Results 71 to 80 of about 45,340 (210)

An Uncertainty Based Approach for Dealing With Selection Bias in Non‐Probability Samples

International Statistical Review, EarlyView.
Summary The main issue with non‐probability samples is that the standard design‐based approach cannot be applied as the selection mechanism is unknown. In this paper, the concept of uncertainty on data generating model, resulting from the lack of knowledge of the sampling design acting in the non‐probability sample, is discussed.
Pier Luigi Conti, Daniela Marella
wiley   +1 more source

Semiparametric estimation for incoherent optical imaging

Physical Review Research, 2019
The theory of semiparametric estimation offers an elegant way of computing the Cramér-Rao bound for a parameter of interest in the midst of infinitely many nuisance parameters.
Mankei Tsang
doaj   +1 more source

Generalized Method of Moments Estimator Based On Semiparametric Quantile Regression Imputation [PDF]

, 2014
In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional quantile ...
Chen, Senniang, Yu, Cindy L
core   +3 more sources

Semiparametric theory and empirical processes in causal inference

, 2016
In this paper we review important aspects of semiparametric theory and empirical processes that arise in causal inference problems. We begin with a brief introduction to the general problem of causal inference, and go on to discuss estimation and ...
A. Belloni, A. Belloni, A.A. Tsiatis, A.R. Luedtke, A.W. Vaart van der, A.W. Vaart van der, A.W. Vaart van der, A.W. Vaart van der, B. Chakraborty, C.F. Manski, D. Pollard, D. Pollard, D.B. Rubin, D.B. Rubin, D.W.K. Andrews, D.W.K. Andrews, E. Tchetgen, E. Tchetgen, E. Tchetgen, E.H. Kennedy, E.L. Ogburn, G.R. Shorack, I. Diaz, I. Diaz, J. Hahn, J. Pearl, J. Pearl, J. Pfanzagl, J. Pfanzagl, J.D. Angrist, J.L. Horowitz, J.M. Begun, J.M. Robins, J.M. Robins, J.M. Robins, J.M. Robins, J.M. Robins, J.M. Robins, L.A. Stefanski, M. Carone, M.A. Hernan, M.G. Hudgens, M.J. Laan van der, M.J. Laan van der, M.J. Laan van der, M.J. Laan van der, M.J. Laan van der, M.J. Laan van der, M.J. Laan van der, M.J. Laan van der, M.L. Petersen, M.R. Kosorok, P.A. Dawid, P.J. Bickel, R. Neugebauer, R.D. Gill, S. Rose, S.A. Murphy, T.J. VanderWeele, T.J. VanderWeele, T.J. VanderWeele, T.J. VanderWeele, W. Zheng, W.K. Newey, W.K. Newey   +64 more
core   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

ESTIMASI MODEL REGRESI SEMIPARAMETRIK MENGGUNAKAN ESTIMATOR KERNEL UNIFORM (Studi Kasus: Pasien DBD di RS Puri Raharja)

E-Jurnal Matematika, 2015
Semiparametric regression model approach is a model approach that combines parametric regression models and nonparametric regression. On semiparametric regression, most explanatory variables are parametric and nonparametric others are.
ANNA FITRIANI, I GUSTI AYU MADE SRINADI, MADE SUSILAWATI   +2 more
doaj  

Empirical Literature on Fiscal Multipliers: A Bibliometric Approach, 2002–2023

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper reviews the empirical literature on fiscal multipliers through a bibliometric approach, analyzing 337 journal articles published between 2002 and 2023. The articles are categorized based on empirical methodologies, fiscal shock identification strategies, geographic focus, exchange rate arrangements, and macro‐financial regime ...
Margarida Correia Varela, Ana Paula Ferreira Ribeiro   +1 more
wiley   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Editorial Introduction

Survey Research Methods, 2012
This issue of Survey Research Methods contains four papers that were presented at the ITACOSM11 conference held in Pisa, Italy, June 27-29, 2011. The four papers published here represent a good cross-section of current Italian research on sample survey ...
Ray Chambers
doaj   +1 more source

Semiparametric instrumental variables estimation [PDF]

Journal of Econometrics, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources