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Generalized Moment Estimation Of Stochastic Differential Equations
(Springer HeidelbergHeidelberg, 2016)
Optimal selling mechanisms under moment conditions
(2017-04-08)
We study the revenue maximization problem of a seller who is partially informed about the distribution of buyer's valuations, only knowing its first N moments. The seller chooses the mechanism generating the best revenue ...
On the numerical solution of the linear and nonlinear Poisson equations seen as bi-dimensional inverse moment problems
(Taylor & Francis, 2016-12)
The numerical solution of the bi-dimensional nonlinear Poisson equations under Cauchy boundary conditions is considered. Using Green identity we show that this problem is equivalent to solve a bi-dimensional Fredholm ...
Using generic order moments for separation of dependent sources with linear conditional expectations
(European Association For Signal Processing, 2013)
In this work, we approach the blind separation of dependent sources based only on a set of their linear mixtures. We prove that, when the sources have a pairwise dependence characterized by the linear conditional expectation ...
Finite sample properties of the efficient method of moments
(De Gruyter, 1997)
Gallant and Tauchen (1996) describe an estimation technique, known as Efficient Method of
Moments (EMM), that uses numerical methods to estimate parameters of a structural model. The technique uses
as matching conditions ...
A note on the likelihood and moments of the skew-normal distribution
(INST ESTADISTICA CATALUNYA-IDESCAT, 2008)
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which ...
Inflated beta distributions
(SPRINGER, 2010)
This paper considers the issue of modeling fractional data observed on [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the ...
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution
(ELSEVIER INC, 2022)
In this paper, we compute doubly truncated moments for the selection elliptical class of distributions, including some multivariate asymmetric versions of well-known elliptical distributions, such as the normal, Student's ...