Results 61 to 70 of about 310,119 (204)
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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"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.
Sokbae Lee, Hidehiko Ichimura
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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
A Consistent Estimator of Structural Distribution
Austrian Journal of Statistics, 2020 We consider sparse count data models with the sparsity rate ? = N/n = O(1) where N = N (n) is the number of observations and n ? ? is the number of cells.
Marijus Radavičius
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Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis [PDF]
We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor.
Wilke, Ralf A., Wichert, Laura
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Normal Laws for Two Entropy Estimators on Infinite Alphabets
Entropy, 2018 This paper offers sufficient conditions for the Miller–Madow estimator and the jackknife estimator of entropy to have respective asymptotic normalities on countably infinite alphabets.
Chen Chen +4 more
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Nonparametric option pricing with no-arbitrage constraints [PDF]
We propose a completely kernel based method of estimating the call price function or the state price density of options. The new estimator of the call price function fulfills the constraints like monotonicity and convexity given in Breeden and ...
Birke, Melanie, Pilz, Kay F.
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Uniform confidence bands for functions estimated nonparametrically with instrumental variables [PDF]
, 2009 This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally distributed ...
Joel L. Horowitz +5 more
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Estimation in the Koziol-Green Model Using a Gamma Process Prior
Austrian Journal of Statistics, 2016 The paper deals with nonparametric Bayes estimators in the Koziol-Green model of random censorship. A gamma process is assumed as a prior distribution for cumulative hazard rate and the Bayes estimator incorporating the proportional hazards censorship ...
Michal Friesl
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Simple nonparametric estimators for unemployment duration analysis [PDF]
"We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor.
Wilke, Ralf A., Wichert, Laura
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