Results 141 to 150 of about 45,340 (210)

The Application of Truncated Spline Semiparametric Path Analysis on Determining Factors Influencing Cashless Society Development

JTAM (Jurnal Teori dan Aplikasi Matematika)
Semiparametric path analysis is a combination of parametric and nonparametric path analysis. Semiparametric path analysis is used when there are partially nonlinear and unknown patterns of relationships.
Dea Saraswati Pramaningrum, Adji Achmad Rinaldo Fernandes, Atiek Iriany, Solimun Solimun   +3 more
doaj   +1 more source

Robust high-dimensional semiparametric regression using optimized differencing method applied to the vitamin B2 production data

علوم بهداشتی ایران, 2020
Background and purpose: By evolving science, knowledge, and technology, we deal with high-dimensional data in which the number of predictors may considerably exceed the sample size.
Mahdi Roozbeh, Monireh Maanavi, Saman Babaie-Kafaki   +2 more
doaj  

A Semiparametric Bayesian Approach to Heterogeneous Spatial Autoregressive Models

Entropy
Many semiparametric spatial autoregressive (SSAR) models have been used to analyze spatial data in a variety of applications; however, it is a common phenomenon that heteroscedasticity often occurs in spatial data analysis.
Ting Liu, Dengke Xu, Shiqi Ke
doaj   +1 more source

Sample-weighted semiparametric estimation of cause-specific cumulative risk and incidence using left- or interval-censored data from electronic health records. [PDF]

Stat Med, 2020
Hyun N, Katki HA, Graubard BI.
europepmc   +1 more source

Specification and Estimation of Rating Scale Models: With an Application to the Determinants of Life Satisfaction [PDF]

Rating variables indicate the extent to which a quality is present, or absent, in a unit of observation. In this paper, we discuss a class of non-linear regression models for rating dependent variables and their estimation by parametric and ...
Rainer Winkelmann, Raphael Studer
core  

Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) [PDF]

Semiparametric estimates of long memory seem useful in the analysis of long financial time series because they are consistent under much broader conditions than parametric estimates.
Marc Henry, Peter M Robinson
core  

Semiparametric Triple Difference Estimators

The triple difference causal inference framework is an extension of the well-known difference-in-differences framework. It relaxes the parallel trends assumption of the difference-in-differences framework through leveraging data from an auxiliary domain.
Akbari, Sina, Kiyavash, Negar, Ghassami, AmirEmad   +2 more
openaire   +2 more sources

Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods [PDF]

We investigate a class of semiparametric ARCH(8) models that includes as a special case the partially nonparametric (PNP) model introduced by Engle and Ng (1993) and which allows for both flexible dynamics and flexible function form with regard to the ...
Enno Mammen, Oliver Linton
core  

A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics [PDF]

As a function of strike and time to maturity the implied volatility estimation is a challenging task in nancial econometrics. Dynamic Semiparametric Factor Models (DSFM) are a model class that allows for the estimation of the implied volatility surface ...
Ji Cao, Julius Mungo, Wolfgang Härdle
core  

Kernel Weighted Smoothed Maximum Score Estimation for Applied Work [PDF]

The endogenous binary response model frequently arises in economic applications when a covariate is correlated with the error term in the latent equation due to data limitations.
Jerome M. Krief
core