Results 101 to 110 of about 45,340 (210)

Efficient multiple‐robust estimation for nonresponse data under informative sampling

open access: yesScandinavian Journal of Statistics, Volume 53, Issue 1, Page 395-412, March 2026.
Abstract Nonresponse in probability sampling presents a long‐standing challenge in survey sampling, often necessitating simultaneous adjustments to address sampling and selection biases. We develop a statistical framework that explicitly models sampling weights as random variables and establish the semiparametric efficiency bound for the parameter of ...
Kosuke Morikawa   +2 more
wiley   +1 more source

On a Problem in Semiparametric Estimation [PDF]

open access: yes, 1991
The estimation problem in a semiparametric model, namely, the generalized Lehmann alternative model, is considered here. Suppose that two independent samples X1,…,Xm and Y1, …,Yn with d.f.’s F and G, respectively, are observed. Assume that G(·)=H(F(·);θ), where the form of the function H is known, but F and the parameter θ are unknown.
JAMMALAMADAKA, SR, WAN, X
openaire   +2 more sources

Time‐Dependent Predictive Accuracy Metrics in the Context of Interval Censoring and Competing Risks

open access: yesBiometrical Journal, Volume 68, Issue 1, February 2026.
ABSTRACT Evaluating the performance of a prediction model is a common task in medical statistics. Standard accuracy metrics require the observation of the true outcomes. This is typically not possible in the setting with time‐to‐event outcomes due to censoring.
Zhenwei Yang   +3 more
wiley   +1 more source

Semiparametric Lower Bounds for Tail Index Estimation [PDF]

open access: yes
indexation;semiparametric ...
Beirlant, J.   +2 more
core   +1 more source

Credit Risk Assessment in the Climate Shadow: Evidence From White and Grey Literature

open access: yesBusiness Strategy and the Environment, Volume 35, Issue 2, Page 2526-2546, February 2026.
ABSTRACT Climate change is reshaping financial stability, making climate risk a critical component of banks' risk management. However, the absence of standardized frameworks validated by central authorities hinders banks' ability to integrate climate risk into existing credit risk models.
Rodolfo Raimondi   +3 more
wiley   +1 more source

GEE Estimators in Mixture Model with Varying Concentrations

open access: yesActa Universitatis Lodziensis. Folia Oeconomica, 2015
We discuss semiparametric mixture model where some components are parametrized with common Euclidean parameter and others are fully unknown. We introduce GEE approach and adaptive GEE-based approach for parameter estimation.
Oleksii Doronin, Rostislav Maiboroda
doaj  

Analyzing Interval-Censored Recurrence Event Data with Adjusting Informative Observation Times by Propensity Scores

open access: yesMathematics
In this paper, we discuss the statistical inference of interval-censored recurrence event data under an informative observation process. We establish an additive semiparametric mean model for the recurrence event process.
Ni Li, Meiting Lin, Yakun Shang
doaj   +1 more source

International VaR approach: Backtesting for different capital markets

open access: yesRevista Contabilidade & Finanças, 2019
This article aims to compare distinct metrics of the value at risk (VaR), differing from prior studies with respect about compare three asset categories belonging to seven countries.
Marília Cordeiro Pinheiro   +1 more
doaj   +2 more sources

Home - About - Disclaimer - Privacy