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20 kwi 2022 · An extremum estimator is an estimator that maximizes (or minimizes) an objective function. An m-estimator is an extremum estimator in which the objective function is a sample average. Minimum distance is on section 8.5 of Bruce Hansen's textbook.
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1 lis 2015 · I advance the nonlinear budget set literature by allowing for risk protection and by developing a simulated minimum distance estimator that allows for estimation when there is more than one nonconvex kink in the budget set.
This chapter will present a number of fairly general results on parameter estimation. We begin with perhaps the oldest formalized theory of estimation, the classical theory of the method of moments.
Minimum-distance estimation ( MDE) is a conceptual method for fitting a statistical model to data, usually the empirical distribution. Often-used estimators such as ordinary least squares can be thought of as special cases of minimum-distance estimation.
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31 gru 2015 · A usual way to obtain the insurance premium is to combine the conditional expectation of the claim frequency with the expected claim amount. The aim of this paper is to presents an overview of...
