Results 51 to 60 of about 45,340 (210)
Bayesian clustering of multivariate extremes
Canadian Journal of Statistics, EarlyView.Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley +1 more source
frailtyEM: An R Package for Estimating Semiparametric Shared Frailty Models
Journal of Statistical Software, 2019 When analyzing correlated time to event data, shared frailty (random effect) models are particularly attractive. However, the estimation of such models has proved challenging.
Theodor Adrian Balan, Hein Putter
doaj +1 more source
Semiparametric Integrated and Additive Spatio-Temporal Single-Index Models
Mathematics, 2023 In this paper, we introduce two semiparametric single-index models for spatially and temporally correlated data. Our first model has spatially and temporally correlated random effects that are additive to the nonparametric function, which we refer to as ...
Hamdy F. F. Mahmoud, Inyoung Kim
doaj +1 more source
Semiparametric Inference and Lower Bounds for Real Elliptically Symmetric Distributions
, 2018 This paper has a twofold goal. The first aim is to provide a deeper understanding of the family of the Real Elliptically Symmetric (RES) distributions by investigating their intrinsic semiparametric nature.
Fortunati, Stefano +4 more
core +1 more source
Journal of Forecasting, EarlyView.ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio +1 more
wiley +1 more source
Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data [PDF]
Arab Journal of Mathematical SciencesPurpose – The purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error.
Saida Mancer +2 more
doaj +1 more source
Semiparametric Estimation of a Corporate Bond Rating Model
Econometrics, 2021 This paper investigates the incentive of credit rating agencies (CRAs) to bias ratings using a semiparametric, ordered-response model. The proposed model explicitly takes conflicts of interest into account and allows the ratings to depend flexibly on ...
Yixiao Jiang
doaj +1 more source
Penalized profiled semiparametric estimating functions
Electronic Journal of Statistics, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Lan +3 more
openaire +3 more sources
Joint Estimation and Bandwidth Selection in Partially Parametric Models
Journal of Applied Econometrics, EarlyView.ABSTRACT We propose a single‐step approach to estimating a model with both a known nonlinear parametric component and an unknown nonparametric component. We study the large sample behavior of a simultaneous optimization routine that estimates both the parameter vector of the parametric component and the bandwidth vector used to smooth the unknown ...
Daniel J. Henderson +2 more
wiley +1 more source
Semiparametric estimation of McKean–Vlasov SDEs
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2023 In this paper we study the problem of semiparametric estimation for a class of McKean-Vlasov stochastic differential equations. Our aim is to estimate the drift coefficient of a MV-SDE based on observations of the corresponding particle system. We propose a semiparametric estimation procedure and derive the rates of convergence for the resulting ...
Belomestny, Denis +2 more
openaire +3 more sources