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  • Search: subject:"multivariate linear models"
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Year of publication
Subject
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multivariate linear models 7 Bernstein-Von Mises theorems 4 curved exponential family 4 increasing dimension 4 multinomial model with moment restrictions 4 seemingly unrelated regression 4 single-equation structural equations 4 Dirichlet prior 2 censoring 2 generalized maximum likelihood 2 hazard functions 2 mixture models 2 semiparametric models 2 Bayes-Statistik 1 Bernstein–Von Mises theorems 1 Curved exponential family 1 Increasing dimensions 1 Maximum-Likelihood-Methode 1 Multinomial model with moment restrictions 1 Multivariate linear models 1 Nichtparametrisches Verfahren 1 Schätztheorie 1 Seemingly unrelated regression 1 Single-equation structural equations 1 Theorie 1 control variates 1 simulation 1 variance reduction techniques 1
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Online availability
All
Free 6 Undetermined 1
Type of publication
All
Book / Working Paper 6 Article 2
Type of publication (narrower categories)
All
Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 6 Undetermined 2
Author
All
Belloni, Alexandre 5 Chernozhukov, Victor 5 Bunke, Olaf 2 Johannes, Jan 2 Nova, Acácio M. De O. Porta 1 Wilson, James R. 1
Institution
All
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 2 cemmap working paper 2 Management Science 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 The econometrics journal 1
Source
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ECONIS (ZBW) 3 EconStor 3 RePEc 2
Showing 1 - 8 of 8
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Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posteriorbased inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010368205
Saved in:
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Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010368239
Saved in:
Cover Image
Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posteriorbased inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010226471
Saved in:
Cover Image
Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010227492
Saved in:
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Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - In: The econometrics journal 17 (2014) 2, pp. 75-100
Persistent link: https://www.econbiz.de/10010498724
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Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
Bunke, Olaf; Johannes, Jan - 2003
A definition of selfinformative Bayes carriers or limits is given as a description of an approach to noninformative Bayes estimation in non- and semiparametric models. It takes the posterior w.r.t. a prior as a new prior and repeats this procedure again and again. A main objective of the paper...
Persistent link: https://www.econbiz.de/10010296441
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Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
Bunke, Olaf; Johannes, Jan - Sonderforschungsbereich 373, Quantifikation und … - 2003
A definition of selfinformative Bayes carriers or limits is given as a description of an approach to noninformative Bayes estimation in non- and semiparametric models. It takes the posterior w.r.t. a prior as a new prior and repeats this procedure again and again. A main objective of the paper...
Persistent link: https://www.econbiz.de/10010956523
Saved in:
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Estimation of Multiresponse Simulation Metamodels Using Control Variates
Nova, Acácio M. De O. Porta; Wilson, James R. - In: Management Science 35 (1989) 11, pp. 1316-1333
This paper provides a unified development of the method of control variates for simulation experiments in which the objective is estimation of a multiresponse metamodel---that is, a linear model for an output vector of simulation performance measures expressed in terms of an input vector of...
Persistent link: https://www.econbiz.de/10009214606
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