The generalized least squares estimator (GLSE) and the feasible generalized least squares estimator (FGLSE) are, separately, extended to the generalized and the ...
Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...
This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Data Science, BSc in Econometrics and Mathematical ...