Maximum Likelihood Estimation for the Generalized Pareto Distribution and Goodness-of-Fit Test with Censored Data
Keyword(s):
A Priori
◽
A non-parametric efficient statistical method, Random Forests, is implemented for the selection of the determinants of Central Bank Independence (CBI) among a large database of economic, political, and institutional variables for OECD countries. It permits ranking all the determinants based on their importance in respect to the CBI and does not impose a priori assumptions on potential nonlinear relationships in the data. Collinearity issues are resolved, because correlated variables can be simultaneously considered.
2009 ◽
Vol 53
(11)
◽
pp. 3835-3841
◽
2011 ◽
Vol 40
(14)
◽
pp. 2500-2510
◽
2012 ◽
Vol 02
(04)
◽
pp. 420-423
◽
2015 ◽
Vol 45
(8)
◽
pp. 2465-2483
◽
2006 ◽
Vol 51
(2)
◽
pp. 904-917
◽
Keyword(s):
2020 ◽
Vol 72
(2)
◽
pp. 89-110
2017 ◽
Vol 6
(3)
◽
pp. 141
◽