Results 1 to 10 of about 777 (154)
Semiparametric Duration Models [PDF]
Journal of Business and Economic Statistics, 2004 In this article we consider semiparametric duration models and efficient estimation of the parameters in a non-iid environment. In contrast to classical time series models where innovations are assumed to be iid we show that in, for example, the often-used autoregressive conditional duration (ACD) model, the assumption of independent innovations is too
Bas J M Werker, Feike C Drost
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Evaluation of goodness of fit of semiparametric and parametric models in analysis of factors associated with length of stay in neonatal intensive care unit [PDF]
Clinical and Experimental Pediatrics, 2020 Background Length of stay is a significant indicator of care effectiveness and hospital performance. Owing to the limited number of healthcare centers and facilities, it is important to optimize length of stay and associated factors.
Fatemeh Kheiry +6 more
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Semiparametric Bayesian networks
Information Sciences, 2022 We introduce semiparametric Bayesian networks that combine parametric and nonparametric conditional probability distributions. Their aim is to incorporate the advantages of both components: the bounded complexity of parametric models and the flexibility of nonparametric ones.
Atienza González, David +2 more
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Mathematics, 2023 Multivariate “Bayesian” regression via a shared component model has gained popularity in recent years, particularly in modeling and mapping the risks associated with multiple diseases.
I. Gede Nyoman Mindra Jaya +5 more
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Semiparametric Vector MEM [PDF]
SSRN Electronic Journal, 2008 SUMMARYFinancial time series are often non‐negative‐valued (volumes, trades, durations, realized volatility, daily range) and exhibit clustering. When joint dynamics is of interest, the vector multiplicative error model (vMEM; the element‐by‐element product of a vector of conditionally autoregressive scale factors and a multivariate i.i.d.
CIPOLLINI, FABRIZIO +2 more
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Applied Sciences, 2023 In the present work, we analyze the spatiotemporal dynamics of the kinetic wind energy with and without allowance for the kinetic energy of outliers. We first separated the contributions of the mean kinetic energy and the kinetic energy of the outliers ...
Valerii Anan’evich Simakhin +3 more
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Investigation of Parametric, Non-Parametric and Semiparametric Methods in Regression Analysis
Sakarya Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2022 Regression analysis is known as statistical methods applied to model and analyze the relationship between variables. Regression method can be examined as parametric, non-parametric and semiparametric regression methods.The parametric regression method ...
Esra Yavuz, Mustafa Şahin
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pexm: A JAGS Module for Applications Involving the Piecewise Exponential Distribution
Journal of Statistical Software, 2021 In this study, we present a new module built for users interested in a programming language similar to BUGS to fit a Bayesian model based on the piecewise exponential (PE) distribution.
Vinícius D. Mayrink +2 more
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A General Nonlinear Multilevel Structural Equation Mixture Model
Frontiers in Psychology, 2014 In the past 2 decades latent variable modeling has become a standard tool in the social sciences. In the same time period, traditional linear structural equation models have been extended to include nonlinear interaction and quadratic effects (e.g ...
Augustin eKelava, Holger eBrandt
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kamila: Clustering Mixed-Type Data in R and Hadoop
Journal of Statistical Software, 2018 In this paper we discuss the challenge of equitably combining continuous (quantitative) and categorical (qualitative) variables for the purpose of cluster analysis. Existing techniques require strong parametric assumptions, or difficult-to-specify tuning
Alexander H. Foss, Marianthi Markatou
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