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1.
Statistical Decision Problems and Bayesian Nonparametric Methods 总被引:1,自引:0,他引:1
This paper considers parametric statistical decision problems conducted within a Bayesian nonparametric context. Our work was motivated by the realisation that typical parametric model selection procedures are essentially incoherent. We argue that one solution to this problem is to use a flexible enough model in the first place, a model that will not be checked no matter what data arrive. Ideally, one would use a nonparametric model to describe all the uncertainty about the density function generating the data. However, parametric models are the preferred choice for many statisticians, despite the incoherence involved in model checking, incoherence that is quite often ignored for pragmatic reasons. In this paper we show how coherent parametric inference can be carried out via decision theory and Bayesian nonparametrics. None of the ingredients discussed here are new, but our main point only becomes evident when one sees all priors—even parametric ones—as measures on sets of densities as opposed to measures on finite-dimensional parameter spaces. 相似文献
2.
利用UG参数化特征造型技术进行涡旋盘设计,在分析涡旋压缩机工作原理的基础上,对涡旋盘参数化建模进行了研究。在UG软件环境下利用参数化建模技术完成了涡旋压缩机实体模型并进行了运动仿真,模型完全满足参数化设计的要求,为涡旋压缩机系列化设计提供了条件。从而提高了产品设计的质量,降低了设计人员的劳动强度。 相似文献
3.
张荷观 《数量经济技术经济研究》2015,(3):147-160
讨论存在自相关情况下自回归模型中随机解释变量的内生性,指出目前的计量经济理论所存在的问题,证明了随机误差存在自相关情况下一阶自回归模型和高阶自回归模型的随机解释变量与随机误差都不相关,同时改进了自回归模型的估计和检验方法。 相似文献
4.
The calculus of VaR involves dealing with the confidence level, the time horizon and the true underlying conditional distribution
function of asset returns. In this paper, we shall examine the effects of using a specific distribution function that fits
well the low-tail data of the observed distribution of asset returns on the accuracy of VaR estimates. In our analysis, we
consider some distributional forms characterized by capturing the excess kurtosis characteristic of stock return distributions
and we compare their performance using some international stock indices.
JEL Classification C15 · G10 相似文献
5.
The inflation rate is a key economic indicator for which forecasters are constantly seeking to improve the accuracy of predictions, so as to enable better macroeconomic decision making. Presented in this paper is a novel approach which seeks to exploit auxiliary information contained within inflation forecasts for developing a new and improved forecast for inflation by modeling with Multivariate Singular Spectrum Analysis (MSSA). Unlike other forecast combination techniques, the key feature of the proposed approach is its use of forecasts, i.e. data into the future, within the modeling process and extracting auxiliary information for generating a new and improved forecast. We consider real data on consumer price inflation in UK, obtained via the Office for National Statistics. A variety of parametric and nonparametric models are then used to generate univariate forecasts of inflation. Thereafter, the best univariate forecast is considered as auxiliary information within the MSSA model alongside historical data for UK consumer price inflation, and a new multivariate forecast is generated. We find compelling evidence which shows the benefits of the proposed approach at generating more accurate medium to long term inflation forecasts for UK in relation to the competing models. Finally, through the discussion, we also consider Google Trends forecasts for inflation within the proposed framework. 相似文献
6.
Kwami Ossadzifo Wonyra Yacobou Sanoussi Ibrahima Sy Tomgouani Lanie 《Telecommunications Policy》2021,45(5):102123
The liberalization of the telecommunications sector in Togo aimed at ensuring access to a better quality of telecommunication services at affordable prices to everyone. While the liberalization policy has increased competition in the sector and reduced significantly telecommunication services prices charged to costumers, statistics on the access and use of telecommunication services in Togo reveal disparities with respect to individuals' socio-economic characteristics which could be an indication of the existence of inequalities of opportunities in the access and use of these services.This paper investigates the inequalities of opportunity in the access and use of telecommunication services in Togo using a parametric approach. The results of estimations indicate that, inequalities of opportunities are larger for men and the elderly than respectively women and youths and are more pronounced in urban areas and regions such as the Plateaux and Savanna regions. Moreover, the circumstance variables such as the ‘place of residence’ and the ‘region’ are the key variables in explaining the inequalities of opportunities in the access and use of telecommunication services in Togo. So, policies toward reducing inequalities of opportunity in the access and use of telecommunication services in Togo should be designed with regards to men, the elderly, and people living in urban areas and regions such as the Plateaux and Savanna regions. 相似文献
7.
有关我国居民收入分布函数的研究尚属空白,本文利用2005~2010年安徽省城镇住户调查数据来探讨我国城镇居民的收入分布函数,统计计算表明部分分布函数估计的拟合效果优于非参估计,而参数估计中,多参数分布函数的拟合效果优于两参数分布函数。本文还探讨了部分分布函数的特点及其在收入不平等领域中的运用,我们发现居民平均收入与中位数的比值可以直接用来衡量居民的收入不平等。另外,我们还讨论了在某些分布条件下,贫困发生率与基尼系数之间的数量关系。 相似文献
8.
We propose a simple single parameter functional form for the Lorenz curve. The new specification is fitted to existing data sets and is shown to provide a better fit than existing single parameter Lorenz curves for the given data. 相似文献
9.
For Markovian economic models, long-run equilibria are typically identified with the stationary (invariant) distributions
generated by the model. In this paper we provide new sufficient conditions for continuity in the map from parameters to these
equilibria. Several existing results are shown to be special cases of our theorem.
This paper has benefitted from the helpful comments of Kevin Reffett, Rabee Tourky, an anonymous referee and participants
at the 13th European Workshop on General Equilibrium Theory, Venice 2004. The second author is grateful for financial support
from Australian Research Council Grant DP0557625. 相似文献
10.
Juan José Díaz-Hernández Eduardo Martínez-Budría Sergio Jara-Diaz 《Journal of Productivity Analysis》2008,30(3):223-232
Port workers services have been usually heavily regulated and reserved exclusively for a special kind of workers, dockworkers,
which seems to have been the cause of serious inefficiencies worldwide. During the eighties, law reforms have been introduced
to solve this problem. In this paper we analyze and decompose efficiency in cargo handling operations in 19 Spanish ports
from 1990 to 1998. The method chosen is that of the parametric estimation of both allocative and technical inefficiency using
panel data and a quadratic cost function. Results show that although inefficiency has decreased overall, there has been over
utilization of labor regarding capital, and technical inefficiency. This supports the need of further consideration of other
aspects including competition.
相似文献
Juan José Díaz-HernándezEmail: |