Results 31 to 40 of about 43,511 (141)
Statistical expansions and locally uniform Fréchet differentiability [PDF]
Estimators which have locally uniform expansions are shown in this paper to be asymptotically equivalent to M-estimators. The M-functionals corresponding to these M-estimators are seen to be locally uniformly Fréchet differentiable.
Bednarski, T. +2 more
core +2 more sources
Semiparametric inference for the recurrent event process by means of a single-index model [PDF]
In this paper, we introduce new parametric and semiparametric regression techniques for a recurrent event process subject to random right censoring. We develop models for the cumula- tive mean function and provide asymptotically normal estimators.
Bouaziz, Olivier +2 more
core +5 more sources
The aim of this article is to study a semi-functional partial linear regression model (SFPLR) for spatial data with responses missing at random (MAR).
Benchikh Tawfik +3 more
doaj +1 more source
The identification of model parameters is a central challenge in the analysis of nonignorable nonresponse data. In this paper, we propose a novel penalized semiparametric likelihood method to obtain sparse estimators for a parametric nonresponse ...
Xianwen Ding, Xiaoxia Li
doaj +1 more source
Improved Density and Distribution Function Estimation
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due to the ...
Oryshchenko, Vitaliy, Smith, Richard J.
core +1 more source
Spatial Correlation Robust Inference with Errors in Location or Distance [PDF]
This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. We investigate the impact of location/distance measurement errors upon the accuracy of parametric and nonparametric estimators of asymptotic ...
Conley, Timothy G., Molinari, Francesca
core +3 more sources
On Minimum Bregman Divergence Inference
The density power divergence (DPD) is a well-studied member of the Bregman divergence family and forms the basis of widely used minimum divergence estimators that balance efficiency and robustness. In this paper, we introduce and study a new sub-class of
Soumik Purkayastha, Ayanendranath Basu
doaj +1 more source
Semiparametric response model with nonignorable nonresponse [PDF]
How to deal with nonignorable response is often a challenging problem encountered in statistical analysis with missing data. Parametric model assumption for the response mechanism is often made and there is no way to validate the model assumption with ...
Kim, Jae Kwang +2 more
core +3 more sources
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, Haiqin Yan, Tingting Hu
openaire +1 more source
Inference for Partially Observed Multitype Branching Processes and Ecological Applications [PDF]
Multitype branching processes with immigration in one type are used to model the dynamics of stage-structured plant populations. Parametric inference is first carried out when count data of all types are observed.
David, Olivier +2 more
core +2 more sources

