Results 21 to 30 of about 58,855 (160)

Semiparametric posterior limits [PDF]

, 2013
We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation problems, we consider the Bernstein-von Mises theorem ...
Kleijn, B. J. K.
core  

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

Joint Estimation and Bandwidth Selection in Partially Parametric Models

Journal of Applied Econometrics, EarlyView.
ABSTRACT We propose a single‐step approach to estimating a model with both a known nonlinear parametric component and an unknown nonparametric component. We study the large sample behavior of a simultaneous optimization routine that estimates both the parameter vector of the parametric component and the bandwidth vector used to smooth the unknown ...
Daniel J. Henderson, Nadine McCloud, Christopher F. Parmeter   +2 more
wiley   +1 more source

A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models

Journal of Applied Econometrics, EarlyView.
ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and
Ivan Korolev
wiley   +1 more source

Semiparametric Inference and Lower Bounds for Real Elliptically Symmetric Distributions

, 2018
This paper has a twofold goal. The first aim is to provide a deeper understanding of the family of the Real Elliptically Symmetric (RES) distributions by investigating their intrinsic semiparametric nature.
Fortunati, Stefano, Gini, Fulvio, Greco, Maria S., Rangaswamy, Muralidhar, Zoubir, Abdelhak M.   +4 more
core   +1 more source

Wasting syndrome as a predictive factor for adverse health outcomes in older adults: A prospective cohort study

Nutrition in Clinical Practice, EarlyView.
Abstract Wasting syndrome (WS), also known as unintentional weight loss, is defined as a 5% reduction in body weight over a period of 6–12 months. The mortality associated with WS in older adults has not been adequately explored. The objective of this study was to investigate this relationship in hospitalized older individuals over an 18‐month period ...
Roana Carolina Bezerra dos Santos, Cláudia Porto Sabino Pinho, Eduila Maria Couto Santos, Maria Caroline da Silva Patricio, Stefany Beatriz do Nascimento, Letícia Sabino Santos, Taynara de Sousa Rego Mendes, Alcides da Silva Diniz   +7 more
wiley   +1 more source

Variable selection in semiparametric regression modeling

, 2008
In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and selection of ...
Li, Runze, Liang, Hua
core   +2 more sources

Reducing data processing effort in camera trap density estimation: Extending the REST model by explicitly modelling animal detection processes

Methods in Ecology and Evolution, EarlyView.
Abstract Accurate and reliable estimation of wildlife population density is fundamental to effective conservation and management. While camera traps show potential for monitoring ground‐dwelling mammal densities, labour‐intensive data processing remains a significant constraint. Ideally, conservation efforts would benefit from the continuous monitoring
Yoshihiro Nakashima, Gota Yajima, Ryo Matsuoka   +2 more
wiley   +1 more source

Penalized maximum likelihood and semiparametric second-order efficiency

, 2006
We consider the problem of estimation of a shift parameter of an unknown symmetric function in Gaussian white noise. We introduce a notion of semiparametric second-order efficiency and propose estimators that are semiparametrically efficient and second ...
Dalalyan, A. S., Golubev, G. K., Tsybakov, A. B.   +2 more
core   +3 more sources

Semiparametric Bayesian inference in multiple equation models [PDF]

, 2005
This paper outlines an approach to Bayesian semiparametric regression in multiple equation models which can be used to carry out inference in seemingly unrelated regressions or simultaneous equations models with nonparametric components.
Koop, Gary, Poirier, Dale J., Tobias, Justin   +2 more
core   +1 more source