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Some Explicit Estimates for the Möbius Function
, 2015
"... Abstract In this work, we provide some explicit upper bounds for certain sums involving the Möbius function. Thanks to recent results proved by Balazard, some of these bounds improve on earlier estimates given by El Marraki. ..."
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Abstract In this work, we provide some explicit upper bounds for certain sums involving the Möbius function. Thanks to recent results proved by Balazard, some of these bounds improve on earlier estimates given by El Marraki.
Robust and Explicit Estimators for Weibull Parameters
"... The Weibull distribution plays a central role in modeling duration data. Its maximum likelihood estimator is very sensitive to outliers. We propose three robust and explicit Weibull parameter estimators: the quantile least squares, the repeated median and the median/Qn estimator. We derive their bre ..."
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The Weibull distribution plays a central role in modeling duration data. Its maximum likelihood estimator is very sensitive to outliers. We propose three robust and explicit Weibull parameter estimators: the quantile least squares, the repeated median and the median/Qn estimator. We derive
EXPLICIT ESTIMATES FOR SOME MIXED INTEGRAL INEQUALITIES
, 2010
"... The main objective of this paper is to establish explicit estimates for some mixed integral inequalities, which can be used as tools in the study of qualitative behavior of solutions to certain integral equations. Discrete analogues and some applications of one of our results are also given. ..."
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The main objective of this paper is to establish explicit estimates for some mixed integral inequalities, which can be used as tools in the study of qualitative behavior of solutions to certain integral equations. Discrete analogues and some applications of one of our results are also given.
On estimating the expected return on the market  an exploratory investigation
 JOURNAL OF FINANCIAL ECONOMICS
, 1980
"... The expected market return is a number frequently required for the solution of many investment and corporate tinance problems, but by comparison with other tinancial variables, there has been little research on estimating this expected return. Current practice for estimating the expected market retu ..."
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Cited by 490 (3 self)
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from this exploratory investigation are: (1) in estimating models of the expected market return, the nonnegativity restriction of the expected excess return should be explicitly included as part of the specification; (2) estimators which use realized returns should be adjusted for heteroscedasticity.
How much should we trust differencesindifferences estimates?
, 2003
"... Most papers that employ DifferencesinDifferences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severity of this issue, we randomly generate placebo laws in statelevel data on femal ..."
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Cited by 828 (1 self)
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Most papers that employ DifferencesinDifferences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severity of this issue, we randomly generate placebo laws in statelevel data
A gentle tutorial on the EM algorithm and its application to parameter estimation for gaussian mixture and hidden markov models
, 1997
"... We describe the maximumlikelihood parameter estimation problem and how the Expectationform of the EM algorithm as it is often given in the literature. We then develop the EM parameter estimation procedure for two applications: 1) finding the parameters of a mixture of Gaussian densities, and 2) fi ..."
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Cited by 693 (4 self)
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We describe the maximumlikelihood parameter estimation problem and how the Expectationform of the EM algorithm as it is often given in the literature. We then develop the EM parameter estimation procedure for two applications: 1) finding the parameters of a mixture of Gaussian densities, and 2
Smooth minimization of nonsmooth functions
 Math. Programming
, 2005
"... In this paper we propose a new approach for constructing efficient schemes for nonsmooth convex optimization. It is based on a special smoothing technique, which can be applied to the functions with explicit maxstructure. Our approach can be considered as an alternative to blackbox minimization. F ..."
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Cited by 523 (1 self)
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In this paper we propose a new approach for constructing efficient schemes for nonsmooth convex optimization. It is based on a special smoothing technique, which can be applied to the functions with explicit maxstructure. Our approach can be considered as an alternative to blackbox minimization
Trade Liberalization, Exit, and Productivity Improvements: Evidence from Chilean Plants
 Review of Economic Studies
, 2002
"... This paper empirically investigates the effects of liberalized trade on plant productivity in the case of Chile. Chile presents an interesting setting to study this relationship since it underwent a massive trade liberalization that significantly exposed its plants to competition from abroad during ..."
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Cited by 555 (16 self)
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in the estimates of the input coefficients required to construct a productivity measure. I explicitly incorporate plant exit in the estimation to correct for the selection problem induced by liquidated plants. These methodological aspects are important in obtaining a reliable plantlevel productivity measure based
Latent dirichlet allocation
 Journal of Machine Learning Research
, 2003
"... We describe latent Dirichlet allocation (LDA), a generative probabilistic model for collections of discrete data such as text corpora. LDA is a threelevel hierarchical Bayesian model, in which each item of a collection is modeled as a finite mixture over an underlying set of topics. Each topic is, ..."
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Cited by 4365 (92 self)
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, in turn, modeled as an infinite mixture over an underlying set of topic probabilities. In the context of text modeling, the topic probabilities provide an explicit representation of a document. We present efficient approximate inference techniques based on variational methods and an EM algorithm
Results 1  10
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9,355