About: Consistency of the instrumental weighted variables

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	A robust version of method of Instrumental Variables accommodating the idea of an implicit weighting the residuals is proposed and its properties studied. Firstly, it is shown that all solutions of the corresponding normal equations are bounded in probability. Then the weak consistency of them is proved. The algorithm, evaluating the estimate, is described and results of small MC study discussed. A robust version of method of Instrumental Variables accommodating the idea of an implicit weighting the residuals is proposed and its properties studied. Firstly, it is shown that all solutions of the corresponding normal equations are bounded in probability. Then the weak consistency of them is proved. The algorithm, evaluating the estimate, is described and results of small MC study discussed. (en)
Title	Consistency of the instrumental weighted variables Consistency of the instrumental weighted variables (en)
skos:prefLabel	Consistency of the instrumental weighted variables Consistency of the instrumental weighted variables (en)
skos:notation	RIV/67985556:_____/09:00365724!RIV12-AV0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/06/0408), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Víšek, Jan Ámos
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	308112
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/09:00365724
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Regression; Instruments; Consistency; Robustness (en)
http://linked.open.../riv/klicoveSlovo	Robustness Instruments Consistency Regression
http://linked.open...odStatuVydavatele	JP - Japonsko
http://linked.open...ontrolniKodProRIV	[B25DC36FEF81]
http://linked.open...i/riv/nazevZdroje	Annals of the Institute of Statistical Mathematics
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Robustification of generalized moment method
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	61
http://linked.open...iv/tvurceVysledku	Víšek, Jan Ámos
http://linked.open...ain/vavai/riv/wos	000268509800002
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
issn	0020-3157
number of pages	36 (xsd:int)
http://bibframe.org/vocab/doi	10.1007/s10463-007-0159-8

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