Results 11 to 20 of about 2,756 (146)

Asymptotic Properties for Methods Combining the Minimum Hellinger Distance Estimate and the Bayesian Nonparametric Density Estimate [PDF]

Entropy, 2018
In frequentist inference, minimizing the Hellinger distance between a kernel density estimate and a parametric family produces estimators that are both robust to outliers and statistically efficient when the parametric family contains the data-generating
Yuefeng Wu, G. Hooker
semanticscholar   +1 more source

Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations

Journal of nonparametric statistics (Print), 2022
We establish asymptotic and finite sample properties of the Hill and Harmonic Moment estimators applied to heavy-tailed data contaminated by errors.
Mihyun Kim, P. Kokoszka
semanticscholar   +1 more source

Modeling lifetime data with multiple causes using cause specific reversed hazard rates

Statistica, 2014
In this paper we introduce and study cause specific reversed hazard rates in the context of left censored lifetime data with multiple causes. Nonparametric inference procedure for left censored lifetime data with multiple causes using cause specific ...
Paduthol Godan Sankaran, Anjana Sukumaran   +1 more
doaj   +1 more source

Nonparametric inference for panel count data with competing risks

Journal of Applied Statistics, 2020
In survival and reliability studies, panel count data arise when we investigate a recurrent event process and each study subject is observed only at discrete time points.
E. Sreedevi, P. G. Sankaran
semanticscholar   +1 more source

Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of infinite order [PDF]

, 2016
We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space and the data are stationary and weakly dependent.
Seok Young Hong, O. Linton
semanticscholar   +1 more source

Simultaneous Inference of Multiple Binary Endpoints in Biomedical Research: Small Sample Properties of Multiple Marginal Models and a Resampling Approach

Biometrical journal. Biometrische Zeitschrift
In biomedical research, the simultaneous inference of multiple binary endpoints may be of interest. In such cases, an appropriate multiplicity adjustment is required that controls the family‐wise error rate, which represents the probability of making ...
Sören Budig, K. Jung, Mario Hasler, Frank Schaarschmidt   +3 more
semanticscholar   +1 more source

Two-Stage Estimation of Partially Linear Varying Coefficient Quantile Regression Model with Missing Data

Mathematics
In this paper, the statistical inference of the partially linear varying coefficient quantile regression model is studied under random missing responses.
Shuanghua Luo, Yuxin Yan, Cheng-yi Zhang
doaj   +1 more source

Rank‐based estimation of propensity score weights via subclassification

Canadian Journal of Statistics, EarlyView.
Abstract Propensity score (PS) weighting estimators are widely used for causal effect estimation and enjoy desirable theoretical properties, such as consistency and potential efficiency under correct model specification. However, their performance can degrade in practice due to sensitivity to PS model misspecification.
Linbo Wang, Yuexia Zhang, Thomas S. Richardson, Xiaohua Zhou   +3 more
wiley   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source