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. +2 more
core +3 more sources
Semiparametric inference for the recurrent event process by means of a single-index model [PDF]
, 2014 In this paper, we introduce new parametric and semiparametric regression techniques for a recurrent event process subject to random right censoring. We develop models for the cumula- tive mean function and provide asymptotically normal estimators.
Bouaziz, Olivier +2 more
core +5 more sources
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
Statistical inference for nonignorable missing-data problems: a selective review
Statistical Theory and Related Fields, 2018 Nonignorable missing data are frequently encountered in various settings, such as economics, sociology and biomedicine. We review statistical inference for nonignorable missing-data problems, including estimation, influence analysis and model selection ...
Niansheng Tang, Yuanyuan Ju
doaj +1 more source
A generalization of moderated statistics to data adaptive semiparametric estimation in high-dimensional biology. [PDF]
Stat Methods Med Res, 2023 Hejazi NS +3 more
europepmc +1 more source
Implementing semiparametric density estimation [PDF]
Statistics & Probability Letters, 1990 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Semiparametric regression for circular response with application in ecology
Scandinavian Journal of Statistics, Volume 53, Issue 1, Page 54-101, March 2026.ABSTRACT A regression model for a circular response variable depending on a linear or a circular predictor is presented in this paper. The conditional density belongs to a parametric flexible family that allows for asymmetry and varying peakedness around the modal direction.
Jose Ameijeiras‐Alonso, Irène Gijbels
wiley +1 more source
An Overview of Modified Semiparametric Memory Estimation Methods
Econometrics, 2018 Several modified estimation methods of the memory parameter have been introduced in the past years. They aim to decrease the upward bias of the memory parameter in cases of low frequency contaminations or an additive noise component, especially in ...
Marie Busch, Philipp Sibbertsen
doaj +1 more source
Semiparametric estimation of structural nested mean models with irregularly spaced longitudinal observations. [PDF]
Biometrics, 2022 Yang S.
europepmc +1 more source
Gaussian semiparametric estimation of multivariate fractionally integrated processes [PDF]
This paper analyzes the semiparametric estimation of multivariate long-range dependent processes. The class of spectral densities considered includes multivariate fractionally integrated processes, which are not covered by the existing literature.
Katsumi Shimotsu
core