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    CSDA
    2006
    94views more  CSDA 2006»
    Signal extraction for simulated games with a large number of players
    13 years 10 months ago
    Signal extraction for simulated games with a large number of players
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    A signal extraction problem in simulated games is studied. A modelling technique is proposed for deriving beliefs for players in simulated games. Since standard Bayesian games pro...
    Aki Lehtinen
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    CSDA
    2006
    82views more  CSDA 2006»
    Nearest neighbours in least-squares data imputation algorithms with different missing patterns
    13 years 10 months ago
    Nearest neighbours in least-squares data imputation algorithms with different missing patterns
    Download  www.dcs.bbk.ac.uk
    Methods for imputation of missing data in the so-called least-squares approximation approach, a non-parametric computationally efficient multidimensional technique, are experiment...
    Ito Wasito, Boris Mirkin
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    CSDA
    2006
    49views more  CSDA 2006»
    An iterated parametric approach to nonstationary signal extraction
    13 years 10 months ago
    An iterated parametric approach to nonstationary signal extraction
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    Tucker McElroy, Andrew Sutcliffe
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    CSDA
    2006
    117views more  CSDA 2006»
    Exact maximum likelihood estimation of structured or unit root multivariate time series models
    13 years 10 months ago
    Exact maximum likelihood estimation of structured or unit root multivariate time series models
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    TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
    Guy Mélard, Roch Roy, Abdessamad Saidi
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    CSDA
    2006
    90views more  CSDA 2006»
    Estimation in covariate-adjusted regression
    13 years 10 months ago
    Estimation in covariate-adjusted regression
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    Abstract: The method of covariate adjusted regression was recently proposed for situations where both predictors and response in a regression model are not directly observed, but a...
    Damla Sentürk, Danh V. Nguyen
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    CSDA
    2006
    100views more  CSDA 2006»
    Implementing a class of structural change tests: An econometric computing approach
    13 years 10 months ago
    Implementing a class of structural change tests: An econometric computing approach
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    The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical c...
    Achim Zeileis
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    CSDA
    2006
    84views more  CSDA 2006»
    Robust weighted LAD regression
    13 years 10 months ago
    Robust weighted LAD regression
    Download  archive.nyu.edu
    The least squares linear regression estimator is well-known to be highly sensitive to unusual observations in the data, and as a result many more robust estimators have been propo...
    Avi Giloni, Jeffrey S. Simonoff, Bhaskar Sengupta
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    CSDA
    2006
    81views more  CSDA 2006»
    A recursive approach to detect multivariable conditional variance components and conditional random effects
    13 years 10 months ago
    A recursive approach to detect multivariable conditional variance components and conditional random effects
    Download  ddr.nal.usda.gov
    A complex trait like crop yield is determined by its component traits. Multivariable conditional analysis in a general mixed linear model is helpful in dissecting the gene express...
    Jixiang Wu, Dongfeng Wu, Johnie N. Jenkins Jr., Ja...
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    CSDA
    2006
    76views more  CSDA 2006»
    Mean estimation with calibration techniques in presence of missing data
    13 years 10 months ago
    Mean estimation with calibration techniques in presence of missing data
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    María del Mar Rueda, S. Martínez, H....
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    CSDA
    2006
    92views more  CSDA 2006»
    Robust measures of tail weight
    13 years 10 months ago
    Robust measures of tail weight
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    The kurtosis coefficient is often regarded as a measure of the tail heaviness of a distribution relative to that of the normal distribution. However, it also measures the peakedne...
    Guy Brys, Mia Hubert, Anja Struyf
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