Search Results - subject:"data based"

Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

Fourdrinier, Dominique; Strawderman, William - In: Metrika 78 (2015) 4, pp. 461-484

well as two respective data based losses <InlineEquation ID="IEq10"> <EquationSource Format="TEX">$$\Vert d - \theta \Vert …. It is found that the range of shrinkage of these estimators is slightly larger for the data based losses compared to the …> </InlineEquation> is minimax with finite risk with respect to the data-based losses for many distributions for which its risk is …

Persistent link: https://www.econbiz.de/10011241000

On the non existence of unbiased estimators of risk for spherically symmetric distributions

Fourdrinier, Dominique; Strawderman, William - In: Statistics & Probability Letters 91 (2014) C, pp. 6-13

We study existence of unbiased estimators of risk for estimators of the location parameter of a spherically symmetric distribution, when a residual vector is available to estimate scale, under invariant quadratic loss. We show such existence often characterizes normality.

Persistent link: https://www.econbiz.de/10010776526

Data-based priors for vector autoregressions with drifting coefficients

Korobilis, Dimitris - Scottish Institute for Research in Economics (SIRE) - 2014

This paper proposes full-Bayes priors for time-varying parameter vector autoregressions (TVP-VARs) which are more robust and objective than existing choices proposed in the literature. We formulate the priors in a way that they allow for straightforward posterior computation, they require...

Persistent link: https://www.econbiz.de/10010907889

Bike-sharing system reliability problems : a data-based analysis and simulation architecture

Preisler, Thomas; Renz, Wolfgang; Vilenica, Ante - In: Sustainability and collaboration in supply chain …, (pp. 83-97). 2013

Persistent link: https://www.econbiz.de/10010128307

The performance of lag selection and detrending methods for HEGY seasonal unit root tests

Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - 2012

Persistent link: https://www.econbiz.de/10009659181

Bootstrapping the HEGY Seasonal Unit Root Tests

Taylor, Robert; Burridge, Peter - Econometric Society - 2004

This paper proposes bootstrap versions of the seasonal unit root tests of, inter alia, Hylleberg, Engle, Granger and Yoo (1990,Journal of Econometrics 55, 305-328)[HEGY]. We report a simulation study of the properties of both the conventional and bootstrapped seasonal unit root tests when...

Persistent link: https://www.econbiz.de/10005130173

Evaluation of free Java-libraries for social-scientific agent based simulation

Tobias, Robert; Hofmann, Carole - In: Journal of Artificial Societies and Social Simulation 7 (2004) 1, pp. 6-6

suited for theory and data based modeling of social interventions, such as information campaigns. Our first step consisted in …

Persistent link: https://www.econbiz.de/10005292610

From Data to Decision: The Three Elements of Policymaking Illustrated by The Case of Global Warming

Larsen, Erling Røed - In: Nordic Journal of Political Economy 29 (2003), pp. 133-154

article suggests, normatively, three essential elements for data based policies: evidence, consequence, and strategy. The … presented framework for data based policymaking combines results from decision theory, economics, and political theory. …

Persistent link: https://www.econbiz.de/10005558386

An assessment of modelling capacity to identify the impacts of climate variability on catchment hydrology

Kim, H.S.; Croke, B.F.W.; Jakeman, A.J.; Chiew, F.H.S. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 7, pp. 1419-1429

The aim is to investigate the consistency or variability of catchment response over time and space and evaluate the predictive error caused by the impacts of climate variability on streamflow. For this purpose, both data- and top-down model-based analyses of the dynamic relation between rainfall...

Persistent link: https://www.econbiz.de/10010870533

Robust methods for detecting multiple level breaks in autocorrelated time series

Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. … - Granger Centre for Time Series Econometrics, School of … - 2011

The contribution of this paper is twofold. First we extend the large sample results provided for the augmented Dickey-Fuller test by Said and Dickey (1984) and Chang and Park (2002) to the case of the augmented seasonal unit root tests of Hylleberg et al. (1990) [HEGY], inter alia. Our analysis...

Persistent link: https://www.econbiz.de/10010704586