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Results 1 - 20 of 2,278  for All Library Resources

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1
Bootstrapping Fisher Market Equilibrium and First-Price Pacing Equilibrium
Bootstrapping Fisher Market Equilibrium and First-Price Pacing Equilibrium
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Bootstrapping Fisher Market Equilibrium and First-Price Pacing Equilibrium

arXiv.org, 2024-02

2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2402.02303

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2
High-dimensional instrumental variables regression and confidence sets -- v2/2012
High-dimensional instrumental variables regression and confidence sets -- v2/2012
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High-dimensional instrumental variables regression and confidence sets -- v2/2012

arXiv.org, 2019-10

2019. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1812.11330

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3
Generalized Varying Coefficient Mediation Models
Generalized Varying Coefficient Mediation Models
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Generalized Varying Coefficient Mediation Models

arXiv.org, 2022-12

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2212.02043

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4
When Should You Adjust Standard Errors for Clustering?
When Should You Adjust Standard Errors for Clustering?
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When Should You Adjust Standard Errors for Clustering?

arXiv.org, 2022-09

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1710.02926

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5
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
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High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing

arXiv.org, 2022-08

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1912.02151

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6
Non-testability of instrument validity under continuous endogenous variables
Non-testability of instrument validity under continuous endogenous variables
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Non-testability of instrument validity under continuous endogenous variables

arXiv.org, 2020-11

2020. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1806.09517

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7
Universal Inference Meets Random Projections: A Scalable Test for Log-concavity
Universal Inference Meets Random Projections: A Scalable Test for Log-concavity
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Universal Inference Meets Random Projections: A Scalable Test for Log-concavity

arXiv.org, 2024-04

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2111.09254

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8
Kernel Density Estimation on Symmetric Spaces of Non-Compact Type
Kernel Density Estimation on Symmetric Spaces of Non-Compact Type
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Kernel Density Estimation on Symmetric Spaces of Non-Compact Type

arXiv.org, 2022-06

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1411.4040

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9
Validity, consonant plausibility measures, and conformal prediction
Validity, consonant plausibility measures, and conformal prediction
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Validity, consonant plausibility measures, and conformal prediction

arXiv.org, 2022-06

2022. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2001.09225

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10
Distribution-Free Prediction Sets for Two-Layer Hierarchical Models
Distribution-Free Prediction Sets for Two-Layer Hierarchical Models
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Distribution-Free Prediction Sets for Two-Layer Hierarchical Models

arXiv.org, 2022-02

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1809.07441

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11
Adaptive Bayesian Learning with Action and State-Dependent Signal Variance
Adaptive Bayesian Learning with Action and State-Dependent Signal Variance
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Adaptive Bayesian Learning with Action and State-Dependent Signal Variance

arXiv.org, 2023-11

2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2311.12878

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12
Determination of Pareto exponents in economic models driven by Markov multiplicative processes
Determination of Pareto exponents in economic models driven by Markov multiplicative processes
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Determination of Pareto exponents in economic models driven by Markov multiplicative processes

arXiv.org, 2022-01

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1712.01431

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13
When are Bayesian model probabilities overconfident?
When are Bayesian model probabilities overconfident?
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When are Bayesian model probabilities overconfident?

arXiv.org, 2020-03

2020. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2003.04026

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14
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
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Optimal covariance matrix estimation for high-dimensional noise in high-frequency data

arXiv.org, 2022-09

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1812.08217

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15
Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters
Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters
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Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters

arXiv.org, 2022-08

2022. This work is published under http://creativecommons.org/licenses/by-nc-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2208.11281

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16
Asymptotic normality of a linear threshold estimator in fixed dimension with near-optimal rate
Asymptotic normality of a linear threshold estimator in fixed dimension with near-optimal rate
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Asymptotic normality of a linear threshold estimator in fixed dimension with near-optimal rate

arXiv.org, 2021-09

2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2001.06955

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17
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging
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Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging

arXiv.org, 2022-08

2022. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2208.04012

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18
Sample covariances of random-coefficient AR(1) panel model
Sample covariances of random-coefficient AR(1) panel model
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Sample covariances of random-coefficient AR(1) panel model

arXiv.org, 2019-11

2019. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1810.11204

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19
Agreement and Statistical Efficiency in Bayesian Perception Models
Agreement and Statistical Efficiency in Bayesian Perception Models
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Agreement and Statistical Efficiency in Bayesian Perception Models

arXiv.org, 2022-05

2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2205.11561

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20
Uniformly consistent proportion estimation for composite hypotheses via integral equations
Uniformly consistent proportion estimation for composite hypotheses via integral equations
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Uniformly consistent proportion estimation for composite hypotheses via integral equations

arXiv.org, 2022-05

2022. This work is published under http://creativecommons.org/licenses/by-nc-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1906.10246

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