Results 11 to 20 of about 19,234 (259)

Sparse semi-parametric chirp estimation [PDF]

open access: yes2014 48th Asilomar Conference on Signals, Systems and Computers, 2014
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
openaire   +2 more sources

Semi-Parametric Estimation of Risk-Return Relationships [PDF]

open access: yesSSRN Electronic Journal, 2013
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
openaire   +2 more sources

Semi-Parametric Probability-Weighted Moments Estimation Revisited [PDF]

open access: yesMethodology and Computing in Applied Probability, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Caeiro, Frederico Almeida Gião Gonçalves   +2 more
openaire   +3 more sources

Robust variance estimation and inference for causal effect estimation

open access: yesJournal of Causal Inference, 2023
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
doaj   +1 more source

External force estimation for industrial robots using configuration optimization

open access: yesAutomatika, 2023
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
doaj   +1 more source

Semi-parametric estimation of multivariate extreme expectiles [PDF]

open access: yesJournal of Multivariate Analysis, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nicholas Beck   +2 more
openaire   +1 more source

Investigating the Application of Extreme Value Theory in Estimating Liquidity Risk of Accepted Banks in Tehran Stock Exchange [PDF]

open access: yesفصلنامه بورس اوراق بهادار, 2020
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
doaj   +1 more source

Non-parametric and semi-parametric support estimation using SEquential RESampling random walks on biomolecular sequences

open access: yesAlgorithms for Molecular Biology, 2020
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
doaj   +1 more source

An Overview and Open Research Topics in Statistics of Univariate Extremes

open access: yesRevstat Statistical Journal, 2012
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
doaj   +1 more source

Estimating and evaluating treatment effect heterogeneity: A causal forests approach

open access: yesResearch & Politics, 2023
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
doaj   +1 more source

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