Structural Nonparametric Cointegrating Regression [PDF]
Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly dependent and contemporaneously correlated.
Peter C.B. Phillips, Qiying Wang
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Nonparametric serial interval estimation with uniform mixtures.
The serial interval of an infectious disease is a key instrument to understand transmission dynamics. Estimation of the serial interval distribution from illness onset data extracted from transmission pairs is challenging due to the presence of censoring
Oswaldo Gressani, Niel Hens
doaj +1 more source
Theoretical Analysis of Nonparametric Filament Estimation
This paper provides a rigorous study of the nonparametric estimation of filaments or ridge lines of a probability density $f$. Points on the filament are considered as local extrema of the density when traversing the support of $f$ along the integral ...
Polonik, Wolfgang, Qiao, Wanli
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Asymptotic properties of the Bernstein density copula for dependent data [PDF]
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
BOUEZMARNI, Taoufik +2 more
core
Nonparametric estimation of a primary care production function in urban Brazil. [PDF]
Wichmann B, Wichmann R.
europepmc +1 more source
Iterative regularization in nonparametric instrumental regression [PDF]
We consider the nonparametric regression model with an additive error that is correlated with the explanatory variables. We suppose the existence of instrumental variables that are considered in this model for the identification and the estimation of the
JOHANNES, Jan +2 more
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An Algorithm for Nonparametric Estimation of a Multivariate Mixing Distribution with Applications to Population Pharmacokinetics. [PDF]
Yamada WM +10 more
europepmc +1 more source
Introducing Environmental Variables in Nonparametric Frontier Models: a Probabilistic Approach [PDF]
This paper proposes a general formulation of a nonparametric frontier model introducingexternal environmental factors that might influence the production process butare neither inputs nor outputs under the control of the producer.
Cinzia Daraio, Leopold Simar
core
Nonparametric estimation of broad sense agreement between ordinal and censored continuous outcomes. [PDF]
Dai T, Guo Y, Peng L, Manatunga A.
europepmc +1 more source
A Bistochastic Nonparametric Estimator [PDF]
We explore the relevance of adopting a bistochastic nonparametric estimator. This estimator has two main implications. First, the estimator reduces variability according to the robust criterion of second-order stochastic (and Lorenz) dominance. This is a
Juan Gabriel RodrÃguez, Rafael Salas
core

