Results 31 to 40 of about 19,219 (292)
Bayesian semiparametric multi-state models [PDF]
, 2008 Multi-state models provide a unified framework for the description of the evolution of discrete phenomena in continuous time. One particular example is Markov processes which can be characterised by a set of time-constant transition intensities between ...
Thomas Kneib +3 more
core +1 more source
Flexible semiparametric mixed models [PDF]
, 2005 In linear mixed models the influence of covariates is restricted to a strictly parametric form. With the rise of semi- and nonparametric regression also the mixed model has been expanded to allow for additive predictors.
Reithinger, Florian, Tutz, Gerhard
core +1 more source
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
openaire +8 more sources
International Journal for Re-Views in Empirical Economics, 2019 This paper aims to replicate the semiparametric Value-At-Risk model by Dias (2014) and to test its legitimacy. The study confirms the superiority of semiparametric estimation over classical methods such as mixture normal and Student-t approximations in ...
Jiahua Xu
doaj +1 more source
Bayesian Semiparametric Multi-State Models [PDF]
, 2006 Multi-state models provide a unified framework for the description of the evolution of discrete phenomena in continuous time. One particular example are Markov processes which can be characterised by a set of time-constant transition intensities between ...
Kneib, Thomas, Hennerfeind, Andrea
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Whether corporate carbon management can enhance productive efficiency is central to firms' long‐term competitiveness and determines whether carbon reduction efforts can be sustained beyond regulatory compliance. This study examines how corporate carbon risk and opportunity management affects firm productivity (measured by total factor ...
Nan Huang, Hanlu Fan, Ruoxin Zhu
wiley +1 more source
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
openaire +2 more sources
International VaR approach: Backtesting for different capital markets
Revista Contabilidade & Finanças, 2019 This article aims to compare distinct metrics of the value at risk (VaR), differing from prior studies with respect about compare three asset categories belonging to seven countries.
Marília Cordeiro Pinheiro +1 more
doaj +2 more sources
Henderson's method approach to Kernel prediction in partially linear mixed models
Cumhuriyet Science Journal, 2020 In this article, we propose Kernel prediction in partially linear mixed models by using Henderson's method approach. We derive the Kernel estimator and the Kernel predictor via the mixed model equations (MMEs) of Henderson's that they give the best ...
Seçil Yalaz, Özge Kuran
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Small enterprises (SEs) constitute a major component of economic systems, and their socio‐environmental commitment is critical for promoting societal well‐being. This paper examines the direct effect of sound financial practices on socio‐environmental commitment and evaluates the mediating role of financial constraints—specifically debt and ...
Marcos Álvarez‐Espiño +2 more
wiley +1 more source