Results 41 to 50 of about 43,511 (141)

Nonconcave penalized likelihood with a diverging number of parameters

, 2003
A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed by Fan and Li to simultaneously estimate parameters and select important variables.
Fan, Jianqing, Peng, Heng
core   +4 more sources

Nonlinear Stochastic Modeling with Heterogeneous Covariates for Degradation Analysis Applied to Wax Lubrication Layer

Mathematics
Wax is a commonly used lubricant in many applications. To ensure its security and dependability, degradation analyses for creep are typically conducted. However, challenges arise due to the poorly understood inherent mechanisms of wax and the complicated
Shixiang Li, Yubin Tian, Dianpeng Wang
doaj   +1 more source

Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates

, 2009
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available.
Liang, Hua, Zhou, Yong
core   +1 more source

Classical vs. Bayesian methods for linear system identification: point estimators and confidence sets

, 2015
This paper compares classical parametric methods with recently developed Bayesian methods for system identification. A Full Bayes solution is considered together with one of the standard approximations based on the Empirical Bayes paradigm.
Chiuso, A., Pillonetto, G., Prando, G., Romeres, D.   +3 more
core   +1 more source

Two-Stage Estimation of Partially Linear Varying Coefficient Quantile Regression Model with Missing Data

Mathematics
In this paper, the statistical inference of the partially linear varying coefficient quantile regression model is studied under random missing responses.
Shuanghua Luo, Yuxin Yan, Cheng-yi Zhang
doaj   +1 more source

Trending Time-Varying Coefficient Models With Serially Correlated Errors [PDF]

, 2002
In this paper we study time-varying coefficient models with time trend function and serially correlated errors to characterize nonlinear, nonstationary and trending phenomenon in time series.
Cai, Zongwu
core   +1 more source

Non-Parametric Inference for Multi-Sample of Geometric Processes with Application to Multi-System Repair Process Modeling

Mathematics
The geometric process is a significant monotonic stochastic process widely used in the fields of applied probability, particularly in the failure analysis of repairable systems.
Ömer Altındağ
doaj   +1 more source

Focused information criterion and model averaging for generalized additive partial linear models

, 2011
We study model selection and model averaging in generalized additive partial linear models (GAPLMs). Polynomial spline is used to approximate nonparametric functions.
Liang, Hua, Zhang, Xinyu
core   +1 more source

Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models [PDF]

We propose novel misspecification tests of semiparametric and fully parametric univariate diffusion models based on the estimators developed in Kristensen (Journal of Econometrics, 2010).
Dennis Kristensen
core  

Local polynomial regression with truncated or censored response [PDF]

Truncation or censoring of the response variable in a regression model is a problem in many applications, e.g. when the response is insurance claims or the durations of unemployment spells.
Cantoni, Eva, de Luna, Xavier, Karlsson, Maria   +2 more
core