نتایج جستجو برای: generalized method of moments
تعداد نتایج: 21290093 فیلتر نتایج به سال:
D espite Emerson’s contempt for foolish consistency, consistency is not a foolish property for an estimator. Indeed, its absence would seem troubling. Who would want to admit that his or her estimator wouldn’t get the right answer with “all the data in the world”? Consequently, a widely applicable method for devising consistent estimators is a useful tool. This section develops two such tools, ...
We develop a GMM estimator for stationary heavy tailed data by trimming an asymptotically vanishing sample portion of the estimating equations. Trimming ensures the estimator is asymptotically normal, and self-normalization implies we do not need to know the rate of convergence. Tail -trimming, however, ensures asymmetric models are covered under rudimentary assumptions about the thresholds, an...
In this paper we propose a class of efficient Generalized Method-of-Moments (GMM) algorithms for computing parameters of the Plackett-Luce model, where the data consists of full rankings over alternatives. Our technique is based on breaking the full rankings into pairwise comparisons, and then computing parameters that satisfy a set of generalized moment conditions. We identify conditions for t...
in this thesis, first the notion of weak mutual associativity (w.m.a.) and the necessary and sufficient condition for a $(l,gamma)$-associated hypersemigroup $(h, ast)$ derived from some family of $lesssim$-preordered semigroups to be a hypergroup, are given. second, by proving the fact that the concrete categories, semihypergroups and hypergroups have not free objects we will introduce t...
abstract according to increase in electricity consumption in one hand and power systemsreliability importance in another , fault location detection techniqueshave beenrecentlytaken to consideration. an algorithm based on collected data from both transmission line endsproposed in this thesis. in order to reducecapacitance effects of transmission line, distributed parametersof transmission line...
in the area of vocabulary teaching and learning although much research has been done, only some of it has led to effective techniques of vocabulary teaching and many language learners still have problem learning vocabulary. the urge behind this study was to investigate three methods of teaching words. the first one was teaching words in context based on a traditional method of teaching that is,...
movement of pesticides through soils to groundwater and surface water has long been considered a potentially serious environmental problem in different parts of the world. remediation of such problems requires monitoring of site specific data. considering these facts a laboratory based investigation was carried out to determine the sorption and leaching parameters of two contrasting and widely ...
planar d-bar integral equation is one of the inverse scattering solution methods for complex problems including inverse conductivity considered in applications such as electrical impedance tomography (eit). recently two different methodologies are considered for the numerical solution of d-bar integrals equation, namely product integrals and multigrid. the first one involves high computational ...
this thesis basically deals with the well-known notion of the bear-invariant of groups, which is the generalization of the schur multiplier of groups. in chapter two, section 2.1, we present an explicit formula for the bear-invariant of a direct product of cyclic groups with respect to nc, c>1. also in section 2.2, we caculate the baer-invatiant of a nilpotent product of cyclic groups wuth resp...
flood frequency analysis is faced with the problem of data and information limitation in arid and semi-arid regions. particularly in these regions, the length of records is usually too short to ensure reliable quantile estimates. more than 75% of iran is located in arid and semi-arid regions and despite the low annual precipitation, often large floods occur. one way to provide more information ...
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