Results 101 to 110 of about 12,193,766 (206)
Semiparametric Robust Estimation of Truncated and Censored Regression Models [PDF]
Many estimation methods of truncated and censored regression models such as the maximum likelihood and symmetrically censored least squares (SCLS) are sensitive to outliers and data contamination as we document.
Cizek, P.
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Weighted Repeated Median Smoothing and Filtering [PDF]
We propose weighted repeated median filters and smoothers for robust non-parametric regression in general and for robust signal extraction from time series in particular.
Fried, Roland +2 more
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Semiparametric Estimation in Multivariate Nonstationary Time Series Models [PDF]
A system of multivariate semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components.
Peter C.B. Phillips, Jiti Gao
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Nonparametric Econometrics: The np Package [PDF]
We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians.
Tristen Hayfield, Jeffrey S. Racine
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Testing the Specification of Econometric Models in Regression and Non-Regression Directions [PDF]
The asymptotic power of a statistical test depends on the model being tested, the (implicit) alternative against which the test is constructed, and the process which actually generated the data.
Russell Davidson, James G. MacKinnon
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Efficiency Analysis of German Electricity Distribution Utilities : Non-Parametric and Parametric Tests [PDF]
This paper applies parametric and non-parametric and parametric tests to assess the efficiency of electricity distribution companies in Germany. We address traditional issues in electricity sector benchmarking, such as the role of scale effects and ...
von Hirschhausen, Christian R. +1 more
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A Novel Approach for Analyzing Non-Proportional Hazards With Long-Term Survivors: The Defective Yang-Prentice Model. [PDF]
Biom JCalsavara VF.
europepmc +1 more source
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative [PDF]
This paper is concerned with inference about a function g that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family ...
Sokbae 'Simon' Lee, Joel Horowitz
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