Results 41 to 50 of about 7,325 (196)

Semiparametric Additive Regression

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1992
SUMMARY A simple estimator for β is proposed for the model y = x'β + g(t)+ error, g smooth but unknown. The approach is to approximate the estimating equation obtained from a ***semiparametric likelihood and in the simplest case reduces to minimizing the distance between the 'pseudoresiduals' y - x'β and a local linear cross-validated ...
openaire   +2 more sources

Sound Financial Practices and Entrepreneurs' Socio‐Environmental Commitment: Revealing the Role of Financial Barriers

Business Strategy and the Environment, EarlyView.
ABSTRACT Small enterprises (SEs) constitute a major component of economic systems, and their socio‐environmental commitment is critical for promoting societal well‐being. This paper examines the direct effect of sound financial practices on socio‐environmental commitment and evaluates the mediating role of financial constraints—specifically debt and ...
Marcos Álvarez‐Espiño, Sara Fernández‐López, Lucía Rey‐Ares   +2 more
wiley   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Copula‐based joint modelling of emergency department visits with time‐varying dependence

Canadian Journal of Statistics, EarlyView.
Abstract Jointly modelling multiple correlated count time series is essential in health services research, where outcomes like emergency visits for mental health and substance use often evolve together. Ignoring these dependencies can obscure meaningful trends and limit the effectiveness of policy evaluation.
Guanjie Lyu, Cindy Feng, Lihui Liu
wiley   +1 more source

STATISTICAL MODELING OF TOURISM INVESTMENT DECISIONS IN INDONESIA USING SEMIPARAMETRIC APPROACH

Barekeng
The tourism potential in Indonesia is very large considering that Indonesia consists of tens of thousands of separate islands. Indonesia has many diverse landscapes, with all its nature wealth and biodiversity in it is an attraction for investors who ...
Yossy Maynaldi Pratama, Adji Achmad Rinaldo Fernandes, Ni Wayan Surya Wardhani, Nurjannah Nurjannah, Solimun Solimun   +4 more
doaj   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 more
wiley   +1 more source

Semi- and Nonparametric ARCH Processes

Journal of Probability and Statistics, 2011
ARCH/GARCH modelling has been successfully applied in empirical finance for many years. This paper surveys the semiparametric and nonparametric methods in univariate and multivariate ARCH/GARCH models.
Oliver B. Linton, Yang Yan
doaj   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

Model and Variable Selection Procedures for Semiparametric Time Series Regression

Journal of Probability and Statistics, 2009
Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions.
Risa Kato, Takayuki Shiohama
doaj   +1 more source

Analysis of The Debtor's Endurance using Cox Regression Semiparametric Method

Jurnal Ilmu Keuangan dan Perbankan, 2022
The aim of this research was conducted to determine the factors that influence the resilience of car loan debtors in an area. The research method used is semiparametric Cox regression on secondary data, WAREHOUSE consisting of the customer profile ...
Vitri Aprilla Handayani*, Widya Reza, Andini Setyo Anggraeni, Garry Rusmadi   +3 more
doaj   +1 more source