18 search results - page 2 / 4 » An Efficient Estimation for Switching Regression Models: A M... |
CSDA
2007
13 years 5 months ago
2007
The problem of consistent estimation in measurement error models in a linear relation with not necessarily normally distributed measurement errors is considered. Three possible es...
CCE
2004
13 years 5 months ago
2004
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
CVPR
2007
IEEE
14 years 7 months ago
2007
IEEE
We study the challenging problem of maneuvering object tracking with unknown dynamics, i.e., forces or torque. We investigate the underlying causes of object kinematics, and propo...
HICSS
1997
IEEE
13 years 10 months ago
1997
IEEE
An arti"cial neural network (ANN) algorithm is proposed that incorporates both market segmentation and discriminant (regression) analysis of the segments. The method simultan...
EOR
2010
13 years 5 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...