Results 121 to 130 of about 118,514 (262)
The Estimation of Conditional Densities [PDF]
We discuss a number of issues in the smoothed nonparametric estimation of kernel conditional probability density functions for stationary processes. The kernel conditional density estimate is a ratio of joint and marginal density estimates.
Oliver Linton +2 more
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Integrative Conservation, EarlyView.This research reveals the functional stability of mixed species foraging flocks (MSF) and their foraging height change with different taxonomic differences along the elevational gradient at Knuckles Montane Reserve, Sri Lanka. This offers new insights into how MSFs sustain with the elevational gradients supporting the altitudinal shifting species ...
Vimukthi. R. Gunasekeara +3 more
wiley +1 more source
BMJ OpenObjectives To evaluate the completeness of reporting of simulation studies on responder analysis methods and simulation performance.Design Systematic methodological survey.Data sources We searched Embase, MEDLINE (via Ovid), PubMed and Web of Science ...
Gordon H Guyatt +6 more
doaj +1 more source
The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators [PDF]
Vector autoregressions (VARs) are important tools in time series analysis. However, relatively little is known about the nite-sample behaviour of parameter estimators.
Michalis P. Stamatogiannis +1 more
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Beyond the Metrics: Context‐Aware Calibration for Better Drain Flow Modelling
Irrigation and Drainage, EarlyView.ABSTRACT Robust hydrological and water quality modelling is essential for advancing the understanding and management of engineered agricultural subsurface drainage systems. Achieving credible model output hinges on calibration strategies that are both rigorous and context sensitive. At the field scale, accurately capturing the dynamics of nutrient load
R. Caleb Bruhn +3 more
wiley +1 more source
Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration [PDF]
We consider estimation of the cointegrating relation in the weak fractional cointegration model, where the strength of the cointegrating relation (difference in memory parameters) is less than one-half.
Morten Ørregaard Nielsen +1 more
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Joint Estimation and Bandwidth Selection in Partially Parametric Models
Journal of Applied Econometrics, EarlyView.ABSTRACT We propose a single‐step approach to estimating a model with both a known nonlinear parametric component and an unknown nonparametric component. We study the large sample behavior of a simultaneous optimization routine that estimates both the parameter vector of the parametric component and the bandwidth vector used to smooth the unknown ...
Daniel J. Henderson +2 more
wiley +1 more source
Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data [PDF]
This paper considers tail shape inference techniques robust to substantial degrees of serial dependence and heterogeneity. We detail a new kernel estimator of the asymptotic variance and the exact small sample mean-squared-error, and a simple ...
Jonathan Hill
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Journal of Applied Econometrics, EarlyView.ABSTRACT The synthetic control method assumes the existence of a perfect synthetic control, which cannot exist if the outcomes are functions of transitory shocks with nonzero asymptotic variance and may not exist even in expectation for the treated unit. This paper first shows the benefits of estimating synthetic controls for all units.
David Powell
wiley +1 more source
Nonparametric Estimation of the Fractional Derivative of a Distribution Function [PDF]
We propose an estimator for the fractional derivative of a distribution function. Our estimator, based on finite differences of the empirical distribution function generalizes the estimator proposed by Maltz for the nonnegative real case.
Andreea Borla, Costin Protopopescu
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