Results 61 to 70 of about 1,005 (119)
Nonparametric methods for inference in the presence of instrumental variables
, 2005 We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables.
Hall, Peter, Horowitz, Joel L.
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A Threshold Regularization Method for Inverse Problems [PDF]
, 2011 A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations, e.g. the Tikhonov
Rochet, Paul
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Optimal bandwidth selection for semi-recursive kernel regression estimators
, 2016 In this paper we propose an automatic selection of the bandwidth of the semi-recursive kernel estimators of a regression function defined by the stochastic approximation algorithm.
Slaoui, Yousri
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The EFM approach for single-index models
, 2011 Single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and financial econometrics ...
Cui, Xia +2 more
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Piecewise linear regularized solution paths
, 2007 We consider the generic regularized optimization problem $\hat{\mathsf{\beta}}(\lambda)=\arg \min_{\beta}L({\sf{y}},X{\sf{\beta}})+\lambda J({\sf{\beta}})$. Efron, Hastie, Johnstone and Tibshirani [Ann. Statist.
Rosset, Saharon, Zhu, Ji
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Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models
, 2009 An adaptive nonparametric estimation procedure is constructed for heteroscedastic regression when the noise variance depends on the unknown regression.
Galtchouk, Leonid +1 more
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Unit upper truncated Weibull distribution with extension to 0 and 1 inflated model - Theory and applications. [PDF]
Heliyon, 2023 Okorie IE, Afuecheta E, Bakouch HS.
europepmc +1 more source
Statistical inferences for single-index models with measurement errors. [PDF]
J Appl Stat, 2021 Huang Z, Lou W.
europepmc +1 more source
Nonparametric methods for volatility density estimation
, 2009 Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process.
Spreij, Peter +2 more
core
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression. [PDF]
Methodol Comput Appl Probab, 2022 Henzi A, Mösching A, Dümbgen L.
europepmc +1 more source