Results 21 to 30 of about 6,656,167 (244)
Semi- and Nonparametric ARCH Processes
Journal of Probability and Statistics, 2011 ARCH/GARCH modelling has been successfully applied in empirical finance for many years. This paper surveys the semiparametric and nonparametric methods in univariate and multivariate ARCH/GARCH models.
Oliver B. Linton, Yang Yan
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Semiparametric Regression in Capture–Recapture Modeling [PDF]
Biometrics, 2006 SummaryCapture–recapture models were developed to estimate survival using data arising from marking and monitoring wild animals over time. Variation in survival may be explained by incorporating relevant covariates. We propose nonparametric and semiparametric regression methods for estimating survival in capture–recapture models.
Gimenez, Olivier +4 more
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Apstract: Applied Studies in Agribusiness and Commerce, 2017 This paper introduces the semiparametric error correction model for estimation of export-import relationship as an alternative to the least squares approach.
Henry De-Graft Acquah +1 more
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Semiparametric modeling of multiple quantiles
Journal of Econometrics, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Catania L., Luati A.
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Axioms, 2023 Many phenomena can be described by random variables that follow asymmetrical distributions. In the context of regression, when the response variable Y follows such a distribution, it is preferable to estimate the response variable for predictor values ...
Luis Sánchez +3 more
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Semiparametric Regression Analysis via Infer.NET
Journal of Statistical Software, 2018 We provide several examples of Bayesian semiparametric regression analysis via the Infer.NET package for approximate deterministic inference in Bayesian models.
Jan Luts +3 more
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Model and Variable Selection Procedures for Semiparametric Time Series Regression
Journal of Probability and Statistics, 2009 Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions.
Risa Kato, Takayuki Shiohama
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A Semiparametric Multilevel Survival Model
Journal of the Royal Statistical Society Series C: Applied Statistics, 2004 SummaryWe propose a semiparametric multilevel survival model for clustered duration data in which the effect of a continuous covariate is represented by an unspecified, possibly non-linear, function. This model makes no distributional assumption about the cluster level random effects.
Zhang, Wenyang, Steele, Fiona
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Semi-parametric estimation for ARCH models
Alexandria Engineering Journal, 2018 In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH) model with Quasi likelihood (QL) and Asymptotic Quasi-likelihood (AQL) estimation methods.
Raed Alzghool, Loai M. Al-Zubi
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Estimation of a semiparametric transformation model
The Annals of Statistics, 2008 This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or multiplicative separability.
Linton, Oliver +2 more
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