Results 231 to 240 of about 20,242 (260)

A Semi-Parametric Quantile Function Estimator for Use in Bootstrap Estimation Procedures

Statistics and Computing, 2002
In this note we develop a new quantile function estimator called the tail extrapolation quantile function estimator. The estimator behaves asymptotically exactly the same as the standard linear interpolation estimator. For finite samples there is small correction towards estimating the extreme quantiles.
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Semi Parametric Estimation of the Incubation Period of AIDS

1992
The incubation period distribution of AIDS is estimated from the grouped bivariate data which arises from a prevalent cohort study. A penalised likelihood approach is used to obtain smooth estimates of the incubation period distribution. We also examine how the individuals age at HIV infection and changes in the incubation period can be incorporated ...
Jeremy M. G. Taylor, Yun Chon
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Semi-Parametric Estimation of Portfolio Large Losses

SSRN Electronic Journal, 2011
Although 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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Semi parametric estimation of employment duration models

Econometric Reviews, 1987
Semi 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 a Logit Model [PDF]

, 2000
In this paper, I develop an estimator for a semi-parametric logit model based on a kernel-weighted average of pairwise conditional logit terms. Then I demonstrate consistency, asymptotic normality, and consistent asymptotic covariance matrix estimation for this estimator using results for sequences of $U$-statistic.
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Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials

Journal of Nonparametric Statistics, 2022
Íngrid Van Keilegom
exaly  

Estimation in Semi-parametric Regression Models

2023
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Error-Bars in Semi-Parametric Estimation

ImPhys/Imaging ...
Van Ormondt, D. (author), Van der Veen, J.W.C. (author), Sima, D.M. (author), Graveron-Demilly, D. (author)   +3 more
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Semi-Parametric Estimation and Inference for the Mean Outcome of the Single Time-Point Intervention in a Causally Connected Population

Journal of Causal Inference, 2017
Oleg Sofrygin, Mark J Van Der Laan
exaly  

SEMI-PARAMETRIC BAYES ESTIMATORS

1987
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