Results 11 to 20 of about 33,702 (146)

Testing temporal constancy of the spectral structure of a time series

, 2010
Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly time-varying spectral ...
Paparoditis, Efstathios
core   +1 more source

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions [PDF]

, 2014
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate $(n/\log n)^{-p/(2p+d)}$ of Stone (1982), where $d$ is the number of regressors and $p$ is the ...
Chen, Xiaohong, Christensen, Timothy
core   +4 more sources

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

Composite Likelihood Inference by Nonparametric Saddlepoint Tests [PDF]

, 2013
The class of composite likelihood functions provides a flexible and powerful toolkit to carry out approximate inference for complex statistical models when the full likelihood is either impossible to specify or unfeasible to compute.
Lunardon, Nicola, Ronchetti, Elvezio
core   +4 more sources

Asymptotic equivalence and adaptive estimation for robust nonparametric regression [PDF]

, 2009
Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded.
Cai, T. Tony, Zhou, Harrison H.
core   +4 more sources

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

Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments [PDF]

, 2014
We prove a global asymptotic equivalence of experiments in the sense of Le Cam's theory. The experiments are a continuously observed diffusion with nonparametric drift and its Euler scheme.
Genon-Catalot, Valentine, Larédo, Catherine   +1 more
core   +3 more sources

Bayesian inverse ensemble forecasting for COVID‐19

Canadian Journal of Statistics, EarlyView.
Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley   +1 more source

Fixed Effect Estimation of Large T Panel Data Models [PDF]

, 2017
This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large.
Andersen E, Arellano M, Arellano M, Arellano M, Baltagi B, Bonhomme S, Candelaria LE, Chen M, Chernozhukov V, Chudik A, Cox DR, Cox DR, Dzemski A, Evdokimov K, Galvao AF, Hahn J, Iván Fernández-Val, Martin Weidner, Matzkin RL, Pakel C, Pakes A, Palmgren J, Quenouille MH, Rasch G, Shi X, Stammann A, Sun Y, Torgovitsky A, Tukey JW, Wooldridge JM   +29 more
core   +4 more sources

Assessing Climate Change Disclosure and Its Governance Drivers: Insights From the European Utilities Sector

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study aims to enhance academic understanding of the factors influencing the disclosure practices of climate change among European utility companies, specifically in the context of their sustainability reporting. The primary objective is to explore, through a multi‐theoretical framework, the governance drivers that significantly affect the
Cristina Boţa‐Avram, Adriana Tiron Tudor, Liana Stanca   +2 more
wiley   +1 more source