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. Qualifying Recital: Lisa Carol Hardaway, flute
2. The name is absent
3. Keystone sector methodology:network analysis comparative study
4. The name is absent
5. The duration of fixed exchange rate regimes
6. Geography, Health, and Demo-Economic Development
7. An alternative way to model merit good arguments
8. Herman Melville and the Problem of Evil
9. Computational Batik Motif Generation Innovation of Traditi onal Heritage by Fracta l Computation
10. The name is absent
11. Regional dynamics in mountain areas and the need for integrated policies
12. EU enlargement and environmental policy
13. Testing for One-Factor Models versus Stochastic Volatility Models
14. The ultimate determinants of central bank independence
15. A Computational Model of Children's Semantic Memory
16. Skill and work experience in the European knowledge economy
17. The name is absent
18. Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement
19. The name is absent
20. A model-free approach to delta hedging