IDENTIFICATION AND ESTIMATION OF NONPARAMETRIC STRUCTURAL [PDF]
This paper concerns a new statistical approach to instrumental variables (IV) method for nonparametric structural models with additive errors. A general identifying condition of the model is proposed, based on richness of the space generated by marginal ...
Woocheol Kim
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Robust Adaptive Beamforming Algorithm Based on Improved Generalized Linear Combination. [PDF]
Gao Z +5 more
europepmc +1 more source
Secrecy Performance of O-RAN-Enabled RIS-Assisted FSO/RF Satellite Downlinks. [PDF]
Li Y, Chen X, Shi J, Lv G, Jin Y.
europepmc +1 more source
On the Number of alpha-Pivotal Players [PDF]
We show that bounds like those of Al-Najjar and Smorodinsky (J. Econ. Theory, 2000) as well as of Gradwohl et al. (Math. Oper. Res., 2009) on the number of alpha-pivotal agents can be obtained by decomposition of variance. All these bounds have a similar
Johannes Gerd Becker
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Adaptive Debiased Lasso in High-Dimensional Generalized Linear Models with Streaming Data. [PDF]
Han R, Luo L, Luo Y, Lin Y, Huang J.
europepmc +1 more source
THE GENERALIZED COMPOSITE COMMODITY THEOREM AND FOOD DEMAND ESTIMATION [PDF]
This paper reports tests of aggregation over consumer food products and estimates of aggregate food demand elasticities. Evidence that food demand variables follow unit root processes leads us to build on and simplify tests of the Generalized Composite ...
Levedahl, J. William +2 more
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Clinical trials of surgical neuromodulation therapies for epilepsy: Past, present & future. [PDF]
Piper RJ, Tisdall MM.
europepmc +1 more source
Wind load identification algorithm based on a reduced order and dimensionality reduction model
ObjectiveThe accurate identification of wind loads represents a fundamental requirement for the design, health monitoring, and safety assessment of contemporary high-rise buildings.
HUANG Jinshan +4 more
doaj
Parameter estimation in nonlinear AR–GARCH models [PDF]
This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general ...
Mika Meitz, Pentti Saikkonen
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A generalized Stein's estimation approach to speech enhancement based on perceptual criteria
We address the problem of speech enhancement using a risk- estimation approach. In particular, we propose the use the Stein’s unbiased risk estimator (SURE) for solving the problem. The need for a suitable finite-sample risk estimator arises because the
Krishnan, Sunder Ram +1 more
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