Results 1 to 10 of about 43,482 (125)
The main objective of this work is to estimate, semi-parametrically, the mode of a conditional density when the response is a real valued random variable subject to censored phenomenon and the predictor takes values in a semi-metric space. We assume that
Abbes Rabhi +2 more
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Asymptotic Properties of a One-bit Estimator of Parametric Signals [PDF]
<p>This paper considers an estimator of the parameters in a linear-in-the-parameter signal, based on its binary quantization. It shows an analysis of the systematic errors for growing lengths of the data set. It also shows how to express the cost function, when the minimum is reached.
Paolo Carbone +3 more
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Asymptotic properties of parametric and nonparametric probability density estimators of sample maximum [PDF]
Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the approximating generalized extreme value density function. However, the parametric fitting is misspecified in finite $m$ cases.
Taku Moriyama
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Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations [PDF]
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Naoto Kunitomo, Yukitoshi Matsushita
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Salim Bouzebda +1 more
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This paper considers a semi-parametric errors-in-variables (EV) model, ηi=xiβ+g(τi)+ϵi, ξi=xi+δi, 1⩽i⩽n. The properties of estimators are investigated under conditions of missing data and strong mixing errors. Three approaches are used to handle missing data: direct deletion, imputation, and the regression surrogate.
Jingjing Zhang, Yan Hong, Tingting Hu
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Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations [PDF]
application/pdf Revised version of CIRJE-F-237(2003); forthcoming in Journal of Multivariate Analysis ...
Naoto Kunitomo, Yukitoshi Matsushita
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Estimating Smoothness and Optimal Bandwidth for Probability Density Functions
The properties of non-parametric kernel estimators for probability density function from two special classes are investigated. Each class is parametrized with distribution smoothness parameter. One of the classes was introduced by Rosenblatt, another one
Dimitris N. Politis +2 more
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Robust Test Statistics Based on Restricted Minimum Rényi’s Pseudodistance Estimators
The Rao’s score, Wald and likelihood ratio tests are the most common procedures for testing hypotheses in parametric models. None of the three test statistics is uniformly superior to the other two in relation with the power function, and moreover, they ...
María Jaenada +2 more
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We study the non-parametric estimation of partially linear generalized single-index functional models, where the systematic component of the model has a flexible functional semi-parametric form with a general link function.
Mohamed Alahiane +3 more
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