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Author: Constance van Eeden
Publisher: Springer Science & Business Media
ISBN: 038748809X
Category : Mathematics
Languages : en
Pages : 172
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Book Description
This monograph is addressed to anyone interested in the subject of restrict- parameter-space estimation, and in particular to those who want to learn, or bring their knowledge up to date, about (in)admissibility and minimaxity problems for such parameter spaces. The coverage starts in the early 1950s when the subject of inference for - stricted parameter spaces began to be studied and ends around the middle of 2004. It presents known, and also some new, results on (in)admissibility and minimaxity for nonsequential point estimation problems in restricted ?ni- dimensional parameter spaces. Relationships between various results are d- cussed and open problems are pointed out. Few complete proofs are given, but outlines of proofs are often supplied. The reader is always referred to the published papers and often results are clari?ed by presenting examples of the kind of problems an author solves, or of problems that cannot be solved by a particular result. The monograph does not touch on the subject of testing hypotheses in - stricted parameter spaces. The latest books on that subject are by Robertson, Wright and Dykstra (1988) and Akkerboom (1990), but many new results in that area have been obtained since. The monograph does have a chapter in which questions about the existence of maximum likelihood estimators are discussed. Some of their properties are also given there as well as some algorithms for computing them. Most of these results cannot be found in the Robertson, Wright, Dykstra book.
Author: Constance van Eeden
Publisher: Springer Science & Business Media
ISBN: 038748809X
Category : Mathematics
Languages : en
Pages : 172
Get Book Here
Book Description
This monograph is addressed to anyone interested in the subject of restrict- parameter-space estimation, and in particular to those who want to learn, or bring their knowledge up to date, about (in)admissibility and minimaxity problems for such parameter spaces. The coverage starts in the early 1950s when the subject of inference for - stricted parameter spaces began to be studied and ends around the middle of 2004. It presents known, and also some new, results on (in)admissibility and minimaxity for nonsequential point estimation problems in restricted ?ni- dimensional parameter spaces. Relationships between various results are d- cussed and open problems are pointed out. Few complete proofs are given, but outlines of proofs are often supplied. The reader is always referred to the published papers and often results are clari?ed by presenting examples of the kind of problems an author solves, or of problems that cannot be solved by a particular result. The monograph does not touch on the subject of testing hypotheses in - stricted parameter spaces. The latest books on that subject are by Robertson, Wright and Dykstra (1988) and Akkerboom (1990), but many new results in that area have been obtained since. The monograph does have a chapter in which questions about the existence of maximum likelihood estimators are discussed. Some of their properties are also given there as well as some algorithms for computing them. Most of these results cannot be found in the Robertson, Wright, Dykstra book.
Author: David H. Robinson
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 190
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Book Description
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 556
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Book Description
Author: Graham Elliott
Publisher: Elsevier
ISBN: 0444627405
Category : Business & Economics
Languages : en
Pages : 667
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Book Description
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics
Author: Dominique Fourdrinier
Publisher: Springer
ISBN: 3030021858
Category : Mathematics
Languages : en
Pages : 339
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Book Description
This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known a priori or arise from a model. The goal is to construct estimators with improved statistical properties. The book focuses primarily on point and loss estimation of the mean vector of multivariate normal and spherically symmetric distributions. Chapter 1 reviews the statistical and decision theoretic terminology and results that will be used throughout the book. Chapter 2 is concerned with estimating the mean vector of a multivariate normal distribution under quadratic loss from a frequentist perspective. In Chapter 3 the authors take a Bayesian view of shrinkage estimation in the normal setting. Chapter 4 introduces the general classes of spherically and elliptically symmetric distributions. Point and loss estimation for these broad classes are studied in subsequent chapters. In particular, Chapter 5 extends many of the results from Chapters 2 and 3 to spherically and elliptically symmetric distributions. Chapter 6 considers the general linear model with spherically symmetric error distributions when a residual vector is available. Chapter 7 then considers the problem of estimating a location vector which is constrained to lie in a convex set. Much of the chapter is devoted to one of two types of constraint sets, balls and polyhedral cones. In Chapter 8 the authors focus on loss estimation and data-dependent evidence reports. Appendices cover a number of technical topics including weakly differentiable functions; examples where Stein’s identity doesn’t hold; Stein’s lemma and Stokes’ theorem for smooth boundaries; harmonic, superharmonic and subharmonic functions; and modified Bessel functions.
Author: Kai Ming Lee
Publisher: Rozenberg Publishers
ISBN: 9036101697
Category :
Languages : en
Pages : 150
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Book Description
Author: Marc Moore
Publisher: IMS
ISBN: 9780940600577
Category : Mathematical statistics
Languages : en
Pages : 532
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Book Description
Author: Yumin Zhang
Publisher: Frontiers Media SA
ISBN: 2832554377
Category : Technology & Engineering
Languages : en
Pages : 294
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Book Description
Due to the inherent volatility and randomness, the increasing share of energy from renewable resources presents a challenge to the operation of multi-energy systems with heterogeneous energy carriers such as electricity, heat, hydrogen, etc. These factors will make the systems hard to adjust their supply and demand flexibly to maintain energy balance to ensure reliability. Further, this hinders the development of a low-carbon and economically viable energy system. By making full use of the synergistic interaction of generation, transmission, load demand, and energy storage, a three-fold approach focused on quantifying demand flexibility, evaluating supply capabilities, and enhancing resilience can unlock the flexibility potential across various sectors of new energy systems. This approach provides an effective means of facilitating the transition from conventional energy systems to low-carbon, clean-energy-oriented paradigms. However, huge challenges arising from renewable energy pose great obstacles to the aforementioned solution pathway. The main objectives of this Research Topic are： 1. Develop advanced carbon emission accounting and measurement techniques for emerging multi-energy systems 2. Design effective methods for predicting renewable electricity generation 3. Proposed efficient methods for quantitative assessment of uncertainty from renewables and loads 4. Put forward advanced evaluation, optimization, and planning strategies incorporating diverse flexibility resources 5. Design multifaceted market mechanisms and collaborative frameworks balancing economics and low carbon footprint 6. Develop operational control and resilience-enhancement techniques for distribution networks under large-scale distributed energy integration
Author: Niels Haldrup
Publisher: Oxford University Press, USA
ISBN: 0199679959
Category : Business & Economics
Languages : en
Pages : 393
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Book Description
A book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting.
Author: Zvi Griliches
Publisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804
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Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
