

Persistent link: https://www.econbiz.de/10004991679

Comparison of conditional distributions in portfolios of dependent risks

Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance: Mathematics and Economics 61 (2015) C, pp. 62-69

Given a portfolio of risks, we study the marginal behavior of the ith risk under an adverse event, such as an unusually large loss in the portfolio or, in the case of a portfolio with a positive dependence structure, to an unusually large loss for another risk. By considering some particular...

Persistent link: https://www.econbiz.de/10011263848

Estimating the conditional single-index error distribution with a partial linear mean regression

Zhang, Jun; Feng, Zhenghui; Xu, Peirong - In: TEST: An Official Journal of the Spanish Society of … 24 (2015) 1, pp. 61-83

<Para ID="Par1">In this paper, we present a method for estimating the conditional distribution function of the model …-based kernel estimator to estimate the unknown conditional distribution function. Asymptotic distributions of the proposed … estimators are derived, and the residual-based kernel process constructed by the estimator of the conditional distribution …

Persistent link: https://www.econbiz.de/10011240913

Comparison of conditional distributions in portfolios of dependent risks

Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance / Mathematics & economics 61 (2015), pp. 62-69

Persistent link: https://www.econbiz.de/10010515927

Specification tests for nonlinear dynamic models

Kheifets, Igor L. - In: The econometrics journal 18 (2015) 1, pp. 67-94

Persistent link: https://www.econbiz.de/10011345998

Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach

Badin, Luiza; Daraio, Cinzia; Simar, Léopold - Laboratory of Economics and Management (LEM), Scuola … - 2008

nonstandard conditional distribution function which requires the specification of a smoothing parameter (a bandwidth). So far …

Persistent link: https://www.econbiz.de/10005518683

Toward a Normative Theory of Crop Yield Skewness

Hennessy, David A. - Center for Agricultural and Rural Development (CARD), … - 2008

While the preponderance of empirical studies point to negative crop yield skewness in a wide variety of contexts, the literature provides few clear insights on why this is so. The purpose of this paper is to make three points on the matter. We show formally that statistical laws on aggregates do...

Persistent link: https://www.econbiz.de/10005786590

Comparing the accuracy of density forecasts from competing GARCH models

Shamiri, Ahmed; Shaari, Abu Hassan; Isa, Zaidi - Volkswirtschaftliche Fakultät, … - 2008

that the choice of the conditional distribution appears to be a more dominant factor in determining the adequacy and …

Persistent link: https://www.econbiz.de/10005789224

What to Choose? The Value of Label Claims to Fresh Produce Consumers

Bond, Craig A.; Thilmany, Dawn D.; Bond, Jennifer Keeling - In: Journal of Agricultural and Resource Economics 33 (2008) 3

We examine consumer response to label information using a hypothetical choice experiment on red leaf lettuce attribute bundles. Using survey responses, several mixed logit models with random parameters and varying correlation assumptions are estimated that provide estimated of marginal utilities...

Persistent link: https://www.econbiz.de/10005330427