Generalized marginal risk

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized Marginal Likelihood for Gaussian mixtures

The dominant approach in Bernoulli-Gaussian myopic deconvolution consists in the joint maximization of a single Generalized Likelihood with respect to the input signal and the hyperparameters. The aim of this correspondence is to assess the theoretical properties of a related Generalized Marginal Likelihood criterion in a simpliied framework where the lter is reduced to identity. Then the outpu...

متن کامل

Variable selection for marginal longitudinal generalized linear models.

Variable selection is an essential part of any statistical analysis and yet has been somewhat neglected in the context of longitudinal data analysis. In this article, we propose a generalized version of Mallows's C(p) (GC(p)) suitable for use with both parametric and nonparametric models. GC(p) provides an estimate of a measure of model's adequacy for prediction. We examine its performance with...

متن کامل

Some Autoregressive Moving Average Processes with Generalized Poisson Marginal Distributions

Abstrac t . Some simple models are introduced which may be used for modelling or generating sequences of dependent discrete random variables with generalized Poisson marginal distribution. Our approach for building these models is similar to that of the Poisson ARMA processes considered by Al-Osh and Alzaid (1987, J. Time Ser. Anal., 8, 261-275; 1988, Statist. Hefte, 29, 281-300) and McKenzie (...

متن کامل

Generalized McNemar’s Test for Homogeneity of the Marginal Distributions

In the matched-pairs data, McNemar’s test (McNemar, 1947) can be applied only to the case in which there are two possible categories for the outcome. In practice, however, it is possible that the outcomes are classified into multiple categories. Under this situation, the test statistic proposed by Stuart (1955) and Maxwell (1970) is useful, it is actually the generalization of the McNemar’s tes...

متن کامل

Generalized Social Marginal Welfare Weights for Optimal Tax Theory

This paper proposes a theory of optimal taxation using the tax reform approach and generalized social marginal welfare weights to capture social preferences for redistribution. A tax system is optimal if no budget neutral small reform can increase a weighted sum of (money metric) gains and losses across individuals. However, the weights used for aggregating gains and losses are not derived from...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Asset Management

سال: 2011

ISSN: 1470-8272,1479-179X

DOI: 10.1057/jam.2010.30