Results 91 to 100 of about 19,219 (292)
Efficient estimation of parameters in marginals in semiparametric multivariate models [PDF]
Recent literature on semiparametric copula models focused on the situation when the marginals are specified nonparametrically and the copula function is given a parametric form.
Artem Prokhorov, Valentyn Panchenko
core
Inference on the Attractor Space via Functional Approximation
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1)$$ I(1) $$ linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system ...
Massimo Franchi, Paolo Paruolo
wiley +1 more source
A semiparametric changepoint model [PDF]
Biometrika, 2004 Summary: A semiparametric changepoint model is considered and the empirical likelihood method is applied to detect the change from a distribution to a weighted distribution in a sequence of independent random variables. The maximum likelihood changepoint estimator is shown to be consistent.
openaire +2 more sources
Characterizing heterogeneity in Alzheimer’s disease progression: a semiparametric model
Scientific ReportsThe progression of Alzheimer’s disease (AD), a leading cause of dementia worldwide, is known for its variability and complexity, challenging the conventional methods of monitoring and predicting disease trajectories.
Fatih Gelir +8 more
doaj +1 more source
Are Neural Representation Learning Methods a Viable Alternative to TMLE for Causal Estimation?
Data Science in Science{Simulation is used to evaluate the performance of deep learning and semiparametric causal estimators under realistic high- and low-dimensional data-generating mechanisms from epidemiologic studies.} Deep learning models that leverage representation ...
Mohammad Ehsanul Karim +1 more
doaj +1 more source
Semiparametric Estimation in Simultaneous Equations of Time Series Models [PDF]
A system of vector semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components.
Jiti Gao, Peter C. B. Phillips
core
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano +2 more
wiley +1 more source
Noniterative adjustment to regression estimators with population-based auxiliary information for semiparametric models. [PDF]
Biometrics, 2023 Gao F, Chan KCG.
europepmc +1 more source
Semiparametric Functional Factor Models with Bayesian Rank Selection [PDF]
, 2023 Daniel R. Kowal, Antonio Canale
openalex +1 more source
Editorial Introduction to the 40th Anniversary Special Issue
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We introduce this special issue, based on the proceedings of a conference held in the Department of Economics in the University of Oxford from 7 to 9 April 2025, organised to commemorate the 40th anniversary of cointegration. Following a setting of the scene and discussion of the motivation for the conference, the papers are summarised in ...
Anindya Banerjee +2 more
wiley +1 more source