Insurancenewsnet.com

Findings from Jiangxi Normal University in the Area of Mathematics Described (Asymptotic Normality of Nonparametric Estimate for Zero-utility Premiums)

2019 NOV 06 (NewsRx) -- By a News Reporter-Staff News Editor at Math Daily News-- A new study on Mathematics is now available. According to news reporting from Jiangxi, People’s Republic of China, by ...
JSTOR Daily

ASYMPTOTIC DISTRIBUTIONS OF THE BUCKLEY-JAMES ESTIMATOR UNDER NONSTANDARD CONDITIONS

The Buckley-James estimator (BJE) is the most appropriate extension of the least squares estimator (LSE) to the right-censored linear regression model. Lai and Ying (1991) established asymptotic ...
JSTOR Daily

Uniform Asymptotic Normality of the Maximum Likelihood Estimator

A very general result concerning the weak consistency and uniform asymptotic normality of the maximum likelihood estimator is presented. The result proves to be of particular value in establishing ...
San Francisco Fed

Taylor Rule Estimation by OLS

Ordinary Least Squares (OLS) estimation of monetary policy rules produces potentially inconsistent estimates of policy parameters. The reason is that central banks react to variables, such as ...