Results 1 to 10 of about 572,959 (20)
Hazard models with varying coefficients for multivariate failure time data [PDF]
Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis.
Cai, Jianwen +3 more
core +3 more sources
Asymptotics for penalized additive B-spline regression [PDF]
This paper is concerned with asymptotic theory for penalized spline estimator in bivariate additive model. The focus of this paper is put upon the penalized spline estimator obtained by the backfitting algorithm.
Naito, K., Yoshida, T.
core +1 more source
An improved estimator for non-Gaussianity in cosmic microwave background observations [PDF]
An improved estimator for the amplitude fnl of local-type non-Gaussianity from the cosmic microwave background (CMB) bispectrum is discussed. The standard estimator is constructed to be optimal in the zero-signal (i.e., Gaussian) limit.
Grin, Daniel +2 more
core +3 more sources
Empirical likelihood estimation of the spatial quantile regression [PDF]
The spatial quantile regression model is a useful and flexible model for analysis of empirical problems with spatial dimension. This paper introduces an alternative estimator for this model.
A Owen +32 more
core +1 more source
Convex Banding of the Covariance Matrix [PDF]
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which ...
Bien, Jacob +2 more
core +2 more sources
A consistent estimator for the binomial distribution in the presence of "incidental parameters": an application to patent data [PDF]
In this paper a consistent estimator for the Binomial distribution in the presence of incidental parameters, or fixed effects, when the underlying probability is a logistic function is derived.
Machado, Matilde P.
core +4 more sources
Confidence intervals in regression centred on the SCAD estimator
Consider a linear regression model. Fan and Li (2001) describe the smoothly clipped absolute deviation (SCAD) point estimator of the regression parameter vector.
Farchione, Davide, Kabaila, Paul
core +1 more source
Nonparametric Estimation of an Additive Model With a Link Function [PDF]
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a ...
Horowitz, Joel L., Mammen, Enno
core +2 more sources
In this article, the analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables.
Kayanan, Manickavasagar +1 more
core +2 more sources
Estimation of a discrete monotone distribution [PDF]
We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the "method of rearrangements" estimator; and (c) the maximum likelihood estimator.
Jankowski, Hanna K., Wellner, Jon A.
core +2 more sources

