Identification of Expected Outcomes in a Data Error Mixing Model With Multiplicative Mean Independence
نویسندگان
چکیده
منابع مشابه
Identication of Expected Outcomes in a Data Error Mixing Model with Multiplicative Mean Independence
We consider the problem of identifying a mean outcome in corrupt sampling where the observed outcome is drawn from a mixture of the distribution of interest and another distribution. Relaxing the contaminated sampling assumption that the outcome is statistically independent of the mixing process, we assess the identifying power of an assumption that the conditional means of the distributions di...
متن کاملa study on insurer solvency by panel data model: the case of iranian insurance market
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
Efficiency distribution and expected efficiencies in DEA with imprecise data
Several methods have been proposed for ranking the decision-making units (DMUs) in data envelopment analysis (DEA) with imprecise data. Some methods have only used the upper bound efficiencies to rank DMUs. However, some other methods have considered both of the lower and upper bound efficiencies to rank DMUs. The current paper shows that these methods did not consider the DEA axioms and may be...
متن کاملContaminated Variance-Mean mixing model
We consider the Generalised Normal Variance-Mean (GNVM) model in which the mixing random variable is Gamma distributed for financial return data. This model generalises the popular Variance-Gamma (VG) distribution. This GNVM model can be interpreted as the addition of noise to a (skew) VG base. In this presentation, we will not only discuss the parameter estimation of the general model, but als...
متن کاملEstimating Components of Mean Square Error for Mixed Mode Data Collection
Evidence-based management and development planning relies on official statistics. There are some obstacles that make it impossible to do single mode survey. These obstacles are sampling frame, time, the budget and accuracy of measurment of each mode. Always we can not use single mode survey becase of these factors. So we need to use other data collection method to overcome these obstacles. T...
متن کاملذخیره 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 Business & Economic Statistics
سال: 2011
ISSN: 0735-0015,1537-2707
DOI: 10.1198/jbes.2009.07223