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Kalyagin, Valery A.; Slashchinin, Sergey V.

Impact of error in parameter estimations on large scale portfolio optimization. (English) Zbl 1425.91433

Demetriou, Ioannis (ed.) et al., Approximation and optimization. Algorithms, complexity and applications. Based on the conference on approximation and optimization: algorithms, complexity, and applications, National and Kapodistrian University of Athens, Athens, Greece, June 29–30, 2017. Cham: Springer. Springer Optim. Appl. 145, 151-184 (2019).

MSC: 91G70 62P05 90C30 91G10

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Found 919 Documents (Results 1–100)

Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model. (English) Zbl 07903511

Testing symmetry of model errors for non linear multiplicative distortion measurement error models. (English) Zbl 07897861

Estimation of correlation coefficient under a linear multiplicative distortion measurement errors model. (English) Zbl 07854478

Average derivation estimation with multiplicative distortion measurement errors. (English) Zbl 07854477

Exponential parametric distortion nonlinear measurement errors models. (English) Zbl 07833901

The floor quotient partial order. (English) Zbl 07796436

Partial linear additive distortion measurement errors models. (English) Zbl 07772195

Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method. (English) Zbl 1523.62023

Nonlinear multiplicative distortion regression models with second-order estimation. (English) Zbl 07830429

Wavelet estimation for regression convolution model with heteroscedastic errors. (English) Zbl 07809584

Period-time parametric identification method for solving location and navigation tasks. (English. Russian original) Zbl 1525.93039

Complete consistency for the weighted least squares estimators in semiparametric regression models. (English) Zbl 07753676

Deconvolution problem of cumulative distribution function with heteroscedastic errors. (English) Zbl 1516.62049

Kernel density estimation for multiplicative distortion measurement regression models. (English) Zbl 07714116

Absolute logarithmic calibration for correlation coefficient with multiplicative distortion. (English) Zbl 07713495

Semiparametric efficiency in convexity constrained single-index model. (English) Zbl 1514.62064

Complete convergence of weighted sums of martingale differences and statistical applications. (English) Zbl 07683128

Estimating and testing relations and trees on the basis of pairwise comparisons. (English) Zbl 07839208

General least product relative error estimation for multiplicative regression models with or without multiplicative distortion measurement errors. (English) Zbl 07632209

Nonparametric regression on Lie groups with measurement errors. (English) Zbl 1539.62110

Additive distortion measurement errors regression models with exponential calibration. (English) Zbl 07602429

Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study. (English) Zbl 07584287

Measurement errors models with exponential parametric multiplicative distortions. (English) Zbl 07572871

Deconvolution of \(\mathbb{P} (X<Y)\) with unknown error distributions. (English) Zbl 07571104

Testing symmetry for additive distortion measurement errors data. (English) Zbl 1524.62157

Estimation of the variance matrix in bivariate classical measurement error models. (English) Zbl 1493.62145

A measurement error Rao-Yu model for regional prevalence estimation over time using uncertain data obtained from dependent survey estimates. (English) Zbl 1484.62129

Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors. (English) Zbl 1493.62177

Modal linear regression models with additive distortion measurement errors. (English) Zbl 07498014

On the nonparametric estimation of the odds and distribution function using moving extreme ranked set sampling. (English) Zbl 1483.62015

Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model. (English) Zbl 1490.62102

Linear regression models with general distortion measurement errors. (English) Zbl 1497.62106

Part II: On the use, the misuse, and the very limited usefulness of Cronbach’s alpha: discussing lower bounds and correlated errors. (English) Zbl 1480.62238

Estimation and variable selection for partial linear single-index distortion measurement errors models. (English) Zbl 1477.62105

Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors. (English) Zbl 1483.62122

Inference for partially observed epidemic dynamics guided by Kalman filtering techniques. (English) Zbl 07422876

An efficient algorithm for weighted total least squares method. (Chinese. English summary) Zbl 1488.62030

A pointwise lower bound for generalized deconvolution density estimation. (English) Zbl 1467.62058

An accelerated EM algorithm for mixture models with uncertainty for rating data. (English) Zbl 1505.62380

An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator. (English) Zbl 1459.62081

Impacts of measurement errors on simultaneous equation estimation of dividend and investment decisions. (English) Zbl 1454.91356

Logarithmic calibration for multiplicative distortion measurement errors regression models. (English) Zbl 1541.62102

Efficient error variance estimation in non-parametric regression. (English) Zbl 1521.62057

A Gaussian alternative to using improper confidence intervals. (English. French summary) Zbl 1492.62033

Partial deconvolution estimation in nonparametric regression. (English. French summary) Zbl 1492.62081

Standard errors for nonparametric regression. (English) Zbl 1480.62066

ML and GMM with concentrated instruments in the static panel data model. (English) Zbl 1490.62416

Logarithmic calibration for partial linear models with multiplicative distortion measurement errors. (English) Zbl 07480161

Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects. (English) Zbl 1466.62304

Statistical inference for linear regression models with additive distortion measurement errors. (English) Zbl 1461.62122

Semiparametric methods for survival data with measurement error under additive hazards cure rate models. (English) Zbl 1458.62221

On parameter estimation for high dimensional errors-in-variables models. (English) Zbl 1455.62056

Prediction in polynomial errors-in-variables models. (English) Zbl 1452.62501

Multiplicative regression models with distortion measurement errors. (English) Zbl 1452.62258

Asymptotic estimation for varying coefficient errors-in-variables models with longitudinal data. (Chinese. English summary) Zbl 1463.62109

On approximation of signals in \(\operatorname{Lip}( \alpha,r)\)-class using the product \((\overline{N},p_n,q_n)(E,s)\)-summability means of conjugate Fourier series. (English) Zbl 1458.94117

Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors. (English) Zbl 1448.62112

Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model. (English) Zbl 1447.62112

Measuring symmetry and asymmetry of multiplicative distortion measurement errors data. (English) Zbl 1445.62033

Data-driven local polynomial for the trend and its derivatives in economic time series. (English) Zbl 1444.62104

Kernel regression estimation with errors-in-variables for random fields. (English) Zbl 1449.62206

Nonparametric density estimation from observations with multiplicative measurement errors. (English. French summary) Zbl 1460.62045

Multiplicative distortion measurement errors linear models with general moment identifiability condition. (English) Zbl 07194286

Inference for a change-point problem under an OU setting with unequal and unknown volatilities. (English. French summary) Zbl 1492.62128

Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study. (English) Zbl 1435.62358

Smooth backfitting for errors-in-variables varying coefficient regression models. (English) Zbl 1510.62181

Analysis of panel data partially linear single-index models with serially correlated errors. (English) Zbl 1436.62207

Bias and covariance of the least squares estimate in a structured errors-in-variables problem. (English) Zbl 1504.62070

Mean-squared errors of small area estimators under a multivariate linear model for repeated measures data. (English) Zbl 07530866

Estimation on semi-functional linear errors-in-variables models. (English) Zbl 1508.62122

Open problem: Size-based scheduling with estimation errors. (English) Zbl 1446.60065

Jackknife covariance matrix estimation for observations from mixture. (English) Zbl 1439.62154

Finite precision in an infinite world. (English) Zbl 1434.97012