Training-set conditionally valid prediction sets with right-censored data. [PDF]
Lifetime Data AnalSi W, Qiu H.
europepmc +1 more source
Hypothesis Testing in the Presence of One-sided Nuisance Parameters [PDF]
In this paper, we investigate whether similar improvements are observed when we have a non-sample information regarding the nuisance parameters in the testing problem.
Anthony W. Hughes
core
The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach
Journal of Time Series Analysis, EarlyView.ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley +1 more source
Threshold autoregression with a near unit root [PDF]
unit root;autoregressive ...
Hansen,B.E., Caner,M.
core
Nuisance parameter elimination for proportional likelihood ratio models with nonignorable missingness and random truncation. [PDF]
Biometrika, 2013 Chan KC.
europepmc +1 more source
Education and the Shadow Economy: A Panel Cointegration Analysis
Kyklos, EarlyView.ABSTRACT This study examines the impact of education on the shadow economy across 132 countries over the period 1991–2020. To this end, panel cointegration and panel error‐correction models are employed. The results of the panel cointegration tests indicate a stable long‐term relationship among the selected variables.
Salvatore Ciucci
wiley +1 more source
Modelling Structural Change in Money Demand Using a Fourier-Series Approximation [PDF]
The paper develops a simple method that can be used to test for a time-varying intercept and to approximate its form. The test is solidly grounded in asymptotic theory and has good small-sample properties.
S. Hurn, R. Becker, W. Enders
core
Seeing the Speaker's Face Enhances Second Language Shadowing: Neural and Behavioral Evidence
Language Learning, EarlyView.Abstract This functional magnetic resonance imaging (fMRI) study investigated how facial cues influence second language (L2) shadowing among 42 Japanese learners of English. Participants completed four conditions that varied by task type (listening vs. shadowing) and visual input (face vs. mosaic).
Hyeonjeong Jeong +7 more
wiley +1 more source
An Approach to Fisher-Rao Metric for Infinite Dimensional Non-Parametric Information Geometry. [PDF]
Entropy (Basel)Cheng B, Tong H.
europepmc +1 more source
For multiple reasons -- such as avoiding overtraining from one data set or because of having received numerical estimates for some parameters in a model from an alternative source -- it is sometimes useful to divide a model\u27s parameters into one group
Wan, Yunrong
core