Results 201 to 210 of about 45,340 (210)
Some of the next articles are maybe not open access.
Robust Semiparametric Regression Estimates
2014The paper deals with the new semiparametric regression estimates for the different level of a priori data. The estimates are based on the weighted maximum likelihood method. The investigations show the estimates are effective for symmetrical and asymmetrical outliers and adaptive to outliers and distribution type.
Valery Simakhin, Oleg Cherepanov
openaire +1 more source
Semiparametric estimation of Value at Risk
The Econometrics Journal, 2003Summary: Value at Risk (VaR) is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level. Calculation of VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns.
Fan, Jianqing, Gu, Juan
openaire +1 more source
Semiparametric estimation and inference
2019AbstractNonparametric and semiparametric statistical methods assume models whose properties cannot be described by a finite number of parameters. For example, a linear regression model that assumes that the disturbances are independent draws from an unknown distribution is semiparametric—it includes the intercept and slope as regression parameters but ...
openaire +1 more source
Efficient Semiparametric Estimation of Expectations
Econometrica, 1998Brown, Bryan W., Newey, Whitney K.
openaire +1 more source