Results 51 to 60 of about 6,488 (205)
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
SEMIPARAMETRIC REGRESSION AND GRAPHICAL MODELS
Australian & New Zealand Journal of Statistics, 2009 SummarySemiparametric regression models that use spline basis functions with penalization have graphical model representations. This link is more powerful than previously established mixed model representations of semiparametric regression, as a larger class of models can be accommodated. Complications such as missingness and measurement error are more
openaire +3 more sources
Generalized Semiparametrically Structured Ordinal Models [PDF]
Biometrics, 2003 SummarySemiparametrically structured models are defined as a class of models for which the predictors may contain parametric parts, additive parts of covariates with an unspecified functional form, and interactions which are described as varying coefficients.
openaire +3 more sources
Mapping Causal Biology: Mendelian Randomization in the Era of Big Data
Med Research, EarlyView.Mendelian randomization (MR) leverages genetic variants to mitigate confounding biases in causal inference. This review systematically maps MR's methodological evolution, highlights its expanding applications in epidemiology and drug target validation, and outlines future directions for overcoming current biases through dynamic, multi‐omics, and cross ...
Xuanlu Shen +10 more
wiley +1 more source
Local Eviction Moratoria and the Spread of COVID‐19
Southern Economic Journal, EarlyView.ABSTRACT At different stages during the initial onset of the COVID‐19 pandemic, various US states and local municipalities enacted eviction moratoria. One of the main aims of these moratoria was to slow the spread of COVID‐19 infections. We deploy a semiparametric difference‐in‐differences approach with an event study specification to examine whether ...
Julia Hatamyar, Christopher F. Parmeter
wiley +1 more source
Teaching Statistics, EarlyView.Abstract Statistical hypothesis testing (SHT) is widely employed across numerous scientific disciplines, and a clear understanding of its underlying logic is essential for the broader scientific community. Here, drawing upon both epistemological and statistical perspectives, we aim to clarify—primarily for educational purposes—the logical relationship ...
Maria Cristina Amoretti +1 more
wiley +1 more source
frailtyEM: An R Package for Estimating Semiparametric Shared Frailty Models
Journal of Statistical Software, 2019 When analyzing correlated time to event data, shared frailty (random effect) models are particularly attractive. However, the estimation of such models has proved challenging.
Theodor Adrian Balan, Hein Putter
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
Regulation, Taxation, and Resources: Unpacking Greenhouse Gas Emission Drivers Across G7 Economies
Thunderbird International Business Review, EarlyView.ABSTRACT Advanced economies are under growing pressure to downscale greenhouse gas (GHG) emissions without undermining growth, yet G7 (Group of Seven) nations, representing almost 10% of the world's population, still generate one quarter of global GHGs.
Mohammad Imtiaz Hossain +5 more
wiley +1 more source
Shape-constrained semiparametric additive stochastic volatility models
Statistical Theory and Related Fields, 2019 Nonparametric stochastic volatility models, although providing great flexibility for modelling the volatility equation, often fail to account for useful shape information.
Jiangyong Yin +3 more
doaj +1 more source