Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise

DOI10.1134/S1995080224600572MaRDI QIDQ6586754FDOQ6586754

Authors: B. D. Coulibaly, G. Chaibi, Mohammed El Khomssi 

Publication date: 13 August 2024

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

forecastingmaximum likelihood estimationlinear regressionstable distributionsCobb-Douglas production functionheavy tailed regression

Mathematics Subject Classification ID

Parametric inference (62Fxx) Distribution theory (60Exx) Statistical distribution theory (62Exx)

Cites Work

• Regression-Type Estimation of the Parameters of Stable Laws
• A Method for Simulating Stable Random Variables
• Stable Paretian models in finance
• Title not available (Why is that?)
• Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
• Chance and Stability
• Maximum likelihood estimation of stable Paretian models.
• Simple consistent estimators of stable distribution parameters
• An iterative procedure for the estimation of the parameters of stable laws
• Rank-based testing in linear models with stable errors
• Univariate Stable Distributions
• Linear and nonlinear regression with stable errors
• Title not available (Why is that?)
• Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions
• Principal component analysis for α-stable vectors
• Computational aspects of stable distributions
• Financial modeling with heavy-tailed stable distributions

This page was built for publication: Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6586754)