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参数估计问题中的最大一致收敛速率AI 解读

This paper considers parametric estimation problems with independent, identically nonregularly distributed data. It focuses on rate efficiency, in the sense of maximal possible convergence rates of stochastically bounded estimators, as an optimality criterion, largely unexplored in parametric estimation. Under mild conditions, the Hellinger metric, defined on the space of parametric probability measures, is shown to be an essentially universally applicable tool to determine…

有限因变量模型估计的模拟得分法AI 解读

The method of simulated scores (MSS) is presented for estimating limited dependent variables models (LDV) with flexible correlation structure in the unobservables. The authors propose simulators that are continuous in the unknown parameter vectors, and hence standard optimization methods can be used to compute the MSS estimators that employ these simulators. The first continuous method relies on a recursive conditioning of the multivariate normal density through a Cholesky…

消费者态度与公用事业自愿费率方案选择AI 解读

Attitudes enter as latent explanatory variables in a model of consumers' choice among optional rate schedules offered by a public utility. A consistent estimator of the choice model is described that utilizes the distribution of the latent attitude variables conditional on manifest indicator variables. The model is applied to households' choice between time-of-use and non-time-differentiated rates for electricity to determine the impact of attitudes about energy…

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