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. Do the Largest Firms Grow the Fastest? The Case of U.S. Dairies
2. Sex-gender-sexuality: how sex, gender, and sexuality constellations are constituted in secondary schools
3. Auction Design without Commitment
4. The name is absent
5. CREDIT SCORING, LOAN PRICING, AND FARM BUSINESS PERFORMANCE
6. The name is absent
7. Stillbirth in a Tertiary Care Referral Hospital in North Bengal - A Review of Causes, Risk Factors and Prevention Strategies
8. The name is absent
9. Income Taxation when Markets are Incomplete
10. The name is absent