Results 101 to 110 of about 3,072 (181)

Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 3, Page 473-483, June 2026.
ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley   +1 more source

Laplace Transform-Based Nonparametric Test of Exponentiality against DMRL class with preservation under the Homogeneous Poisson Shock Model and applications in survival analysis and reliability. [PDF]

PLoS One
El-Atfy ES, Gadallah AM, Alsahangiti AM, Balogun OS, Alam FMA, Bakr ME.   +5 more
europepmc   +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
core  

Sensitivity analysis for generalized estimating equation with non‐ignorable missing data

Scandinavian Journal of Statistics, Volume 53, Issue 2, Page 735-762, June 2026.
Abstract Many incomplete‐data statistical inference procedures are developed under the missing at random (MAR) assumption. However, the MAR assumption has been criticized as being overly strong for real‐data problems, and is unverifiable by using observed data. To handle data that are missing not at random (MNAR), sensitivity analysis has been proposed
Hui Gong, Kin Wai Chan
wiley   +1 more source

Inference on function-valued parameters using a restricted score test. [PDF]

J R Stat Soc Series B Stat Methodol
Hudson A, Carone M, Shojaie A.
europepmc   +1 more source

Goodness of Fit Tests via Exponential Series Density Estimation [PDF]

This paper explores the properties of a new nonparametric goodness of fit test, based on the likelihood ratio test of Portnoy (1988). It is applied via the consistent series density estimator of Crain (1974) and Barron and Sheu (1991).
Patrick Marsh
core  

Causal K-Means Clustering. [PDF]

J R Stat Soc Series B Stat Methodol
Kim K, Kim J, Kennedy EH.
europepmc   +1 more source

Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density. [PDF]

In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on [0, 1]. We consider a parametrization of Beta distributions in terms of mean and scale parameters and construct a ...
Rousseau, Judith
core  

Nonparametric Causal Inference for Optogenetics: Sequential Excursion Effects for Dynamic Regimes. [PDF]

J Am Stat Assoc
Loewinger G, Levis AW, Pereira F.
europepmc   +1 more source

DEPTH-BASED INFERENCE FOR FUNCTIONAL DATA [PDF]

We propose robust inference tools for functional data based on the notion of depth for curves. We extend the ideas of trimmed regions, contours and central regions to functions and study their structural properties and asymptotic behavior.
Juan Romo, Sara Lopez-Pintado
core