منابع مشابه
Joint Structural Estimation of Multiple Graphical Models
Gaussian graphical models capture dependence relationships between random variables through the pattern of nonzero elements in the corresponding inverse covariance matrices. To date, there has been a large body of literature on both computational methods and analytical results on the estimation of a single graphical model. However, in many application domains, one has to estimate several relate...
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We consider a parametric version of the two-sided matching model of marriage described in Roth and Sotomayor (1990). There are two matching populations, men and women. Members of each population have utilities for pairing with members of the other population, which results in a stable set of matches among the two populations. We present a method of estimating the degree to which characteristics...
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A univariate structural time series model based on the traditional decomposition into trend, seasonal and irregular components is defined. A number of methods of computing maximum likelihood estimators are then considered. These include direct maximization of various time domain likelihood function. The asymptotic properties of the estimators are given and a comparison between the various metho...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2002
ISSN: 1556-5068
DOI: 10.2139/ssrn.305482