Results 221 to 230 of about 19,234 (259)
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Estimation of semi-parametric additive coefficient model
Journal of Statistical Planning and Inference, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xue, Lan, Yang, Lijian
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A semi-parametric censored regression estimator
Journal of Econometrics, 1986In a censored regression model \(y_ i=X^ T_ i \beta +\epsilon_ i\), if \(\epsilon_ i>-X^ T_ i \beta\), \(i=1,...,N\), and \(y_ i=0\), otherwise, the \(\epsilon_ i\) are assumed to be i.i.d., absolutely continuous, \(E(\epsilon_ i)=0\), \(E(\epsilon^ 2_ i)=\sigma^ 2\).
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Estimation of general semi-parametric quantile regression
Journal of Statistical Planning and Inference, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fan, Yan, Zhu, Lixing
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Semi parametric estimation of employment duration models
Econometric Reviews, 1987Semi parametric methods provide estimates of finite parameter vectors without requiring that the complete data generation process be assumed in a finite-dimensional family. By avoiding bias from incorrect specification, such estimators gain robustness, although usually at the cost of decreased precision.
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Semi-parametric estimation of growth curves
2023Sigmoidal curves, very common in epidemiology and biology, have traditionally been fitted using parametric models or fully non-parametric approaches like splines. In this paper, we propose a semi-parametric approach which is flexible enough to capture several sigmoidal shapes.
Chiara Di Maria, Vito Muggeo
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Semi-Parametric Estimation of Portfolio Large Losses
SSRN Electronic Journal, 2011Although multi-asset portfolios are central in modern finance, the multivariate statistical estimation involved in portfolio selection and management is not an easy task. This article focuses on the problem of estimating the probability of multi-asset portfolio large losses.
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Robust small area estimation under semi‐parametric mixed models
Canadian Journal of Statistics, 2013AbstractSmall area estimation has been extensively studied under unit level linear mixed models. In particular, empirical best linear unbiased predictors (EBLUPs) of small area means and associated estimators of mean squared prediction error (MSPE) that are unbiased to second order have been developed. However, EBLUP can be sensitive to outliers. Sinha
Rao, Jon N. K. +2 more
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Bias reduction in risk modelling: Semi-parametric quantile estimation
Test, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gomes, M. Ivette, Figueiredo, Fernanda
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Estimating functions in semi-parametric models
1991Abstract Suppose we have a random sample from a distribution which is only known to belong to some non-parametric family and we wish to estimate some parameter of this distribution. Under some regularity conditions this parameter can be estimated in a rate.
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Semi-Parametric Estimation of Noncausal Vector Autoregression [PDF]
, 2015 This paper introduces consistent semi-parametric estimation methods for mixed causal/noncausal multivariate non-Gaussian processes. We show that in the VAR(1) model, the second-order identification is feasible to some limited extent, contrary to the common belief that non-Gaussian processes are not second-order identifiable.
Christian Gouriéroux, Joann Jasiak
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