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Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random

open access: yesStatistica, 2022
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
doaj   +3 more sources

Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations [PDF]

open access: yesAsymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations
application/pdf Revised version of CIRJE-F-237(2003); forthcoming in Journal of Multivariate Analysis ...
Naoto Kunitomo, Yukitoshi Matsushita
openaire   +2 more sources

Asymptotic Properties of a One-bit Estimator of Parametric Signals

open access: yes2023 IEEE International Instrumentation and Measurement Technology Conference (I2MTC), 2023
<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.
Francesco Santoni   +3 more
openaire   +2 more sources

Estimating Smoothness and Optimal Bandwidth for Probability Density Functions

open access: yesStats, 2022
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
doaj   +1 more source

Robust Test Statistics Based on Restricted Minimum Rényi’s Pseudodistance Estimators

open access: yesEntropy, 2022
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
doaj   +1 more source

High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model

open access: yesMathematics, 2022
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
doaj   +1 more source

Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model

open access: yesMathematics, 2023
This paper studies the estimation and inference of a partially linear varying coefficient spatial autoregressive panel data model with fixed effects. By means of the basis function approximations and the instrumental variable methods, we propose a two ...
Sanying Feng, Tiejun Tong, Sung Nok Chiu
doaj   +1 more source

Asymptotic properties of M-estimators based on estimating equations and censored data in semi-parametric models with multiple change points

open access: yesJournal of Mathematical Analysis and Applications, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Salim Bouzebda   +1 more
openaire   +3 more sources

Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model

open access: yesMathematics, 2023
In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
doaj   +1 more source

Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations [PDF]

open access: yesJournal of Multivariate Analysis, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Naoto Kunitomo, Yukitoshi Matsushita
openaire   +1 more source

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