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Covariate-assisted bounds on causal effects with instrumental variables. [PDF]

J R Stat Soc Series B Stat Methodol
Levis AW, Bonvini M, Zeng Z, Keele L, Kennedy EH.   +4 more
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STATISTICAL INFERENCE FOR MEAN FUNCTIONS OF COMPLEX 3D OBJECTS. [PDF]

Stat Sin
Wang Y, Wang G, Klinedinst B, Willette A, Wang L.   +4 more
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Asymptotic properties of the estimators of the semi-parametric spatial regression model

Communications in Statistics - Theory and Methods, 2017
Spatial data and non parametric methods arise frequently in studies of different areas and it is a common practice to analyze such data with semi-parametric spatial autoregressive (SPSAR) models.
Peng Xiaozhi, Wu Hecheng, Ma Ling
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Asymptotic properties of transfer function estimates using non-parametric noise models under relaxed assumptions

IFAC Proceedings Volumes, 2009
Abstract It is well known that under very general assumptions the discrete Fourier coefficients of filtered noise is asymptotically independent circular complex Gaussian distributed, based on a generalized central limit theorem (CLT). The standard results on the consistency and the asymptotic uncertainty of the frequency domain Errors-in-Variables ...
Barbé, Kurt, Pintelon, Rik, Schoukens, Joannes   +2 more
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Three-stage semi-parametric estimation of -copulas: Asymptotics, finite-sample properties and computational aspects

Computational Statistics & Data Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points

Mathematical Methods of Statistics, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Asymptotic Properties of Some Non-Parametric Hyperbolic Efficiency Estimators

2011
A hyperbolic measure of technical efficiency was proposed by Fare et al. (The Measurement of Efficiency of Production, Kluwer-Nijhoff Publishing, Boston, 1985) wherein efficiency is measured by the simultaneous maximum, feasible reduction in input quantities and increase in output quantities.
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Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors

Communications in Statistics - Theory and Methods, 2022
Xuejun Wang, Xin Deng, Yi Wu
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Non-parametric estimation of stochastic volatility models: spot volatility, leverage and vol-of-vol. Four essays on asymptotic error distributions, finite-sample properties and empirical applications.

2021
This thesis contains four essays on non-parametric estimators of the spot volatility, the leverage and the volatility-of-volatility. In particular, the focus of this thesis is on the study of the asymptotic properties of the estimators, the optimization of their finite-sample performance and the use of the resulting estimates in empirical applications.
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