Search Results - subject:"finite sample"

Bayesian estimation of the normal location model : a non-standard approach

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Oxford bulletin of economics and statistics 87 (2025) 5, pp. 913-923

Persistent link: https://www.econbiz.de/10015470459

Edgeworth expansions in curved cross section autoregression

Phillips, Peter C. B. - 2025

Persistent link: https://www.econbiz.de/10015467029

Binary classification with the maximum score model and linear programming

Horowitz, Joel; Lee, Sokbae - 2025

conditions under which it is minimax optimal to allow for either non-classification or random classification and derive finite-sample …

Persistent link: https://www.econbiz.de/10015439509

Maximum pseudo-likelihood estimation of copula models and moments of order statistics

Dias, Alexandra - In: Risks : open access journal 12 (2024) 1, pp. 1-26

estimators proposed are consistent and asymptotically normal. In a simulation study, we compare the finite sample performance of … a better finite sample performance both in terms of bias and mean square error. An application to general insurance data …

Persistent link: https://www.econbiz.de/10014480997