Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
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Divergence and Model Adequacy, a Semiparametric Case Study. [PDF]
Broniatowski M, Moutsouka J.
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Distilling noise characteristics and prior expectations in multisensory causal inference. [PDF]
Liu S, Holland T, Ma WJ, Acerbi L.
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Endogenous semiparametric binary choice models with heteroscedasticity [PDF]
In this paper we consider endogenous regressors in the binary choice model under a weak median exclusion restriction, but without further specification of the distribution of the unobserved random components.
Stefan Hoderlein
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Semiparametric accelerated failure time models with time-varying covariates under partly interval censoring. [PDF]
Bhaskaran A +6 more
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Semiparametric Joint Modeling for Survival Analysis with Longitudinal Covariates. [PDF]
Guo W, Wang T.
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Difference based Ridge and Liu type Estimators in Semiparametric Regression Models [PDF]
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + ε.
Wolfgang Karl Härdle +2 more
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Penalized estimation of linear transformation models for interval-censored data with time-dependent covariates. [PDF]
Lu M, Zhang Y, Li CS, Shan G.
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Semiparametric Estimation of Stochastic Frontiers A Bayesian Penalized Approach [PDF]
Almost all previous approaches to estimating semiparametric frontier models, where the functional form for the production (cost) function is unknown, have been local nonparametric (ie. kernel) approaches. In this paper we use a penalized (ie.
Gholamreza Hajargasht
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Causal K-Means Clustering. [PDF]
Kim K, Kim J, Kennedy EH.
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