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Showing 1 to 7 of 7 for “"compound decision"”.
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Simultaneous estimation approaches to large-scale multivariate regression
… with formulating multivariate regression as a compound decision problem. In Chapter 2, we propose an empirical Bayes-based approach where the prior distribution of unknown parameters is estimated nonparametrically from the data. Unlike existing methods, the proposed method does not assume any …
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Simultaneous multiparameter estimation
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-05-01
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Unobserved heterogeneity in economic models: testing and estimation
… the empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The methods are first illustrated with some simulation examples and then with an application to models of income dynamics. Using PSID data we estimate a simple dynamic model of …
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Problems in large-scale estimation
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2023-09-01 without embargo terms
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Disaggregate behavioural land use modelling: Integration of housing search, job search and households' dynamics
… to develop. This is because households’ decision on housing relocation, which directly impacts housing consumption, is a compound decision. The motivation for changing living place comes from the dissatisfaction associated with the current occupied dwelling. Households then decide about …
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Statistical methods for binomial and Gaussian sequences
We propose new methods and frameworks for approaching three different statistical sequence problems. The first is a tree-based computational method for calculating the Poisson Binomial distribution function, which is the distribution of a sum of independent but not identically distributed Bernoulli …