Results 141 to 150 of about 3,774,080 (285)
Pointwise universal consistency of nonparametric density estimators. [PDF]
This paper presents sufficient conditions for pointwise universal consistency of nonparametric delta estimators and shows the application of these conditions for some classes of nonparametric estimators.Delta estimators; Pointwise approximation ...
Vidal-Sanz, Jose M.
core
Headache: The Journal of Head and Face Pain, EarlyView.Plain Language Summary People with chronic migraine may have changes in amino‐acid metabolism, but it remains unclear which metabolic pathways are associated with the disease and early response to onabotulinumtoxinA treatment. We measured plasma amino‐acid levels in patients with chronic migraine and healthy controls and assessed changes after 1 month ...
Seyma Dumur +6 more
wiley +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
core
The Distributional Effects of Economic Uncertainty*
International Economic Review, EarlyView.ABSTRACT We study the distributional implications of uncertainty shocks by developing a model that links macroeconomic aggregates to the US distribution of earnings and consumption. Our findings suggest that the fraction of low‐earning workers decreases initially, while the share of households reporting low consumption increases.
Florian Huber +2 more
wiley +1 more source
International Statistical Review, EarlyView.Summary Understanding the spread of infectious diseases such as COVID‐19 is crucial for informed decision‐making and resource allocation. A critical component of disease behaviour is the velocity with which disease spreads, defined as the rate of change between time and space.
Fernando Rodriguez Avellaneda +2 more
wiley +1 more source
A sparse kernel density estimation algorithm using forward constrained regression
, 2007 Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward constrained regression manner. The leave-one-out (LOO) test score is used for kernel selection.
Hong, X. +3 more
core
Goodness‐of‐Fit Tests for Positive Quadrant Dependence
International Statistical Review, EarlyView.Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley +1 more source
Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method
International Statistical Review, EarlyView.Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang +2 more
wiley +1 more source
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
Mixing It Up: Inflation at Risk
Journal of Money, Credit and Banking, EarlyView.Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley +1 more source