مرکز منطقه ای اطلاع رساني علوم و فناوري - Worst-case estimation for econometric models with unobservable components

Title of article :

Worst-case estimation for econometric models with unobservable components

Author/Authors :

Mercedes Esteban-Bravo، نويسنده , , Jose M. Vidal-Sanz، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

3330

To page :

3354

Keywords :

Worst-case decision , Minimax optimization , Robust modelling

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2007

Journal title :

Computational Statistics and Data Analysis

Record number :

145309

Link To Document :