Results 161 to 170 of about 7,257 (284)
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
core
A Robust Self‐Starting Bayesian Approach for Multivariate Phase II Monitoring
ABSTRACT Traditional multivariate control charts require in‐control (IC) parameter estimates to be known or estimated from a large set of uncontaminated, historical Phase I observations. However, some processes need to be monitored when little Phase I data are available, and self‐starting approaches, including Bayesian methods, have proven useful. Self‐
Taylor R. Grimm +2 more
wiley +1 more source
Additive models for quantile regression: model selection and confidence bandaids [PDF]
Additive models for conditional quantile functions provide an attractive framework for nonparametric regression applications focused on features of the response beyond its central tendency.
Roger Koenker
core
There is a lack of conceptual frameworks to validate the integration of eDNA and ecological network analysis into ecosystem monitoring. We propose a tool that combines eDNA inventories, graphlet‐based network analysis, ecological niche modelling and machine learning, and demonstrate that the associated topological metrics are effective for ecological ...
Benjamin Alric +4 more
wiley +1 more source
Nonparametric quantile regression for spatio-temporal processes
33 pages, 2 figures and accompanying supplementary ...
Deb, Soudeep +2 more
openaire +2 more sources
Do robots boost productivity? A quantitative meta‐study
ABSTRACT This meta‐study analyzes the productivity effects of industrial robots. More than 1800 estimates from 85 primary studies are collected. The meta‐analytic evidence suggests that robotization has so far provided, at best, a small boost to productivity. There is strong evidence of publication bias in the positive direction.
Florian Schneider
wiley +1 more source
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension [PDF]
Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or consequences of assumptions of economic functionals to be estimated.
Parmeter, Christopher F. +1 more
core
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Non‐Stationary Dry‐Spell Hazard Probabilities for Spain
This study assesses long‐term changes in dry‐spell hazard probabilities across Spain (1961–2024) using a novel non‐stationary extreme value framework applied to daily precipitation records from a dense observational network. Results show that dry‐spell duration and associated return levels are dominantly stationary, with non‐stationary models providing
S. M. Vicente‐Serrano +13 more
wiley +1 more source

