Results 71 to 80 of about 15,261 (244)

Leveraging density ratio models in a binary instrumental variable inference with a binary outcome: A retrospective approach

Statistical Theory and Related Fields
Conditional Local Risk Ratio (CLRR) is a widely used metric for assessing heterogeneous treatment effects of binary outcomes in randomized clinical trials involving noncompliance.
Wenli Liu, Jing Qin, Yukun Liu
doaj   +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

Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data

Statistical Theory and Related Fields, 2021
Treatment selection based on patient characteristics has been widely recognised in modern medicine. In this paper, we propose a generalised partially linear single-index mixed-effects modelling strategy for treatment selection and heterogeneous treatment
Yanghui Liu, Riquan Zhang, Shujie Ma, Xiuzhen Zhang   +3 more
doaj   +1 more source

A Semiparametric Model for Hyperspectral Anomaly Detection [PDF]

Journal of Electrical and Computer Engineering, 2012
Using hyperspectral (HS) technology, this paper introduces an autonomous scene anomaly detection approach based on the asymptotic behavior of a semiparametric model under a multisample testing and minimum‐order statistic scheme. Scene anomaly detection has a wide range of use in remote sensing applications, requiring no specific material signatures ...
openaire   +2 more sources

Demand Shocks, Export Diversification, and Firm Performance During the Great Trade Collapse

Journal of Economics &Management Strategy, EarlyView.
ABSTRACT This paper analyzes the impact of external demand shocks from the 2008 to 2009 Great Trade Collapse on the performance of Chinese exporters and examines how export diversification mitigates these effects. Using Chinese Customs data merged with financial data from all listed Chinese firms, we construct firm‐specific demand shocks based on pre ...
Qianlin Hong, Zeyang Jin, Runjuan Liu, Jiadong Tong   +3 more
wiley   +1 more source

Longitudinal Survival Analysis Using First Hitting Time Threshold Regression: With Applications to Wiener Processes

Stats
First-hitting time threshold regression (TR) is well-known for analyzing event time data without the proportional hazards assumption. To date, most applications and software are developed for cross-sectional data. In this paper, using the Markov property
Ya-Shan Cheng, Yiming Chen, Mei-Ling Ting Lee   +2 more
doaj   +1 more source

Mixing It Up: Inflation at Risk

Journal of Money, Credit and Banking, EarlyView.
Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley   +1 more source

An asymptotic theory for model selection inference in general semiparametric problems. [PDF]

Recently, Hjort and Claeskens (2003) developed an asymptotic theory for model selection, model averaging and post-model selection/averaging inference using likelihood methods in parametric models, along with associated confidence statements.
Claeskens, Gerda, Carroll, RJ
core  

A Bayesian semiparametric latent variable model for mixed responses [PDF]

, 2006
In this article we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric predictor. We extend existing LVM with simple
Raach, Alexander, Fahrmeir, Ludwig
core   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source