Results 211 to 220 of about 397,070 (318)

Distributed Nonparametric Regression with Heterogeneity Through Prediction-Based Aggregation. [PDF]

J Comput Graph Stat
Chen Z, Li R, Xu Y.
europepmc   +1 more source

ON SLIPPAGE RANK TESTS-(II) : ASYMPTOTIC RELATIVE EFFICIENCIES

ON SLIPPAGE RANK TESTS-(II) : ASYMPTOTIC RELATIVE EFFICIENCIES
Locally optimum rank tests for $ k $-sample slippage problems of location and scale parameters in the nonparametric situations were derived by Kakiuchi and Kimura [5]. In this paper we shall consider a general class of slippage rank tests for those problems and investigate their asymptotic powers.
openaire  

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

Journal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi, Christian Matthes, Mu‐Chun Wang   +2 more
wiley   +1 more source

Statistical Distribution and Entropy of Multi-Scale Returns: A Coarse-Grained Analysis and Evidence for a New Stylized Fact. [PDF]

Entropy (Basel)
Hernández-Montoya AR.
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

A multiscale topology optimization design framework with data driven surrogate model. [PDF]

Sci Rep
Zhou H, Zhou C.
europepmc   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

The Wilcoxon-Mann-Whitney Estimand Versus Differences in Medians or Means. [PDF]

Pharm Stat
Harrison LJ, Bosch RJ.
europepmc   +1 more source

Biomass Carbon in Harvest Residues of Winter Oilseed Rape Across Fertilizer N Rates: Implications for Carbon Input Estimations in Soil Carbon Models

Journal of Plant Nutrition and Soil Science, EarlyView.
ABSTRACT Background: Reliable estimation of carbon (C) inputs from above‐ and belowground residues at different yield levels is crucial, as these inputs drive soil organic carbon (SOC) models for C accounting. Aims: This study quantifies C inputs from different components of winter oilseed rape (WOSR) and compares them with estimates from various ...
Ozan Ozkiper, Iris Vogeler, Lars J. Munkholm, Jørgen Eriksen, Johannes L. Jensen   +4 more
wiley   +1 more source