Results 111 to 120 of about 310,119 (204)

Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments [PDF]

. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation.
Michael Creel, Dennis Kristensen
core  

Development of a mixed-effects longitudinal spline regression method for growth data analysis. [PDF]

MethodsX
Bangsawang IL, Islamiyati A, Herdiani ET.   +2 more
europepmc   +1 more source

A unified approach to solve ill-posed inverse problems in econometrics [PDF]

We consider the general issue of estimating a nonparametric function x from the inverse problem r = Tx given estimates of the function r and of the linear transform T. Two typical examples include the estimation of a probability density function fromdata
VANHEMS, Anne, VAN BELLEGHEM, Sébastien, JOHANNES, Jan   +2 more
core  

WIN RATIO FOR PARTIALLY ORDERED DATA. [PDF]

Stat Sin
Mao L.
europepmc   +1 more source

Nonparametric estimation of an additive quantile regression model [PDF]

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of n-r/(2r+1) when the ...
Sokbae 'Simon' Lee, Joel Horowitz
core  

Penalised Spline Estimation of Covariate-Specific Time-Dependent ROC Curves. [PDF]

Stat Med
Rodríguez-Álvarez MX, Inácio V.
europepmc   +1 more source

Inverse-Probability-Weighted Wavelet Estimation of Regression Derivatives Under Missing-at-Random Responses for Stationary Ergodic Processes. [PDF]

Entropy (Basel)
Bouzebda S, Didi S.
europepmc   +1 more source

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
core  

Uniform in Bandwidth Consistency of the <i>L</i>¹-Modal Regression Estimator for High-Dimensional Data. [PDF]

Entropy (Basel)
Almulhim FA, Alamari MB, Laksaci A.
europepmc   +1 more source

Nonparametric Estimation of Homothetic and Homothetically Separable Functions [PDF]

For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently and asymptotically normally. We provide consistent, asymptotically normal estimators for the functions g and h, where r(x,w) = h[g(x), w], g is linearly ...
Oliver Linton, Arthur Lewbel
core