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Gotwalt, Christopher Michael - 2003

misspecified. The most commonly used robust confidence interval, the generalized Wald interval, is known to be liberal in small … performance: the generalized score interval; the robust profile likelihood interval; a new, modified generalized score interval …

Persistent link: https://www.econbiz.de/10009431232

Novel Methods for Multivariate Ordinal Data applied to Genetic Diplotypes, Genomic Pathways, Risk Profiles, and Pattern Similarity

Wittkowski, Knut M. - Volkswirtschaftliche Fakultät, … - 2003

the likelihood of a person being identified. Methods: In 1998, we developed a nonparametric method for analyzing …

Persistent link: https://www.econbiz.de/10005836436

On empirical likelihood option pricing

Zhong, Xiaolong; Cao, Jie Jay; Jin, Yong; Zheng, Wei - In: Journal of risk 19 (2017) 5, pp. 41-53

Persistent link: https://www.econbiz.de/10011747102

Robustness in Latent Variable Models

Huang, Xianzheng - 2006

on the latent variables cannot be verified directly using observed data. Even though semiparametric and nonparametric … inference is robust under certain latent-model assumptions. We refer to such robustness as latent-model robustness.We start with …

Persistent link: https://www.econbiz.de/10009431306

Identification- and singularity-robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative Economics 10 (2019) 4, pp. 1703-1746

This paper introduces a new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) test … and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … sense under strong and semi-strong identification. Asymptotics conditional likelihood ratio test confidence set …

Persistent link: https://www.econbiz.de/10012215408

High dimensional, robust, unsupervised record linkage

Bera, Sabyasachi; Chatterjee, Snigdhansu - In: Statistics in Transition New Series 21 (2020) 4, pp. 123-143

estimating robust, high dimensional principal components. We present theoretical results validating the robust, high dimensional …

Persistent link: https://www.econbiz.de/10012600248

Risk return trade-off in relaxed risk parity portfolio optimization

Gambeta, Vaughn; Kwon, Roy - In: Journal of Risk and Financial Management 13 (2020) 10, pp. 1-28

This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re-introducing the asset expected returns into the model and...

Persistent link: https://www.econbiz.de/10012611461

Early Warnings of Inflation in India

Shah, Ajay; Patnaik, Ila; Bhattacharya, Rudrani - eSocialSciences - 2008

In India, year-on-year percentage changes of price indexes are widely used as the measure of inflation. In terms of monthly data, each observation of a one-year change in inflation is the sum of twelve one-month changes. This suggests that better information about inflationary pressures can be...

Persistent link: https://www.econbiz.de/10005528145

Individual and Organisational Leadership: The Shared Approach

Davies, Linda L; Kakabadse, Nada K - In: International Journal of Reviews and Studies in … 1 (2013) 1, pp. 1-17

robust approach to developing a broader and more reliable set of leadership skills to provide a greater likelihood of …

Persistent link: https://www.econbiz.de/10011129897

The Effect of Fertilizers on the Growth and the Yield of Ramie (Boehmeria nivea L. Gaud)

Subandi, M. - In: Asian Journal of Agriculture and Rural Development 02 (2012) 02

growth and the big volumeous biomass removed from soil. Ramie plant is consider as a robust plant. …

Persistent link: https://www.econbiz.de/10011167685