Density Estimation and Combination under Model Ambiguity



10 Tables

True:G(9,3)

h к n 1/4.5

N=400

t=1000

Gamma
par(1)

par(2)

Normal

par(1)

par(2)

Weibull
par(1)

par(2)

NPQMLE

estim.θ

8.22

3.33

25.55

9.31

0.000031

3.11

st.dev.

. ʌ .
KI(g,f (b))

0.701

0.298

0.0084

0.545

0.425

0.023

0.000015

0.136

0.025

QMLE

estim.θ

9.034

3.03

27.002

9.001

0.000022

3.173

st.dev.

. ʌ .
KI(g,f (b))

0.629

0.213

0.0037

0.449

0.367

0.044

0.000013

0.131

0.0445

Table 1

True:G(9,3)

h к n 1/4

N=400

t=1000

Gamma

Normal

Weibull

par(1)

par(2)

par(1)

par(2)

par(1)

par(2)

NPQMLE

estim.θ

8.586

3.194

25.536

9.103

0.000026

3.17

st.dev.

0.756

0.291

0.543

0.425

0.000014

0.143

. ʌ .

KI(g,f (b))

0.0062

0.0211

0.0236

Table 2

True:G(9,3)

h к n 1/4.5

N=800

_________t=1000__________________________

Gamma
par(1)

par(2)

Normal

par(1)

par(2)

Weibull
par(1)

par(2)

NPQMLE

estim.θ

8.36

3.27

25.53

9.21

0.000027

3.143

st.dev.

. ʌ .
KI(g,f (b))

0.521

0.214

0.0049

0.379

0.315

0.019

0.000009

0.101

0.0222

QMLE

estim.θ

9.007

3.009

27.011

9.012

0.000021

3.166

st.dev.

. ʌ .
KI(g,f (b))

0.469

0.161

0.002

0.322

0.276

0.042

0.000073

0.098

0.0432

Table 3

True:G(9,3)

h к n 1/4

N=800_________

t=1000___________________________

Gamma

Normal

Weibull.

par(1)

par(2)

par(1)

par(2)

par(1)

par(2)

NPQMLE

estim.θ

8.65

3.15

25.511

9.05

0.000024

3.183

st.dev.

0.555

0.212

0.384

0.317

0.000008

0.105

. ʌ .

KI(g,f (b))

0.0035

0.0186

0.0211

Table 4

37



More intriguing information

1. The name is absent
2. FISCAL CONSOLIDATION AND DECENTRALISATION: A TALE OF TWO TIERS
3. Tastes, castes, and culture: The influence of society on preferences
4. Improving behaviour classification consistency: a technique from biological taxonomy
5. Comparison of Optimal Control Solutions in a Labor Market Model
6. Do imputed education histories provide satisfactory results in fertility analysis in the Western German context?
7. The name is absent
8. Der Einfluß der Direktdemokratie auf die Sozialpolitik
9. Strategic monetary policy in a monetary union with non-atomistic wage setters
10. The name is absent