Likelihood-ratio-based confidence sets for the timing of structural

... Our proposed approach is motivated by Siegmund (1988), who considers confidence sets in the simpler context of a change-point model of independent Normal observations with a one-time break in mean and assuming known parameters (other than the 1 Expected length is more difficult to determine for the ...

... Our proposed approach is motivated by Siegmund (1988), who considers confidence sets in the simpler context of a change-point model of independent Normal observations with a one-time break in mean and assuming known parameters (other than the 1 Expected length is more difficult to determine for the ...

Méthodes non-paramétriques pour la prévision d - ENAC

... A safe and efficient prediction is a prerequisite for the implementation of automated tools that detect and solve conflicts between trajectories. In this scope, this work proposes two non-parametric interval prediction methods in the regression context. These methods are designed to predict interval ...

... A safe and efficient prediction is a prerequisite for the implementation of automated tools that detect and solve conflicts between trajectories. In this scope, this work proposes two non-parametric interval prediction methods in the regression context. These methods are designed to predict interval ...

X - IS MU

... 3. Interpreting and comparing regression models (MV, Ch. 3): interpretation of the fitted model, selection of regressors, testing the functional form 4. Heteroskedascity and autocorrelation (Verbeek, Ch. 4): causes, consequences, testing, alternatives for inference 5. Endogeneity, instrumental varia ...

... 3. Interpreting and comparing regression models (MV, Ch. 3): interpretation of the fitted model, selection of regressors, testing the functional form 4. Heteroskedascity and autocorrelation (Verbeek, Ch. 4): causes, consequences, testing, alternatives for inference 5. Endogeneity, instrumental varia ...