Results 21 to 30 of about 43,511 (141)
truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models
Journal of Statistical Software, 2014 Problems with truncated data occur in many areas, complicating estimation and inference. Regarding linear regression models, the ordinary least squares estimator is inconsistent and biased for these types of data and is therefore unsuitable for use ...
Maria Karlsson, Anita Lindmark
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Nonparametric Estimation of Multivariate Copula Using Empirical Bayes Methods
Mathematics, 2023 In the fields of finance, insurance, system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula.
Lu Lu, Sujit Ghosh
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, 2022 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.
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Multiple Outlier Detection Tests for Parametric Models
Mathematics, 2020 We propose a simple multiple outlier identification method for parametric location-scale and shape-scale models when the number of possible outliers is not specified.
Vilijandas Bagdonavičius +1 more
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Nonparametric Estimation of Quantile-Based Mean Inactivity Time Function
StatisticaIn this article, we propose non-parametric estimators for mean inactivity time function for complete and censored data. The asymptotic properties of the estimators are established using suitable regularity conditions.
Ivallappil Chenichery Aswin +2 more
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Nonparametric Estimation of Cumulative Incidence Functions of Recurrent Events
StatisticaThe present paper discusses modeling and analysis of recurrent event data with competing risks. We propose non parametric estimation of cumulative incidence functions of recurrent event competing risks model.
Sisuma Mandakathingal Sivadasan +1 more
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Nonparametric estimation in random sum models
Statistica, 2013 Let X1,X2,…,XN be independent, identically distributed, non-negative, integervalued random variables and let N be a non-negative, integer-valued random variable independent of X1,X2,…,XN .
Hassan S. Bakouch, Thomas A. Severini
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Panel Data Estimation for Correlated Random Coefficients Models
Econometrics, 2019 This paper considers methods of estimating a static correlated random coefficient model with panel data. We mainly focus on comparing two approaches of estimating unconditional mean of the coefficients for the correlated random coefficients models, the ...
Cheng Hsiao +3 more
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Parameter estimation of ODE's via nonparametric estimators [PDF]
, 2007 Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and it might consist of high-dimensional sets of coupled ...
Brunel, Nicolas J-B.
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Maximal uniform convergence rates in parametric estimation problems [PDF]
, 2008 This paper considers parametric estimation problems with independent, identically nonregularly distributed data. It focuses on rate efficiency, in the sense of maximal possible convergence rates of stochastically bounded estimators, as an optimality ...
Akahira +10 more
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