JSTOR Daily

Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality

In econometrics, seminonparametric (SNP) estimators originated in the consumer demand literature. The Fourier flexible form is a well-known example. The idea is to replace the consumer's indirect ...
Insurancenewsnet.com

Findings from Jiangxi Normal University in the Area of Mathematics Described (Asymptotic Normality of Nonparametric Estimate for Zero-utility Premiums)

2019 NOV 06 (NewsRx) -- By a News Reporter-Staff News Editor at Math Daily News-- A new study on Mathematics is now available. According to news reporting from Jiangxi, People’s Republic of China, by ...
JSTOR Daily

ASYMPTOTIC DISTRIBUTIONS OF THE BUCKLEY-JAMES ESTIMATOR UNDER NONSTANDARD CONDITIONS

The Buckley-James estimator (BJE) is the most appropriate extension of the least squares estimator (LSE) to the right-censored linear regression model. Lai and Ying (1991) established asymptotic ...
Simon Fraser University

Confidence Intervals for Parameters

There are two methods of computing confidence intervals for the regression parameters. One is based on the profile likelihood function, and the other is based on the asymptotic normality of the ...
San Francisco Fed

Taylor Rule Estimation by OLS

Ordinary Least Squares (OLS) estimation of monetary policy rules produces potentially inconsistent estimates of policy parameters. The reason is that central banks react to variables, such as ...