Search Results - subject:"regression estimator"

On Kalman filtering, parameter uncertainty and variances after single and multiple imputation

Knotterus, Paul - 2022

Persistent link: https://www.econbiz.de/10012820006

Statistical inference for the first-order autoregressive process with the fractional Gaussian noise

Huang, Yinzhong; Xiao, Weilin; Yu, Xiaojian - In: Quantitative finance 24 (2024) 10, pp. 1509-1527

Persistent link: https://www.econbiz.de/10015196938

On asymptotic properties of local linear regression predictor

Kharoua, Amina; Mezhoud, Kenza Assia; Mohdeb, Zaher - In: Operations research forum 5 (2024) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10015182046

A Two‐level GREG Estimator for Consistent Estimation in Household Surveys

Konrad, Anne; Burgard, Jan Pablo; Münnich, Ralf - In: International Statistical Review 89 (2021) 3, pp. 635-656

‐level generalised regression estimator that is capable of both ensuring consistent person and household estimates and allowing for … regression estimator compared with integrated weighting. …

Persistent link: https://www.econbiz.de/10014485794

A generalized calibration approach ensuring coherent estimates with small area constraints

Burgard, Jan Pablo; Münnich, Ralf T.; Rupp, Martin - 2019

Within this article, a generalized calibration approach is presented, which provides coherent and efficient estimates considering a high number of constraints on different hierarchical levels. These constraints may be obtained from different sources such as survey data, register data,...

Persistent link: https://www.econbiz.de/10012140852