Search Results - subject:"linear predictor"

A note on the recursive joint moments of discounted compound dependent renewal sums

Adékambi, Franck; Essiomle, Kokou - In: Risk and decision analysis 9 (2023) 2/4, pp. 57-71

Persistent link: https://www.econbiz.de/10014473411

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - In: Journal of econometrics 226 (2022) 1, pp. 115-138

Persistent link: https://www.econbiz.de/10013440523

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

regression of Y onto X in a subpopulation homogenous in W = w (formally a conditional linear predictor). Let b0 (w) be the …

Persistent link: https://www.econbiz.de/10011924562

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

Persistent link: https://www.econbiz.de/10011977998

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

regression of Y onto X in a subpopulation homogenous in W = w (formally a conditional linear predictor). Let b0 (w) be the …

Persistent link: https://www.econbiz.de/10011941544

Set identification of generalized linear predictors in the presence of non-classical measurement errors

Wüthrich, Kaspar - 2013

This paper studies the identification of coefficients in generalized linear predictors where the outcome variable suffers from non-classical measurement errors. Combining a mixture model of data errors with the bounding procedure proposed by Stoye (2007), I derive bounds on the coefficient...

Persistent link: https://www.econbiz.de/10009787993

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD

Feng, Yuanhua; Chen Zhou - 2013

Persistent link: https://www.econbiz.de/10010194513

Set identification of generalized linear predictors in the presence of non-classical measurement errors

Wüthrich, Kaspar - 2013

Persistent link: https://www.econbiz.de/10010427104

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD

Feng, Yuanhua; Zhou, Chen - Department Volkswirtschaftslehre, Fachbereich für … - 2013

log-normal assumption are summarized. A linear predictor based on the truncated AR(oo) form of the logarithmic process is … proposed. It is shown that this proposal is an approximately best linear predictor. Approximate variances of the prediction …

Persistent link: https://www.econbiz.de/10010780859

Credibility pseudo-estimators

Rosenlund, Stig - In: Scandinavian actuarial journal (2018) 9, pp. 770-791

Persistent link: https://www.econbiz.de/10011939743