Results 21 to 30 of about 45,407 (261)

On the Generalized Odd Transmuted Two-Sided Class of Distributions

Statistica, 2021
In this paper, a general class of two-sided lifetime distributions is introduced via odd ratio function, the well-known concept in survival analysis and reliability engineering.
Omid Kharazmi, Mansour Zargar, Masoud Ajami   +2 more
doaj   +1 more source

Efficient semiparametric estimation of a partially linear quantile regression model [PDF]

, 2003
This paper is concerned with estimating a conditional quantile function that is assumed to be partially linear. The paper develops a simple estimator of the parametric component of the conditional quantile.
Lee, S
core   +1 more source

Parametric Estimation of Tempered Stable Laws [PDF]

Latin American Journal of Probability and Mathematical Statistics, 2023
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy.
Till Massing
semanticscholar   +1 more source

Modified Local Linear Estimators in Partially Linear Additive Models with Right-Censored Data Based on Different Censorship Solution Techniques

Entropy, 2023
This paper introduces a modified local linear estimator (LLR) for partially linear additive models (PLAM) when the response variable is subject to random right-censoring.
Ersin Yılmaz, Dursun Aydın, S. Ejaz Ahmed   +2 more
doaj   +1 more source

A difference-based approach in the partially linear model with dependent errors

Journal of Inequalities and Applications, 2018
We study asymptotic properties of estimators of parameter and non-parameter in a partially linear model in which errors are dependent. Using a difference-based and ordinary least square (DOLS) method, the estimator of an unknown parametric component is ...
Zhen Zeng, Xiangdong Liu
doaj   +1 more source

Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data

Risks, 2023
Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits, respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are constructed to
Qian Zhao, Sahadeb Upretee, Daoping Yu
doaj   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

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, Linas Petkevičius   +1 more
doaj   +1 more source

Nonparametric Estimation of Cumulative Incidence Functions of Recurrent Events

Statistica
The 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, Paduthol Godan Sankaran   +1 more
doaj   +1 more source