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    CSDA
    2006
    94views more  CSDA 2006»
    Signal extraction for simulated games with a large number of players
    13 years 4 months ago
    Signal extraction for simulated games with a large number of players
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    A signal extraction problem in simulated games is studied. A modelling technique is proposed for deriving beliefs for players in simulated games. Since standard Bayesian games pro...
    Aki Lehtinen
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    CSDA
    2006
    82views more  CSDA 2006»
    Nearest neighbours in least-squares data imputation algorithms with different missing patterns
    13 years 4 months ago
    Nearest neighbours in least-squares data imputation algorithms with different missing patterns
    Download  www.dcs.bbk.ac.uk
    Methods for imputation of missing data in the so-called least-squares approximation approach, a non-parametric computationally efficient multidimensional technique, are experiment...
    Ito Wasito, Boris Mirkin
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    CSDA
    2006
    49views more  CSDA 2006»
    An iterated parametric approach to nonstationary signal extraction
    13 years 4 months ago
    An iterated parametric approach to nonstationary signal extraction
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    Tucker McElroy, Andrew Sutcliffe
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    CSDA
    2006
    117views more  CSDA 2006»
    Exact maximum likelihood estimation of structured or unit root multivariate time series models
    13 years 4 months ago
    Exact maximum likelihood estimation of structured or unit root multivariate time series models
    Download  www.dms.umontreal.ca
    TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
    Guy Mélard, Roch Roy, Abdessamad Saidi
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    CSDA
    2006
    90views more  CSDA 2006»
    Estimation in covariate-adjusted regression
    13 years 4 months ago
    Estimation in covariate-adjusted regression
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    Abstract: The method of covariate adjusted regression was recently proposed for situations where both predictors and response in a regression model are not directly observed, but a...
    Damla Sentürk, Danh V. Nguyen
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    CSDA
    2006
    100views more  CSDA 2006»
    Implementing a class of structural change tests: An econometric computing approach
    13 years 4 months ago
    Implementing a class of structural change tests: An econometric computing approach
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    The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical c...
    Achim Zeileis
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    CSDA
    2006
    84views more  CSDA 2006»
    Robust weighted LAD regression
    13 years 4 months ago
    Robust weighted LAD regression
    Download  archive.nyu.edu
    The least squares linear regression estimator is well-known to be highly sensitive to unusual observations in the data, and as a result many more robust estimators have been propo...
    Avi Giloni, Jeffrey S. Simonoff, Bhaskar Sengupta
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    CSDA
    2006
    81views more  CSDA 2006»
    A recursive approach to detect multivariable conditional variance components and conditional random effects
    13 years 4 months ago
    A recursive approach to detect multivariable conditional variance components and conditional random effects
    Download  ddr.nal.usda.gov
    A complex trait like crop yield is determined by its component traits. Multivariable conditional analysis in a general mixed linear model is helpful in dissecting the gene express...
    Jixiang Wu, Dongfeng Wu, Johnie N. Jenkins Jr., Ja...
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    CSDA
    2006
    76views more  CSDA 2006»
    Mean estimation with calibration techniques in presence of missing data
    13 years 4 months ago
    Mean estimation with calibration techniques in presence of missing data
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    María del Mar Rueda, S. Martínez, H....
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    CSDA
    2006
    92views more  CSDA 2006»
    Robust measures of tail weight
    13 years 4 months ago
    Robust measures of tail weight
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    The kurtosis coefficient is often regarded as a measure of the tail heaviness of a distribution relative to that of the normal distribution. However, it also measures the peakedne...
    Guy Brys, Mia Hubert, Anja Struyf
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