Results 41 to 50 of about 45,340 (210)
An Approach to Integrating a Non-Probability Sample in the Population Census
Mathematics, 2023 Population censuses are increasingly using administrative information and sampling as alternatives to collecting detailed data from individuals. Non-probability samples can also be an additional, relatively inexpensive data source, although they require ...
Ieva Burakauskaitė, Andrius Čiginas
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Plug-in semiparametric estimating equations [PDF]
, 1995 In parametric regression problems, estimation of the parameter of interest is typically achieved via the solution of a set of unbiased estimating equations. We are interested in problems where in addition to this parameter, the estimating equations consist of an unknown nuisance function which does not depend on the parameter.
Gutierrez, Roberto G. +1 more
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Semiparametric posterior limits [PDF]
, 2013 We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation problems, we consider the Bernstein-von Mises theorem ...
Kleijn, B. J. K.
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Rank‐based estimation of propensity score weights via subclassification
Canadian Journal of Statistics, EarlyView.Abstract Propensity score (PS) weighting estimators are widely used for causal effect estimation and enjoy desirable theoretical properties, such as consistency and potential efficiency under correct model specification. However, their performance can degrade in practice due to sensitivity to PS model misspecification.
Linbo Wang +3 more
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Semi-parametric estimation for ARCH models
Alexandria Engineering Journal, 2018 In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH) model with Quasi likelihood (QL) and Asymptotic Quasi-likelihood (AQL) estimation methods.
Raed Alzghool, Loai M. Al-Zubi
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Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
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Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020 Different properties of the houses have given heterogeneous structure to the housing markets. Therefore, the housing market can be analyzed with the hedonic price model In this direction, this study is important in terms of revealing the effects of ...
Tuğçe Acar
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Daily nonparametric ARCH(1) model estimation using intraday high frequency data
AIMS Mathematics, 2021 In this paper, the intraday high-frequency data are used to estimate the volatility function of daily nonparametric ARCH(1) model. A nonparametric volatility proxy model is proposed to achieve this objective.
Xin Liang +3 more
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Semiparametric CRB and Slepian-Bangs formulas for Complex Elliptically Symmetric Distributions
, 2019 The main aim of this paper is to extend the semiparametric inference methodology, recently investigated for Real Elliptically Symmetric (RES) distributions, to Complex Elliptically Symmetric (CES) distributions. The generalization to the complex field is
Fortunati, Stefano +4 more
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The Asymptotic Variance of Semiparametric Estimators [PDF]
Econometrica, 1994 Summary: The purpose of this paper is the presentation of a general formula for the asymptotic variance of a semiparametric estimator. A particularly important feature of this formula is a way of accounting for the presence of nonparametric estimates of nuisance functions.
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