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Lecture Notes
564views
16 years 8 months ago
Empirical Finance
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
Paul Söderlind

Lecture Notes
488views
16 years 8 months ago
Econometrics
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...
Paul Söderlind
TSP
2008
102views more  TSP 2008»
14 years 9 months ago
Spatially Adaptive Estimation via Fitted Local Likelihood Techniques
Abstract--This paper offers a new technique for spatially adaptive estimation. The local likelihood is exploited for nonparametric modeling of observations and estimated signals. T...
Vladimir Katkovnik, Vladimir Spokoiny
ACL
2009
14 years 7 months ago
Knowing the Unseen: Estimating Vocabulary Size over Unseen Samples
Empirical studies on corpora involve making measurements of several quantities for the purpose of comparing corpora, creating language models or to make generalizations about spec...
Suma Bhat, Richard Sproat
IPMI
2009
Springer
15 years 4 months ago
Estimating the Confidence of Statistical Model Based Shape Prediction
We propose a method for estimating confidence regions around shapes predicted from partial observations, given a statistical shape model. Our method relies on the estimation of the...
Rémi Blanc, Ekaterina Syrkina, Gábor...