Results 21 to 30 of about 8,441,002 (391)
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION [PDF]
Econometric Theory, 2016 The moment conditions or estimating equations for instrumental variables quantile regression involve the discontinuous indicator function. We instead use smoothed estimating equations (SEE), with bandwidth h.
David M. Kaplan, Yixiao Sun
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Aggregated estimating equation estimation [PDF]
Statistics and Its Interface, 2011 Motivated by the recent active research on online analytical processing (OLAP), we develop a computation and storage efficient algorithm for estimating equation (EE) estimation in massive data sets using a “divide-and-conquer” strategy. In each partition of the data set, we compress the raw data into some low dimensional statistics and then discard the
Ruibin Xi, Nan Lin
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A new scope of penalized empirical likelihood with high-dimensional estimating equations [PDF]
Annals of Statistics, 2017 Statistical methods with empirical likelihood (EL) are appealing and effective especially in conjunction with estimating equations through which useful data information can be adaptively and flexibly incorporated.
Jinyuan Chang, C. Tang, Tong Tong Wu
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Logarithmic estimates for continuity equations [PDF]
Networks and Heterogeneous Media, 2016 arXiv admin note: text overlap with arXiv:1411 ...
Colombo, Maria +2 more
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Tracking of health-related physical fitness in adolescent girls: a 3-year follow-up study
BMC Pediatrics, 2022 Background Evidence has shown that higher levels of physical fitness (PF) in youth have beneficial effects on adult health-related outcomes. However, the tracking of separate PF components during adolescence has been less studied.
Mario Kasović +4 more
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Restricted Empirical Likelihood Estimation for Time Series Autoregressive Models
Journal of Statistical Theory and Applications (JSTA), 2021 In this paper, we first illustrate the restricted empirical likelihood function, as an alternative to the usual empirical likelihood. Then, we use this quasi-empirical likelihood function as a basis for Bayesian analysis of AR(r) time series models.
Mahdieh Bayati +2 more
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A Unified Theory of Confidence Regions and Testing for High-Dimensional Estimating Equations [PDF]
Statistical Science, 2015 We propose a new inferential framework for constructing confidence regions and testing hypotheses in statistical models specified by a system of high dimensional estimating equations. We construct an influence function by projecting the fitted estimating
Matey Neykov +3 more
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Mathematics, 2023 In this paper, the problems of estimating the parameters of partial differential equations from numerous observations in the vicinity of some reference points are considered.
Gurami Tsitsiashvili +2 more
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Estimating the Euler Equation for Output [PDF]
Federal Reserve Bank of San Francisco, Working Paper Series, 2002 New Keynesian macroeconomic models have generally emphasized that expectations of future output are a key factor in determining current output. The theoretical motivation for such forward-looking behavior relies on a straightforward generalization of the well-known Euler equation for consumption. In this paper, we use maximum likelihood and generalized
Jeffrey C. Fuhrer +2 more
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Developing Students’ Intuition on the Impact of Correlated Outcomes
Journal of Statistics and Data Science Education, 2022 While correlated data methods (like random effect models and generalized estimating equations) are commonly applied in practice, students may struggle with understanding the reasons that standard regression techniques fail if applied to correlated ...
Ashley Petersen
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