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Journal of the Royal Statistical Society: Series A (Statistics in Society), Volume 185, Issue S2, Page S590-S619, December 2022., 2022 Abstract In many applications of small area estimation, dichotomous or categorical outcomes are the targets of statistical inference. For example, in the analysis of labour markets, proportions of working‐age people in the various labour market statuses are of interest.
James Dawber +3 more
wiley +1 more source
The influence function of semiparametric estimators
Quantitative Economics, Volume 13, Issue 1, Page 29-61, January 2022., 2022 There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete choice, average exact consumer surplus, and treatment effects. Often estimators of these parameters are asymptotically equivalent to a sample average of an object referred to as the influence function.
Hidehiko Ichimura, Whitney K. Newey
wiley +1 more source
An analysis of life expectancy and economic production using expectile frontier zones [PDF]
, 2009 The wealth of a country is assumed to have a strong non-linear influence on the life expectancy of its inhabitants. We follow up on research by Preston and study the relationship with gross domestic product.
Schnabel, S.K. +7 more
core +2 more sources
Agricultural and Food Economics, 2021 New trends in food consumption are shaping consumers’ preferences and buying behavior. Non-traditional food retailing and short supply chains (SSCs) are offering bundles of attributes that fit the needs of larger consumers’ segments. Several studies have
Gianni Cicia +2 more
doaj +1 more source
Double Penalized Expectile Regression for Linear Mixed Effects Model
, 2022 This paper constructs the double penalized expectile regression for linear mixed effects model, which can estimate coefficient and choose variable for random and fixed effects simultaneously.
Sihan Gao +4 more
core +1 more source
Expectile and Quantile Regression - David and Goliath? [PDF]
, 2014 Recent interest in modern regression modelling has focused on extending available ( mean) regression models by describing more general properties of the response distribution. An alternative approach is quantile regression where regression effects on the
Kauermann, Göran +4 more
core +1 more source
Extensions of semiparametric expectile regression [PDF]
, 2015 Expectile regression can be seen as an extension of available (mean) regression models as it describes more general properties of the response distribution.
Schulze Waltrup, Linda
core +1 more source
Generalized expectile regression with flexible response function.
, 2021 Expectile regression, in contrast to classical linear regression, allows for heteroscedasticity and omits a parametric specification of the underlying distribution.
Kneib, T. +11 more
core +1 more source
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
Risks, 2017 Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors
Matthias Fischer +3 more
doaj +1 more source
pyStoNED: A Python Package for Convex Regression and Frontier Estimation
Journal of Statistical SoftwareShape-constrained nonparametric regression is a growing area in econometrics, statistics, operations research, machine learning, and related fields.
Sheng Dai +3 more
doaj +1 more source