Results 61 to 70 of about 27,081 (245)

APLIKASI MODEL REGRESI SEMIPARAMETRIK SPLINE TRUNCATED (Studi Kasus: Pasien Demam Berdarah Dengue (DBD) di Rumah Sakit Puri Raharja)

E-Jurnal Matematika, 2017
Semiparametric regression is a regression model that includes parametric components and nonparametric components in a model. The regression model in this research is truncated spline semiparametric regression with case studies of patients with Dengue ...
NI WAYAN MERRY NIRMALA YANI, I GUSTI AYU MADE SRINADI, I WAYAN SUMARJAYA   +2 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

swxg: A Python Library for Generalized Multivariate, Multisite, Copula-Based Stochastic Weather Generation

Journal of Open Research Software
swxg is a Python library for generalized multivariate, multisite, copula-based stochastic weather generation. It addresses the challenge of generating realistic, spatially and temporally correlated precipitation and temperature data for water resources ...
Alexander B. Thames, Antonia Hadjimichael, Julianne D. Quinn   +2 more
doaj   +1 more source

Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data [PDF]

Arab Journal of Mathematical Sciences
Purpose – The purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error.
Saida Mancer, Abdelhakim Necir, Souad Benchaira   +2 more
doaj   +1 more source

Economies of Scale to Consumption in Collective Households

Journal of Applied Econometrics, EarlyView.
ABSTRACT Browning et al. (2013) model collective‐household economies of scale in goods consumption by having each good be partly shared, instead of each good being public or private. We modify their model to achieve simple point identification and estimation of the economies of scale of consumption of each good, and we provide a new index of household ...
Hsin‐Yuan Hsieh, Arthur Lewbel, Krishna Pendakur   +2 more
wiley   +1 more source

Heterogeneous effects of donor‐related risk factors in 954 pediatric liver transplantations

Journal of Pediatric Gastroenterology and Nutrition, EarlyView.
Abstract Objectives Accepting a suitable donor for a child awaiting pediatric liver transplantation (pLT) is increasingly challenging. Donor‐specific risk factors influence post‐transplant outcomes, but evidence in pediatric patients remains inconsistent.
Christoph Leiskau, Norman Junge, Tobias Laue, Imeke Goldschmidt, Frauke E. Mutschler, Moritz Schmelzle, Nicolas Richter, Philipp Felgendreff, Cornelius J. van Beekum, Florian W. R. Vondran, Clara A. Weigle, Eva‐D. Pfister, Ulrich Baumann   +12 more
wiley   +1 more source

SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES [PDF]

Econometric Theory, 2011
We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametrically using generated covariates. Such estimators are used frequently to e.g., estimate nonlinear models with endogenous covariates when identification is achieved using ...
Mammen, Enno, Rothe, Christoph, Schienle, Melanie   +2 more
openaire   +14 more sources

Portfolio‐Level Reliability Analysis of a Multi‐Asset System: A Frailty Proportional Intensity Modeling Framework

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Understanding and modeling the equipment failure behavior is crucial for reducing downtime, optimizing maintenance strategies, and improving operational safety. This challenge becomes particularly critical in industrial contexts involving multi‐asset portfolios, where heterogeneous conditions influence the reliability of individual assets and,
Zeynab Allahkarami, Ahmad Reza Sayadi, Behzad Ghodrati, Ebru Turanoglu Bekar, Anders Skoogh   +4 more
wiley   +1 more source

Financial Inclusion, Energy Transition, and Sustainable Development in Sub‐Saharan Africa: A Distributional Panel Analysis

Sustainable Development, EarlyView.
ABSTRACT Sub‐Saharan Africa (SSA) faces pressing financing and structural transitions to achieve the 2030 Agenda, yet the distributional relationships linking financial inclusion and renewable energy adoption to sustainable development goal (SDG) achievement remain underexplored. This study investigates the roles of multidimensional financial inclusion
Mehdi Seraj, Abdulmajeed Tsowa Muhammad, Turgut Tursoy   +2 more
wiley   +1 more source

Semiparametric Estimation of Single-Index Transition Intensities [PDF]

This research develops semiparametric kernel-based estimators of state-specific conditional transition intensities, h(y|x), for duration models with right-censoring and/or multiple destinations (competing risks).
Tue Gorgens
core   +2 more sources