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Canonical moments, orthogonal polynomials with application to statistics
Dette, Holger - 2002
In this paper we describe the special role of moment theory for the construction of optimal designs in statistical … role for the construction of optimal designs in these models. We introduce the theory of canonical moments, which provide a … problems. On the other hand these results can be used for the derivation of several new results in approximation theory. As …
Persistent link: https://www.econbiz.de/10009775972
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Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Revision of 2005-81)
Bettonvil, Bert; del Castillo, Enrique; Kleijnen, Jack P. C. - 2007
This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for testing whether a specific input combination...
Persistent link: https://www.econbiz.de/10014049484
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Minimax-Schätzer für Schätz- und Testverfahren im linearen Regressionsmodell bei Vorinformation
Becker, Lioba - 1998
Persistent link: https://www.econbiz.de/10000992088
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Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992
Collani, Elart von (contributor); Göb, Rainer (contributor) - Würzburg-Umeå Conference in Statistics <2, 1992, … - 1992
Persistent link: https://www.econbiz.de/10000934259
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Computational statistics
Rao, Calyampudi Radhakrishna (contributor) - 1993
Persistent link: https://www.econbiz.de/10000348576
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An evolutionary bootstrap approach to neural network pruning and generalization
LeBaron, Blake Dean - 1997
Persistent link: https://www.econbiz.de/10000979616
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Non-linear error correction, asymmetric adjustment and cointegration
Escribano, Álvaro - In: Economic modelling 15 (1998) 2, pp. 197-216
Persistent link: https://www.econbiz.de/10001247645
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Nonparametric tests for the independence of regressors and disturbances as specification tests
Johnson, David S. - In: The review of economics and statistics 79 (1997) 2, pp. 335-340
Persistent link: https://www.econbiz.de/10001222402
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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140