Results 121 to 130 of about 6,656,167 (244)
Efficient Estimation in Semiparametric GARCH Models [PDF]
It is well-known that financial data sets exhibit conditional heteroskedasticity.GARCH type models are often used to model this phenomenon. Since the distribution of the rescaled innovations is generally far from a normal distribution, a semiparametric ...
Klaassen, C.A.J., Drost, F.C.
core
Transfer Learning Under Group‐Label Shift: A Semiparametric Exponential Tilting Approach
Scandinavian Journal of Statistics, EarlyView.ABSTRACT This article studies unsupervised transfer learning for a binary outcome, with labeled source data and unlabeled target covariates. The setting is motivated by cases where standard covariate‐shift and label‐shift assumptions are inadequate: group‐ or environment‐related features may vary jointly with the label across populations, while the ...
Manli Cheng +3 more
wiley +1 more source
Modeling Downside Risks for China's Security Markets: Does Greenness Make Bonds a Safer Haven?
Scottish Journal of Political Economy, EarlyView.ABSTRACT Motivated by its current defective governance regime and institutional characteristics of green finance, this study models Value‐at‐Risk and Expected Shortfall of security markets for China. We extend Patton et al.'s (2019) models by introducing four exogenous risk factors including China's climate policy uncertainty (CCPU).
Xiao‐Ming Li
wiley +1 more source
JTAM (Jurnal Teori dan Aplikasi Matematika)This study aims to identify key factors influencing high school dropout rates in Indonesia by applying advanced statistical modeling that accounts for complex data characteristics.
Arna Ristiyanti Tarida +2 more
doaj +1 more source
Nonparametric Conditional Copula Density Estimation With Applications to the Body Mass Index
Stat, Volume 15, Issue 4, December 2026.ABSTRACT This study develops a nonparametric conditional copula density estimator that features a parametric carrier copula refined by an exponential series adjustment. We adopt the local likelihood approach for conditional distribution estimation and incorporate the influence of covariates via kernel smoothing.
Michael Z. Wu, Lan Zhou
wiley +1 more source
A unified approach to the calculation of information operators in semiparametric models. [PDF]
Biometrika, 2020 Mao LU.
europepmc +1 more source
The Political U: New Evidence on the Economic Costs of Hybrid Regimes
Economics &Politics, Volume 38, Issue 3, Page 747-769, November 2026.ABSTRACT Recent research establishes a positive causal effect from democracy to income, although this evidence relies mostly on binary regime classifications. We extend the identification framework of Acemoglu et al. (2019) to a classification that distinguishes democracies, autocracies, and hybrid regimes for about 170 countries over 1960–2024.
Nauro F. Campos +2 more
wiley +1 more source
Distributed Nonparametric and Semiparametric Regression on SPARK for Big Data Forecasting
Applied Computational Intelligence and Soft Computing, 2017 Forecasting in big datasets is a common but complicated task, which cannot be executed using the well-known parametric linear regression. However, nonparametric and semiparametric methods, which enable forecasting by building nonlinear data models, are ...
Jelena Fiosina, Maksims Fiosins
doaj +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, Volume 47, Issue 6, Page 1113-1123, November 2026.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 +2 more
wiley +1 more source
PLoS ONEThe accurate monitoring of metabolic syndrome in older adults is relevant in terms of its early detection, and its management. This study aimed at proposing a novel semiparametric modeling for a cardiometabolic risk index (CMRI) and individual risk ...
Philippe Tagder +7 more
doaj +1 more source