Results 71 to 80 of about 229,123 (176)

Nonparametric variance estimation

, 2022
Im heteroskedastischen nichtparametrischen Regressionsmodell mit unbekanntem Erwartungswert f und Varianz V werden Probleme bezueglich der Varianz V untersucht. Im ersten Teil dieser Dissertation wird davon ausgegangen, dass die Varianz V Hoelder-stetig ist. Eine obere Schranke fuer das gleichmaessige Risiko mit einem linearen Schaetzer wird abgeleitet,
openaire   +2 more sources

The econometrics of auctions with asymmetric anonymous bidders [PDF]

We consider standard auction models when bidders' identities are not observed by the econometrician. First, we adapt the definition of identifiability to a framework with anonymous bids and we explore the extent to which anonymity reduces the possibility
Laurent Lamy
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Nonparametric Functions Estimation Using Biased Data

Mathematics
Biased or weighted sampling frequently arises in reliability testing, biomedical survival analysis, and quality-control studies, where the observed data deviate systematically from the target population.
Abdel-Salam G. Abdel-Salam, Ibrahim A. Ahmad   +1 more
doaj   +1 more source

SNM Guide [PDF]

This is a guide that explains how to use software that implements the simulated nonparametric moments (SNM) estimator proposed by Creel and Kristensen (2009). The guide shows how results of that paper may easily be replicated, and explains how to install
Dennis Kristensen, Michael Creel
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Semi-nonparametric IV estimation of shape-invariant Engel curves [PDF]

, 2007
This paper studies a shape-invariant Engel curve system with endogenous total expenditure, in which the shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of nonparametric Engel curves.
Blundell, R., Chen, X., Kristensen, D.
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Nonparametric curve estimation with bernstein estimates

Metrika, 1997
For the estimation of the regression function in a random design model a Bernstein type estimator is proposed. The author studies various local and global asymptotic properties of this estimator: Consistency and asymptotic normality at a fixed point are proved and an asymptotic expression for the expectation of the estimator is derived.
openaire   +1 more source

Integral Least-Squares Inferences for Semiparametric Models with Functional Data

Journal of Applied Mathematics, 2014
The inferences for semiparametric models with functional data are investigated. We propose an integral least-squares technique for estimating the parametric components, and the asymptotic normality of the resulting integral least-squares estimator is ...
Limian Zhao, Peixin Zhao
doaj   +1 more source

Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods [PDF]

We investigate a class of semiparametric ARCH(8) models that includes as a special case the partially nonparametric (PNP) model introduced by Engle and Ng (1993) and which allows for both flexible dynamics and flexible function form with regard to the ...
Enno Mammen, Oliver Linton
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portfolio optimization based on nonparametric estimation methods [PDF]

مدیریت تولید و عملیات, 2017
One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment.
mahsa ghandehari, azimeh shamshiri, saeed fathi   +2 more
doaj  

Characterization of the asymptotic distribution of semiparametric M-estimators [PDF]

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Hidehiko Ichimura, Sokbae 'Simon' Lee
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