Showing 1 - 10 of 3,336
Persistent link: https://www.econbiz.de/10001493811
Persistent link: https://www.econbiz.de/10011346780
Persistent link: https://www.econbiz.de/10003475291
Persistent link: https://www.econbiz.de/10003740180
This paper proposes a regularisation method for the estimation of large covariance matrices that uses insights from the multiple testing (MT) literature. The approach tests the statistical significance of individual pair-wise correlations and sets to zero those elements that are not...
Persistent link: https://www.econbiz.de/10011405221
Persistent link: https://www.econbiz.de/10011745142
Persistent link: https://www.econbiz.de/10001938905
Persistent link: https://www.econbiz.de/10015394371
Persistent link: https://www.econbiz.de/10012426564
Probabilistic editing has been introduced to enable valid inference using established survey sampling theory in … biggest impact on estimates to be produced. However, selective editing is not grounded in probability theory associated with …-phase selection setup, bias due to measurement error is estimated through probabilistic editing while weight adjustment employing …
Persistent link: https://www.econbiz.de/10015207175