Titlebook: Robustness in Econometrics; Vladik Kreinovich,Songsak Sriboonchitta,Van-Nam Hu Book 2017 Springer International Publishing AG 2017 Computa

chronology

How to Make Plausibility-Based Forecasting More Accurater whether a modified selection would like to a more accurate forecast. In this paper, we show that the uniform distribution does not always lead to (asymptotically) optimal estimates, and we show how to modify the uniform-distribution step so that the resulting estimates become asymptotically optimal.

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EM Estimation for Multivariate Skew Slash Distributiondel based on this family are discussed. For illustration of the main results, we use the actual data coming from the Inner Mongolia Academy of Agriculture and Animal Husbandry Research Station to show the performance of the proposed algorithm.

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bibliophile

978-3-319-84480-0Springer International Publishing AG 2017

Fissure

Robustness in Econometrics978-3-319-50742-2Series ISSN 1860-949X Series E-ISSN 1860-9503

预测

Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidencen application to two empirical data sets. Overall, ALS emerges as the winner: It achieves most or even all of the efficiency gains of WLS over OLS when WLS outperforms OLS, but it only has very limited downside risk compared to OLS when OLS outperforms WLS.

Grasping

Musculoskeletal

Sequential Monte Carlo Sampling for State Space ModelsThe aim of these notes is to revisit sequential Monte Carlo (SMC) sampling. SMC sampling is a powerful simulation tool for solving non-linear and/or non-Gaussian state space models. We illustrate this with several examples.