Results 11 to 20 of about 27,081 (245)
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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Computing Nonparametric Functional Estimates in Semiparametric Problems [PDF]
, 1992 The purpose of this note is to provide a brief account of available FORTRAN Routines for computing nonparametric functional estimates, Frequently used in semiparametric problems, evaluated at each data point. Then semiparametric estimates can be computed
Delgado, Miguel A.
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Semiparametric Regression Pursuit [PDF]
Statistica Sinica, 2012 The semiparametric partially linear model allows flexible modeling of covariate effects on the response variable in regression. It combines the flexibility of nonparametric regression and parsimony of linear regression. The most important assumption in the existing methods for the estimation in this model is to assume a priori that it is known which ...
Jian, Huang, Fengrong, Wei, Shuangge, Ma
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On a Problem in Semiparametric Estimation [PDF]
, 1991 The estimation problem in a semiparametric model, namely, the generalized Lehmann alternative model, is considered here. Suppose that two independent samples X1,…,Xm and Y1, …,Yn with d.f.’s F and G, respectively, are observed. Assume that G(·)=H(F(·);θ), where the form of the function H is known, but F and the parameter θ are unknown.
JAMMALAMADAKA, SR, WAN, X
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Penalized Likelihood-Based Estimation of Stratified Semiparametric Cox Models Under Partly Interval Censoring. [PDF]
Biom JABSTRACT In survival data analysis, the stratified Cox model becomes a popular option when the proportional hazards assumption of the conventional Cox model does not hold for certain covariates. For a stratified Cox model, when the observed survival times contain only right censoring, the method of maximum partial likelihood can still be implemented ...
Ma J, Webb A, Manuguerra M, Hudson HM.
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Endogeneity in Semiparametric Threshold Regression [PDF]
SSRN Electronic Journal, 2017 This paper estimates threshold regression models with an endogenous threshold variable using a nonparametric control function approach. Assuming diminishing threshold effects, we derive the consistency and limiting distribution of our proposed estimator constructed from the series approximation method for weakly dependent data.
Kourtellos, Andros +2 more
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Apstract: Applied Studies in Agribusiness and Commerce, 2017 This paper introduces the semiparametric error correction model for estimation of export-import relationship as an alternative to the least squares approach.
Henry De-Graft Acquah +1 more
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Fitting Nonlinear Structural Equation Models in R with Package nlsem
Journal of Statistical Software, 2017 Structural equation mixture modeling (SEMM) has become a standard procedure in latent variable modeling over the last two decades (Jedidi, Jagpal, and DeSarbo 1997b; Muthén and Shedden 1999; Muthén 2001, 2004; Muthén and Asparouhov 2009).
Nora Umbach +3 more
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ESTIMASI PARAMETER COX SEMIPARAMETRIC HAZARDS MODEL DENGAN METODE EFRON PADA DATA TERSENSOR KANAN
Jurnal Matematika UNAND, 2021 Salah satu kendala yang sering dihadapi pada penelitian survival adalah adanya data tersensor. Jika data tersensor dihilangkan, maka akan terjadi bias. Pengolahan data tersensor dapat dilakukan dengan Cox Semiparametric Hazards model. Pada penelitian ini,
TEDY MACHMUD +3 more
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The influence function of semiparametric estimators [PDF]
Quantitative Economics, 2015 There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete choice, average exact consumer surplus, and treatment effects. Often estimators of these parameters are asymptotically equivalent to a sample average of an object referred to as the influence function.
Hidehiko Ichimura, Whitney K. Newey
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