Results 71 to 80 of about 777 (154)

Modeling Downside Risks for China's Security Markets: Does Greenness Make Bonds a Safer Haven?

Scottish Journal of Political Economy, EarlyView.
ABSTRACT Motivated by its current defective governance regime and institutional characteristics of green finance, this study models Value‐at‐Risk and Expected Shortfall of security markets for China. We extend Patton et al.'s (2019) models by introducing four exogenous risk factors including China's climate policy uncertainty (CCPU).
Xiao‐Ming Li
wiley   +1 more source

Navigating challenges in pediatric trial conduct: integrating bayesian sequential design with semiparametric elicitation for handling primary and secondary endpoints

BMC Medical Research Methodology
Background This study presents a Bayesian Adaptive Semiparametric approach designed to address the challenges of pediatric randomized controlled trials (RCTs).
Danila Azzolina, Ileana Baldi, Silvia Bressan, Mohd Rashid Khan, Liviana Da Dalt, Dario Gregori, Paola Berchialla   +6 more
doaj   +1 more source

Trade Sophistication and Economic Development Stages in the Context of Global Digitalization

The World Economy, EarlyView.
ABSTRACT This study aims to explore the relationship between trade sophistication and economic development stages, including in the context of digitalization. We employ nonparametric, semiparametric, and parametric methods, covering the period from 2003 to 2024 across 119 countries, categorized into three income groups.
Kim Hanh Nguyen, Anna Strutt, Mark J. Holmes, Steven Lim   +3 more
wiley   +1 more source

A Semiparametric Sequential Ordinal Model with Applications to Analyse First Birth Intervals

Austrian Journal of Statistics, 2016
A semiparametric sequential ordinal model is proposed to analyze socio-demographic and spatial determinants of first birth intervals after marriage. Random effects are introduced to capture spatially structured and unstructured latent covariates.
Lawrence Kazembe
doaj   +1 more source

Semiparametric latent factor models. [PDF]

, 2005
We propose a semiparametric model for regression problems involving multiple response variables. The model makes use of a set of Gaussian processes that are linearly mixed to capture dependencies that may exist among the response variables. We propose an efficient approximate inference scheme for this semiparametric model whose complexity is linear in ...
Teh, Yee-Whye, Seeger, Matthias, Jordan, Michael   +2 more
openaire   +3 more sources

The Effect and Policy Implications of Climate Disclosure Intensity Index on Chinese Firmsʼ Productivity

Asia &the Pacific Policy Studies, Volume 13, Issue 3, September 2026.
ABSTRACT Addressing climate change has become the high‐profile international issue. This paper focuses on Chinese A‐share listed firms from 2010 to 2023, adopts computerised textual analysis to construct corporate climate disclosure intensity index, and verifies their validity in various aspects.
Liyu Long, Zhi Wang, Yuan Jiang
wiley   +1 more source

Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)

International Journal for Re-Views in Empirical Economics, 2019
This paper aims to replicate the semiparametric Value-At-Risk model by Dias (2014) and to test its legitimacy. The study confirms the superiority of semiparametric estimation over classical methods such as mixture normal and Student-t approximations in ...
Jiahua Xu
doaj   +1 more source

Wavelet‐Based Hurst Exponent Estimation

WIREs Computational Statistics, Volume 18, Issue 3, September 2026.
The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa, Fabrizio Ruggeri, Brani Vidakovic   +2 more
wiley   +1 more source

Censoring, Competing Events, and Multistate Models: Comment on Beyersmann et al. “Hazards Constitute Key Quantities for Analyzing, Interpreting and Understanding Time‐to‐Event Data”

Biometrical Journal, Volume 68, Issue 4, August 2026.
ABSTRACT Beyersmann et al. propose a functional interpretation of hazards, viewing them as evolving quantities describing the entire event process rather than as pointwise causal contrasts. In this commentary, we elaborate on the implications of this view for causal inference in modern clinical trials with survival outcomes. We emphasize how censoring,
Malka Gorfine, Daniel Nevo
wiley   +1 more source

Overlap‐Weight Estimators With Machine‐Learned Plug‐Ins and Overlap‐Weight Targeted Maximum Likelihood Estimator

Biometrical Journal, Volume 68, Issue 4, August 2026.
ABSTRACT In estimating the average treatment effect (ATE), the plug‐in estimator with the efficient influence function and the targeted maximum likelihood estimator (TMLE) are semiparametrically efficient. However, the estimators suffer from the fact that too small/large a propensity score (PS) in the denominators can make the estimators unstable. This
Myoung‐jae Lee, Sanghyeok Lee
wiley   +1 more source