On Model Uncertainty and its Statistical Implications PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download On Model Uncertainty and its Statistical Implications PDF full book. Access full book title On Model Uncertainty and its Statistical Implications by Theo K. Dijkstra. Download full books in PDF and EPUB format.
Author: Theo K. Dijkstra
Publisher: Springer Science & Business Media
ISBN: 3642615643
Category : Mathematics
Languages : en
Pages : 149
Get Book Here
Book Description
In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.
Author: Theo K. Dijkstra
Publisher: Springer Science & Business Media
ISBN: 3642615643
Category : Mathematics
Languages : en
Pages : 149
Get Book Here
Book Description
In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.
Author: Theo K. Dijkstra
Publisher:
ISBN: 9780198522843
Category :
Languages : en
Pages : 138
Get Book Here
Book Description
Author: Kenneth P. Burnham
Publisher: Springer Science & Business Media
ISBN: 0387224564
Category : Mathematics
Languages : en
Pages : 512
Get Book Here
Book Description
A unique and comprehensive text on the philosophy of model-based data analysis and strategy for the analysis of empirical data. The book introduces information theoretic approaches and focuses critical attention on a priori modeling and the selection of a good approximating model that best represents the inference supported by the data. It contains several new approaches to estimating model selection uncertainty and incorporating selection uncertainty into estimates of precision. An array of examples is given to illustrate various technical issues. The text has been written for biologists and statisticians using models for making inferences from empirical data.
Author: Piero Ferri
Publisher: Springer Science & Business Media
ISBN: 3662008319
Category : Political Science
Languages : en
Pages : 197
Get Book Here
Book Description
Interest in business cycles has had its 'ups and downs'. After a period of almost steady state growth and of economic tranquility, when the business cycle seemed to be obsolete, the turbulence of the 70s and 80s has contributedto a renewed interest in the topic. Important analytical and methodological innovations have also favored the present abundance of contributions. Four innovations are of particular importance: i. microfoundations ii. nonlinearities iii. stochastic variables iv. real aspects. Both Classical macroeconomics and new-Keynesian approaches seem to share these characteristics, which apply both to endogenous and exogenous explanations of the cycle. The distance separating the newer literature from its forebears seems vast. Previously, cycle theory was characterized by a macro approach and utilized nonlinearities either through piecewise 'linear models or with the aid of Classical theorems in the field of dynamic systems. To consider and to compare the old and the new literature on business cycles is one of the goals of this book. To narrow the distance separating them is another goal of this research. We do not try to bridge it, but rather to revisit the former tradition with new tools. Finally, a particular emphasis is put on the 'ceilings and floors' type of literature. One of us has written a D. Phil. thesis with Sir John Hicks, and both have worked with H. P. Minsky. Hicks, along with Goodwin, introdu. ced the concept of ceilings and floors into business cycle analysis, and Minsky made important contributions to the area.
Author: Georg Tillmann
Publisher: Springer Science & Business Media
ISBN: 3642466699
Category : Business & Economics
Languages : en
Pages : 142
Get Book Here
Book Description
Redistribution is one of the most fundamental issues in welfare economics. In connection with this term the following questions directly arise: What is a good redistribution ? Which (governmental) instruments should be used to attain it ? Is there a "best instrument" if several of them are available? Or, to express it more generally, which allocations are at all attainable if special instruments are at hand ? All these questions are formulated in an extremely vague way. It will be the task of the following work to make these questions precise and to give answers - as far as possible. It is a matter of course that these answers will not be exhaustive because redistribution is too wide a field. I have used the word "instrument" intentionally. In doing so, Iwanted to indicate that it is not necessary to restrict oneself to income - or commodity taxes as is common place in public finance when aiming at redistribution.
Author: Koji Okuguchi
Publisher: Springer Science & Business Media
ISBN: 3662026228
Category : Business & Economics
Languages : en
Pages : 177
Get Book Here
Book Description
In this book a rigorous, systematic, mathematical analysis is presented for oligopoly with multi-product firms in static as well as dynamic frameworks in the light of recent developments in theories of games, oligopoly and industrial organization. The general results derived in this book on oligopoly with multi-product firms contain, as special cases, all previous results on oligopoly with single product as well as oligopoly with product differentiation and single product firms. A constructive nu- merical method is given for finding the Cournot-Nash equilibrium, which may be extremely valuable to those who are interested in numerical analysis of the effects of various industrial policies. A sequential adjustment process is also formulated for finding the equilibrium. Dynamic adjustment processes have two versions, one with a discrete time scale and the other with a continuous time scale. The stability of the equilibrium is thoroughly investigated utilizing powerful mathematical results from the stability and linear algebra literature. The methodology developed for analyzing stability proves to be useful for dynamic analysis of economic models.
