Results 11 to 20 of about 19,234 (259)
Sparse semi-parametric chirp estimation [PDF]
In this work, we present a method for estimating the parameters detailing an unknown number of linear chirp signals, using an iterative sparse reconstruction framework. The proposed method is initiated by a re-weighted Lasso approach, and then use an iterative relaxation-based refining step to allow for high resolution estimates.
Swärd, Johan +3 more
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Semi-Parametric Estimation of Risk-Return Relationships [PDF]
This article proposes semi-parametric least squares estimation of parametric risk-return relationships, i.e. parametric restrictions between the conditional mean and the conditional variance of excess returns given a set of unobservable parametric factors.
Juan Carlos Escanciano +2 more
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Semi-Parametric Probability-Weighted Moments Estimation Revisited [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Caeiro, Frederico Almeida Gião Gonçalves +2 more
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Robust variance estimation and inference for causal effect estimation
We present two novel approaches to variance estimation of semi-parametric efficient point estimators of the treatment-specific mean: (i) a robust approach that directly targets the variance of the influence function (IF) as a counterfactual mean outcome ...
Tran Linh +3 more
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External force estimation for industrial robots using configuration optimization
External force estimation for industrial robots can be applied to the scenes such as human–robot interaction and robot machining. The model-based methods have gained the attention of many researchers because they only need motor signals.
Yan Lu, Yichao Shen, Chungang Zhuang
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Semi-parametric estimation of multivariate extreme expectiles [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nicholas Beck +2 more
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Investigating the Application of Extreme Value Theory in Estimating Liquidity Risk of Accepted Banks in Tehran Stock Exchange [PDF]
Measuring and estimating the risk is a problem that has long been of concern to the researchers. Various approaches have been proposed in this regard.
Fereshteh Nazari, Nader Rezaei
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Non-parametric and semi-parametric resampling procedures are widely used to perform support estimation in computational biology and bioinformatics. Among the most widely used methods in this class is the standard bootstrap method, which consists of ...
Wei Wang +3 more
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An Overview and Open Research Topics in Statistics of Univariate Extremes
This review paper focuses on statistical issues arising in modeling univariate extremes of a random sample. In the last three decades there has been a shift from the area of parametric statistics of extremes, based on probabilistic asymptotic results in
Jan Beirlant +2 more
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Estimating and evaluating treatment effect heterogeneity: A causal forests approach
In this paper, we introduce the causal forests method (Athey et al., 2019) and illustrate how to apply it in social sciences to addressing treatment effect heterogeneity.
Li Zheng, Weiwen Yin
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