Results 91 to 100 of about 3,072 (181)
Semiparametric Estimation in Multivariate Nonstationary Time Series Models [PDF]
A system of multivariate semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components.
Peter C.B. Phillips, Jiti Gao
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Semiparametric Estimation in Simultaneous Equations of Time Series Models [PDF]
A system of vector semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components.
Jiti Gao, Peter C. B. Phillips
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Subgroup Identification via Multiple Change Point Detection: Methods and Applications
WIREs Computational Statistics, Volume 18, Issue 2, June 2026.Subgroup identification methods facilitate the discovery of clinically meaningful subpopulations with differing disease progression, improving personalized risk assessment and treatment strategies. ABSTRACT Subgroup identification is a significant research area in statistics and machine learning, aiming to partition a heterogeneous population into more
Yaguang Li +3 more
wiley +1 more source
Random walks with drift : a sequential approach [PDF]
In this paper sequential monitoring schemes to detect nonparametric drifts are studied for the random walk case. The procedure is based on a kernel smoother.
Steland, Ansgar
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On the Foundational Arguments of Sufficient Dimension Reduction
WIREs Computational Statistics, Volume 18, Issue 2, June 2026.Contemporary Sufficient Dimension Reduction, a versatile method for extracting material information from data, can serve as a preprocessor for classical modeling and inference, or as a standalone theory that leads directly to statistical inference. ABSTRACT Sufficient dimension reduction (SDR) refers to supervised methods of dimension reduction that ...
R. Dennis Cook
wiley +1 more source
Testing strict monotonicity in nonparametric regression [PDF]
A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if
Dette, Holger, Birke, Melanie
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Journal of Agricultural Economics, Volume 77, Issue 2, Page 356-382, June 2026.ABSTRACT Most research questions in agricultural and applied economics are causal in nature: they study how changes in one or more variables (such as policies, prices or weather) affect one or more other variables (e.g., income, crop yields or pollution).
Arne Henningsen +6 more
wiley +1 more source
"Empirical Likelihood-Based Inference in Conditional Moment Restriction Models" [PDF]
This paper proposes an asymptotically efficient method for estimating models with conditional moment restrictions. Our estimator generalizes the maximum empirical likelihood estimator (MELE) of Qin and Lawless (1994).
Hyungtaik Ahn +2 more
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Educational Measurement: Issues and Practice, Volume 45, Issue 2, Summer 2026.Abstract Diagnostic classification models (DCMs) assess students’ mastery of cognitive attributes to provide personalized ability profiles. Retrofitting DCMs to large‐scale mathematics assessments usually relies on inferred Q‐matrices, which can reduce accuracy and diagnostic value.
Farshad Effatpanah +4 more
wiley +1 more source
Bootstrap-Based Improvements for Inference with Clustered Errors [PDF]
Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and ...
Douglas L. Miller +2 more
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