Results 51 to 60 of about 43,511 (141)

Semiparametric posterior limits [PDF]

, 2013
We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation problems, we consider the Bernstein-von Mises theorem ...
Kleijn, B. J. K.
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Penalty Strategies in Semiparametric Regression Models

Mathematical and Computational Applications
This study includes a comprehensive evaluation of six penalty estimation strategies for partially linear models (PLRMs), focusing on their performance in the presence of multicollinearity and their ability to handle both parametric and nonparametric ...
Ayuba Jack Alhassan, S. Ejaz Ahmed, Dursun Aydin, Ersin Yilmaz   +3 more
doaj   +1 more source

Nonparametric Slope Estimators for Fixed-Effect Panel Data [PDF]

In panel data the interest is often in slope estimation while taking account of the unobserved cross sectional heterogeneity. This paper proposes two nonparametric slope estimation where the unobserved effect is treated as fixed across cross section. The
Kusum Mundra
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Exponentiated Generalized Weibull Exponential Distribution: Properties, Estimation and Applications

Computational Journal of Mathematical and Statistical Sciences
Real-life sciences rely heavily on statistical modeling because new applications and phenomena pop up constantly, increasing the demand for new distributions.
Anuwoje Ida L. Abonongo, John Abonongo
doaj   +1 more source

The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting [PDF]

This article gives the asymptotic properties of multivariate k-nearest neighbor regression estimators for dependent variables belonging to Rd, d > 1.
Dominique Guegan, Patrick Rakotomarolahy
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Fused kernel-spline smoothing for repeatedly measured outcomes in a generalized partially linear model with functional single index

, 2015
We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time.
Jiang, Fei, Ma, Yanyuan, Wang, Yuanjia
core   +1 more source

Lehmann-type family of location-scale t distributions with two degrees of freedom

Statistical Theory and Related Fields
This article introduces a three-parameter Lehman-type t distribution having 2 degrees of freedom, that is capable of fitting positive and negative skewed data sets.
Vikas Kumar Sharma, Komal Shekhawat, Princy Kaushik   +2 more
doaj   +1 more source

Testing Composite Null Hypothesis Based on $S$-Divergences

, 2015
We present a robust test for composite null hypothesis based on the general $S$-divergence family. This requires a non-trivial extension of the results of Ghosh et al.~(2015).
Basu, Ayanendranath, Ghosh, Abhik
core   +1 more source

Estimation and Inference with Weak, Semi-strong, and Strong Identification [PDF]

This paper analyzes the properties of standard estimators, tests, and confidence sets (CS's) for parameters that are unidentified or weakly identified in some parts of the parameter space.
Donald W.K. Andrews, Xu Cheng
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Estimation of Copula-Based Semiparametric Time Series Models [PDF]

This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Xiaohong Chen, Yanqin Fan
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