Results 111 to 120 of about 6,398 (252)

DESIGN-ADAPTIVE POINTWISE NONPARAMETRIC REGRESSION ESTIMATION FOR RECURRENT MARKOV TIME SERIES [PDF]

A general framework is proposed for (auto)regression nonparametric estimation of recurrent time series in a class of Hilbert Markov processes with a Lipschitz conditional mean.
Guerre
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

Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange [PDF]

We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving cross-variable interactions, such as time-varying conditional ...
Jinyong Hahn, Francis X. Diebold, Anthony S. Tay   +2 more
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The Cost of Convenience: A Hedonic Approach to Travel Time Valuation and Cost‐Benefit Analysis

Journal of Regional Science, EarlyView.
ABSTRACT This paper presents a novel revealed‐preference approach to estimating the value of travel time (VTT) and calculating consumer surplus for the economic evaluation of transport infrastructure. Departing from traditional stated‐preference models, we derive time valuations by linking residential rental transactions in Greater Sydney to employment
Isaac Mann, David M. Levinson
wiley   +1 more source

Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models [PDF]

This paper develops nonparametric estimation for discrete choice models based on the Mixed Multinomial Logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random utility maximization,
Lancelot F. James, John W. Lau, Pierpaolo De Blasi   +2 more
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Dinoflagellate responses to nutrients and mangrove leaf organic matter in the bioluminescent Mangrove Lagoon, St. Croix, U.S. Virgin Islands

Journal of Phycology, EarlyView.
Abstract Bioluminescent bays (biobays) are uncommon coastal ecosystems featuring dense populations of dinoflagellates, often found in mangrove‐ringed lagoons with long water retention times and high organic matter (OM) levels. Although mangroves are associated with high dinoflagellate abundance, it remains uncertain how inorganic nutrients compare with
James L. Pinckney, Michelle Zimberlin, Dianne I. Greenfield   +2 more
wiley   +1 more source

Nonparametric Frontier Estimation from Noisy Data [PDF]

A new nonparametric estimator of production a frontier is defined and studied when the data set of production units is contaminated by measurement error. The measurement error is assumed to be an additive normal random variable on the input variable, but
Van Bellegem, Sébastien, Florens, Jean-Pierre, Schwarz, Maik   +2 more
core   +3 more sources

Dental Implant Rehabilitation Mitigates the Increased Mortality Risk Associated With Tooth Loss: A Population‐Based Study

Journal of Periodontal Research, EarlyView.
Fewer posterior masticatory units (PMUs) are associated with higher mortality, partly explained by diet quality. This association is attenuated by posterior prosthetic rehabilitation and is no longer evident when ≥ 5 PMUs are restored with implant‐supported prostheses. ABSTRACT Aim To (i) evaluate the association between posterior masticatory unit (PMU)
John Rong Hao Tay, Gustavo G. Nascimento, Mario Romandini   +2 more
wiley   +1 more source

Nonparametric Inference of Conditional Expectile Functions in Large‐Scale Time Series Data With Improved Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT Expectile is a coherent and elicitable law‐invariant risk measure widely applied in risk management. Existing methods based on iteratively reweighted least squares (IWLS) are not computationally efficient for large‐scale sample sizes. To overcome the issue, we develop a direct nonparametric conditional expectile function estimator by inverting
Feipeng Zhang, Ping‐Shou Zhong
wiley   +1 more source

Conditional density estimation: an application to the Ecuadorian manufacturing sector [PDF]

This note applies conditional density estimation as a visual method to present results. The proposed method is illustrated by application to a firm-level manufacturing data set from Ecuador in 2002.Density ...
Kim Huynh, David Jacho-Chavez
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