Results 71 to 80 of about 3,921,248 (201)
Nonparametric IV estimation of shape-invariant Engel curves [PDF]
This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure. The shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of Engel ...
Richard Blundell +2 more
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Nonparametric estimation of the jump component in financial time series [PDF]
, 2012 In this thesis, we analyze nonparametric estimation of Lévy-based models using wavelets methods. As the considered class is restricted to pure-jump Lévy processes, it is sufficient to estimate their Lévy densities.
Yener, Serkan
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Nonparametric estimation of diffusion process: a closer look [PDF]
A Monte Carlo simulation is performed to investigate the finite sample properties of a nonparametric estimator, based on discretely sampled observations of continuous-time Ito diffusion process. Chapman and Pearson (2000) studies finite-sample properties
Orazio Di Miscia
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NPCirc: An R Package for Nonparametric Circular Methods
Journal of Statistical Software, 2014 Nonparametric density and regression estimation methods for circular data are included in the R package NPCirc. Specifically, a circular kernel density estimation procedure is provided, jointly with different alternatives for choosing the smoothing ...
María Oliveira +2 more
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Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals [PDF]
This paper studies nonparametric estimation of conditional moment models in which the generalized residual functions can be nonsmooth in the unknown functions of endogenous variables. This is a nonparametric nonlinear instrumental variables (IV) problem.
Demian Pouzo, Xiaohong Chen
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On using nonparametric approaches for precipitation estimation
ITM Web of Conferences, 2018 Nonparametric density estimation methods have been used for precipitation estimation for decades. The new approach for estimating the density proposed recently by Geenens and Wang appears to offer advantages over them as far as their behavior in the tail
Grządziel Mariusz
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A note on nonparametric estimation of the effective dose in quantal bioassay [PDF]
For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0Binary response model,effective dose level,nonparametric regression,isotonic regression,order restricted inference,local ...
Dette, Holger +2 more
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Estimation and model specification testing in nonparametric and semiparametric econometric models [PDF]
This paper considers two classes of semiparametric nonlinear regression models, in which nonlinear components are introduced to reflect the nonlinear fluctuation in the mean.
King, Maxwell, Gao, Jiti
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BayesDensity.jl: Bayesian nonparametric density estimation in Julia
SoftwareXBayesDensity.jl is a Julia package for Bayesian nonparametric estimation of smooth univariate densities. The package provides a unified interface to a range of well-established models from the statistical literature, supporting both Markov chain Monte ...
Oskar Høgberg Simensen
doaj +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
Rafael Salas, Juan Gabriel Rodríguez
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