ˆ F↵ddir= 1 P j2sdwjd X j2sd wjd ✓t y jd t ◆↵ I(yjd< t), d = 1, ..., D, ˆ FEB ↵d = 1 Nd ( X j2sd F↵dj + X j2rd ˆ FEB ↵dj ) , ˆ F↵djB = Eyr(h↵(Ydj)|ys)t 1 L L X l=1 h↵(Ydj(l)), j 2 rd, ↵ = 2
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M SEEB CVEB M SE\DB CVDB
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M SEEB CVEB M SE\DB CVDB
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M SEEB CVEB M SE\DB CVDB
y = X + Zu + e ˆ yEBLU Pd = 1 Nd ( X j2sd yjd+ X j2rd (x0djˆ + ˆud) ) d = 1, .., D, .
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