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Improved estimation of poisson rate distributions through a multi-mode survey design

Hitczenko, Marcin - 2021

less data. The choice of survey mode, therefore, involves a potential tradeoff between bias and variance of estimators. I …

Persistent link: https://www.econbiz.de/10012425355

Parametric inference for index functionals

Guerrier, Stéphane; Orso, Samuel; Victoria-Feser, Maria-Pia - In: Econometrics : open access journal 6 (2018) 2, pp. 1-11

In this paper, we study the finite sample accuracy of confidence intervals for index functional built via parametric bootstrap, in the case of inequality indices. To estimate the parameters of the assumed parametric data generating distribution, we propose a Generalized Method of Moment...

Persistent link: https://www.econbiz.de/10011823357

Optimal confidence intervals for the tail index and high quantiles

Ferreira, Ana; Vries, Casper G. de - 2004

Persistent link: https://www.econbiz.de/10002200680

On the bias of structural estimation methods in a polynomial regression with measurement error when the distribution of the latent covariate is misspecidied

Schneeweiß, Hans; Cheng, Chi-Lun; Wolf, Roland - In: Contributions to modern econometrics : from data …, (pp. 209-222). 2002

Persistent link: https://www.econbiz.de/10001905308

Local linear density estimation for filtered survival data, with bias correction

Jones, M. C. (contributor); Nielsen, Jens Perch (contributor) - 2004 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10002227638

Local linear density estimation for filtered survival data, with bias correction

Nielsen, Jens Perch; Tanggaard, Carsten; Jones, M. C. - 2003

Persistent link: https://www.econbiz.de/10001938905

Bias-correction in vector autoregressive models : a simulation study

Engsted, Tom; Pedersen, Thomas Q. - In: Econometrics : open access journal 2 (2014) 1, pp. 45-71

We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non …-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact … identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula …

Persistent link: https://www.econbiz.de/10010336196

Robustness, infinitesimal, neighborhoods, and moment restrictions

Kitamura, Yuichi; Otsu, Taisuke; Evdokimov, Kirill - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 3, pp. 1185-1201

Persistent link: https://www.econbiz.de/10009763128

Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution

Rassoul, Abdelaziz - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 698-703

Persistent link: https://www.econbiz.de/10010227902

Higher order bias reduction of Kernel density and density derivative estimation at boundary points

Bearse, Peter M.; Rilstone, Paul - In: Nonparametric econometric methods, (pp. 319-331). 2010

Persistent link: https://www.econbiz.de/10010216415