Arbeitspapier
Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
- Sprache
-
Englisch
- ISBN
-
urn:nbn:de:kobv:11-10049760
- Erschienen in
-
Series: SFB 373 Discussion Paper; No. 2003,5
Bezug (was)
Wirtschaft
generalized maximum likelihood
Dirichlet prior
mixture models
semiparametric models
multivariate linear models
hazard functions
censoring
Maximum-Likelihood-Methode
Bayes-Statistik
Nichtparametrisches Verfahren
Schätztheorie
Theorie
generalized maximum likelihood
Dirichlet prior
mixture models
semiparametric models
multivariate linear models
hazard functions
censoring
Maximum-Likelihood-Methode
Bayes-Statistik
Nichtparametrisches Verfahren
Schätztheorie
Theorie
Beteiligte Personen und Organisationen
Bunke, Olaf
Johannes, Jan
Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Johannes, Jan
Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Erschienen
Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:57 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Bunke, Olaf
- Johannes, Jan
- Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Entstanden
- Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Ähnliche Objekte (12)
Bayes estimates in multivariate semiparametric linear models
Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
Modeling the Learning from Repeated Samples: A Generalized Cross Entropy Approach
A generalized estimating/pseudo-score equations approach for the estimation of structural equation models
Large sample theory in a semiparametric partially linear errors-in-variables models
Maximum likelihood estimation and specification test of the proportional hazard model using grouped durations
Confidence Intervals for State Price Densities
Plug-in semiparametric estimating equations
Deviation probability bound for martingales with applications to statistical estimation
Semi-parametric estimation of generalized partially linear single-index models
Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence
Truncated maximum likelihood, goodness of fit tests and tail analysis
Bayes estimates in multivariate semiparametric linear models
Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
Modeling the Learning from Repeated Samples: A Generalized Cross Entropy Approach
A generalized estimating/pseudo-score equations approach for the estimation of structural equation models
Large sample theory in a semiparametric partially linear errors-in-variables models
Maximum likelihood estimation and specification test of the proportional hazard model using grouped durations
Confidence Intervals for State Price Densities
Plug-in semiparametric estimating equations
Deviation probability bound for martingales with applications to statistical estimation
Semi-parametric estimation of generalized partially linear single-index models
Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence
Truncated maximum likelihood, goodness of fit tests and tail analysis
Bayes estimates in multivariate semiparametric linear models
Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
Modeling the Learning from Repeated Samples: A Generalized Cross Entropy Approach
A generalized estimating/pseudo-score equations approach for the estimation of structural equation models
Large sample theory in a semiparametric partially linear errors-in-variables models
Maximum likelihood estimation and specification test of the proportional hazard model using grouped durations
Confidence Intervals for State Price Densities
Plug-in semiparametric estimating equations
Deviation probability bound for martingales with applications to statistical estimation
Semi-parametric estimation of generalized partially linear single-index models
Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence