Search Results - subject:"least-squares estimator" - EconBiz

Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution

Hassan, Amal S.; Assar, Salwa M.; Ali, Kareem A.; Nagy, … - In: Statistics in Transition New Series 22 (2021) 4, pp. 171-189

estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér-von-Mises estimator, and the … considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares …

Persistent link: https://www.econbiz.de/10013444113

Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution

Hassan, Amal S.; Assar, Salwa M.; Ali, Kareem A.; Nagy, … - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 171-189

estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér-von-Mises estimator, and the … considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares …

Persistent link: https://www.econbiz.de/10012818210

Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models

Marie, Nicolas - In: Finance and stochastics 27 (2023) 1, pp. 97-126

Persistent link: https://www.econbiz.de/10013489500

Non-stationary parametric single-index predictive models : simulation and empirical studies

Zhou, Ying; Kew, Hsein; Gao, Jiti - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 349-365). 2023

Persistent link: https://www.econbiz.de/10014313764

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012316436

Models where the least trimmed squares and least median of squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012101101

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012492559

Autoregressive model with spatial dependence and missing data

Zhou, Jing; Liu, Jin; Wang, Feifei; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 28-34

Persistent link: https://www.econbiz.de/10012804080

Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels

Choi, In; Jung, Sanghyun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 177-203

Persistent link: https://www.econbiz.de/10012488908

Estimating multiple breaks in nonstationary autoregressive models

Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311

Persistent link: https://www.econbiz.de/10012618836

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