Author: Andre Casajus
Publisher: Springer Science & Business Media
ISBN: 3642511120
Category : Business & Economics
Languages : en
Pages : 142
Get Book Here
Book Description
Go to, let us go down, and there confound their language, that they may not understand one another's speech. So the LORD scattered them abroad from thence upon the face of all the earth: and they left off to built the city. (Genesis 11.7-8) 1.1 Static Focal Points 1.1.1 Coordination In real life, people quite often face situations in which they prefer to act in the same way, but they are not particular about the concrete way of acting. Some examples are given below: Credit cards: Buyers want to possess the credit cards potential sellers do accept. Also, sellers wish to have contracted the credit card company the credit cards of which potential customers usually carry along. For both, basically, it is all the same which credit card this is. What matters is that both choices coincide. Communication, information transmission: The transmission of in formation requires that the signals used have the same meaning to both the sender and the receiver. But it is inessential which signal has a certain mean ing. In verbal communication, this basically means that the people involved use the same (natural) language, though even then some ambiguities remain. Things are a bit more difficult for non-verbal communication, for example data transmission between computers-both sides have to use the same or compatible protocols. Again, what matters is the protocols to be the same for both sides.
Author: Yacov Y. Haimes
Publisher: Springer Science & Business Media
ISBN: 3642573118
Category : Business & Economics
Languages : en
Pages : 574
Get Book Here
Book Description
During the past two decades, the consideration of mUltiple objectives in modeling and decision making has grown by leaps and bounds. The nineties in particular have seen the emphasis shift from the dominance of single-objective modeling and optimization toward an emphasis on multiple objectives. The proceedings of this Conference epitomize these evolutionary changes and contribute to the important role that the tield of multiple criteria decision making (MCDM) now plays in planning, design, operational, management, and policy decisions. Of special interest are the contributions of MCDM to manufacturing engineering. For example, it has recently been recognized that optimal, single-objective solutions have often been pursued at the expense of the much broader applicability of designs and solutions that satisfy multiple objectives. In particular, the theme (MCDM and Its Worldwide Role in Risk-Based Decision Making) of the XIVth International Conference on Multiple Criteria Decision Making (Charlottesville, Virginia, USA, June 8-12, 1998) represents the growing importance of risk-cost-benefit analysis in decision making and in engineering design and manufacturing. In such systems, minimizing the of rare and extreme events emerges as an essential objective that risk complements the minimization of the traditional expected value of risk, along with the objectives attached to cost and performance. These proceedings include forty-five papers that were presented at the Conference. A variety of techniques have been proposed for solving multiple criteria decision-making problems. The emphasis and style of the different techniques largely reflect the fields of expertise of their developers.
Author: Toan Phan Huy
Publisher: Springer Science & Business Media
ISBN: 3642583350
Category : Business & Economics
Languages : en
Pages : 271
Get Book Here
Book Description
This book provides a thorough analysis of scheduling problems that arise in a flexible manufacturing environment with scarce resource supply. Generalizations of the famous job shop scheduling problem are discussed. As a basic and common technique for solving these problems constraint propagation is applied in various solution methods. The effectiveness of constraint propagation is demonstrated by the solution of a high number of benchmark problem instances.
Author: Massimo Di Matteo
Publisher: Springer Science & Business Media
ISBN: 3642483607
Category : Business & Economics
Languages : en
Pages : 455
Get Book Here
Book Description
1. The Idea behind the workshop was that of calling attention to the necessity of studying long term tendencies In economic growth. We believe that actual growth processes In capitalistic economies are not smooth phenomena and also that the evolution of the economy Is characterized by long term fluctuations as well as by trade cycles. It Is now common place to argue that this point of view was revived after 1973 In consequence of the economic difficulties experienced by Industrialized countries while It has a much older origin as Its roots can be pushed back at least to the Great Depression of the 1930's. In preparing this workshop we selected two main approaches (as reflected In the title of this book) that have been proposed In the last ten years to deal with the causes of long term fluctuations, namely the ··technologlcal"' (or neo SchumpeterlanLapproach and the "'social"' approsch. What follows Is simply a rough characterization of the existing theoretical positions and It Is not meant to be an exhaustive one. The Interested reader will Immediately see that there are many differentiated positions by looking at the arguments contained In each contribution.
