The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators

The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators PDF Author: Alan T. K. Wan
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 40

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The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators

The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators PDF Author: Alan T. K. Wan
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 40

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Handbook Of Applied Econometrics And Statistical Inference

Handbook Of Applied Econometrics And Statistical Inference PDF Author: Aman Ullah
Publisher: CRC Press
ISBN: 9780203911075
Category : Business & Economics
Languages : en
Pages : 754

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Book Description
Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.

The Exact Density and Distribution Functions of the Inequality Constrained an

The Exact Density and Distribution Functions of the Inequality Constrained an PDF Author: Alan T. K. Wan
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Statistical Theory and Method Abstracts

Statistical Theory and Method Abstracts PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 744

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The Theory and Practice of Econometrics

The Theory and Practice of Econometrics PDF Author: George G. Judge
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062

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Book Description
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Nonparametric Econometrics

Nonparametric Econometrics PDF Author: Qi Li
Publisher: Princeton University Press
ISBN: 1400841062
Category : Business & Economics
Languages : en
Pages : 769

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Book Description
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

Functional Estimation for Density, Regression Models and Processes

Functional Estimation for Density, Regression Models and Processes PDF Author: Odile Pons
Publisher: World Scientific
ISBN: 9814343749
Category : Mathematics
Languages : en
Pages : 210

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Book Description
This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book

Estimating Density Functions

Estimating Density Functions PDF Author: Michael X. Dong
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 276

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Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 700

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Constrained Statistical Inference

Constrained Statistical Inference PDF Author: Mervyn J. Silvapulle
Publisher: John Wiley & Sons
ISBN: 1118165632
Category : Mathematics
Languages : en
Pages : 560

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Book Description
An up-to-date approach to understanding statistical inference Statistical inference is finding useful applications in numerous fields, from sociology and econometrics to biostatistics. This volume enables professionals in these and related fields to master the concepts of statistical inference under inequality constraints and to apply the theory to problems in a variety of areas. Constrained Statistical Inference: Order, Inequality, and Shape Constraints provides a unified and up-to-date treatment of the methodology. It clearly illustrates concepts with practical examples from a variety of fields, focusing on sociology, econometrics, and biostatistics. The authors also discuss a broad range of other inequality-constrained inference problems that do not fit well in the contemplated unified framework, providing a meaningful way for readers to comprehend methodological resolutions. Chapter coverage includes: Population means and isotonic regression Inequality-constrained tests on normal means Tests in general parametric models Likelihood and alternatives Analysis of categorical data Inference on monotone density function, unimodal density function, shape constraints, and DMRL functions Bayesian perspectives, including Stein’s Paradox, shrinkage estimation, and decision theory