Results 41 to 50 of about 13,830,927 (82)

Nonparametric predictive inference with right-censored data [PDF]

, 2002
This thesis considers nonparametric predictive inference for lifetime data that include right-censored observations. The assumption A((_m)) proposed by Hill in 1968 provides a partially specified predictive distribution for a future observation given ...
Yan, Ke-Jian
core  

Switching regressions and activity analysis. [PDF]

We study the use of switching regression models to characterize the coefficients in linear production technologies with a finite number of activities. Maximum likelihood-based methods are proposed and different switching specifications are discussed. The
Ley, Eduardo
core  

A Nonparametric Approach to Evaluating Inflation-Targeting Regimes [PDF]

We use a variety of nonparametric test statistics to evaluate the inflation- targeting regimes of Australia, Canada, New Zealand, Sweden and the UK. We argue that a sensible approach of evaluation must rely on a variety of methods, among them parametric ...
Weshah Razzak, Rabie Nasser
core  

Bootstrap Methods in Econometrics [PDF]

There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work very well ...
James G. MacKinnon
core  

Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution. [PDF]

Theoretical constraints on economic model parameters often are in the form of inequality restrictions. For example, many theoretical results are in the form of monotonicity or nonnegativity restrictions.
Ousmane Seck, William Barnett
core  

"Empirical Likelihood Methods in Econometrics: Theory and Practice" [PDF]

Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method inperspective, two interpretations of empirical likelihood are presented, one as a nonparametric maximum likelihood estimation method (NPMLE) and the other as
Yuichi Kitamura
core  

Nonparametric Predictive Inference for Acceptance Decisions [PDF]

, 2011
This thesis presents new solutions for two acceptance decisions problems. First, we present methods for basic acceptance sampling for attributes, based on the nonparametric predictive inferential approach for Bernoulli data, which is extended for this ...
ELSAEITI, MOHAMED
core  

Parameters behind "nonparametric" statistics: Kendall's tau,Somers' D and median differences [PDF]

So-called "nonparametric" statistical methods are often in fact based on population parameters, which can be estimated (with confidence limits) using the corresponding sample statistics.
Roger Newson
core  

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  

Nonparametric Efficiency Estimation in Stochastic Environments (II) [PDF]

We consider the issues of noise-to-signal estimation, finite sample performance andhypothesis testing for the nonparametric efficiency estimation technique proposed inCherchye, L., T. Kuosmanen and G. T. Post (2001) 'Nonparametric efficiencyestimation in
Post, G.T., Cherchye, L.
core