An Algorithm for Nonparametric Estimation of a Multivariate Mixing Distribution with Applications to Population Pharmacokinetics. [PDF]
Pharmaceutics, 2020 Yamada WM +10 more
europepmc +1 more source
Nonparametric estimation of broad sense agreement between ordinal and censored continuous outcomes. [PDF]
Stat Med, 2020 Dai T, Guo Y, Peng L, Manatunga A.
europepmc +1 more source
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models [PDF]
We investigate a new separable nonparametric model for time series, which includes many ARCH models and AR models already discussed in the literature.
Woocheol Kim, Oliver Linton
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Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series [PDF]
This paper establishes a suite of uniform consistency results for nonparametric kernel density and regression estimators when the time series regressors concerned are nonstationary null-recurrent Markov chains. Under suitable conditions, certain rates of
Dag Tjøstheim, Jiti Gao, Degui Li
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Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies [PDF]
A number of studies have explored the semi- and nonparametric estimation of stochastic frontier models by using kernel regression or other nonparametric smoothing techniques. In contrast to popular deterministic nonparametric estimators, these approaches
Kortelainen, Mika
core
Estimation of continuous-time interest rate models: a nonparametric approach [PDF]
This paper presents a general, nonlinear model for term structure interest rate. The approach is the same of Stanton (1997) but it has been extended to a multifactor model. The novel aspect is that rather than choosing the functional specification of the
Orazio Di Miscia
core
Nonparametric estimation of risk tracking indices for longitudinal studies. [PDF]
Stat Methods Med Res, 2020 Wu CO +7 more
europepmc +1 more source
ESTIMATION OF A SEMIPARAMETRICIGARCH(1,1) MODEL [PDF]
We propose a semiparametric IGARCH model that allows for persistence invariance but also allows for more flexible functional form. We assume that thedifference of the squared process is weakly stationary.
Woocheol Kim, Oliver Linton
core
Nonparametric estimation of distributions and diagnostic accuracy based on group-tested results with differential misclassification. [PDF]
Biometrics, 2020 Zhang W, Liu A, Li Q, Albert PS.
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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