Results 61 to 70 of about 6,656,167 (244)

spBayesSurv: Fitting Bayesian Spatial Survival Models Using R

Journal of Statistical Software, 2020
Spatial survival analysis has received a great deal of attention over the last 20 years due to the important role that geographical information can play in predicting survival.
Haiming Zhou, Timothy Hanson, Jiajia Zhang   +2 more
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   +3 more sources

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, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 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

Economies of Scale to Consumption in Collective Households

Journal of Applied Econometrics, EarlyView.
ABSTRACT Browning et al. (2013) model collective‐household economies of scale in goods consumption by having each good be partly shared, instead of each good being public or private. We modify their model to achieve simple point identification and estimation of the economies of scale of consumption of each good, and we provide a new index of household ...
Hsin‐Yuan Hsieh, Arthur Lewbel, Krishna Pendakur   +2 more
wiley   +1 more source

About tests of the “simplifying” assumption for conditional copulas

Dependence Modeling, 2017
We discuss the so-called “simplifying assumption” of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models.
Derumigny Alexis, Fermanian Jean-David
doaj   +1 more source

Semiparametric prediction models for variables related with energy production

Journal of Mathematics in Industry, 2018
In this paper a review of semiparametric models developed throughout the years thanks to an extensive collaboration between the Department of Statistics and Operations Research of the University of Santiago de Compostela and a power station located in As
Wenceslao González-Manteiga, Manuel Febrero-Bande, María Piñeiro-Lamas   +2 more
doaj   +1 more source

Heterogeneous effects of donor‐related risk factors in 954 pediatric liver transplantations

Journal of Pediatric Gastroenterology and Nutrition, EarlyView.
Abstract Objectives Accepting a suitable donor for a child awaiting pediatric liver transplantation (pLT) is increasingly challenging. Donor‐specific risk factors influence post‐transplant outcomes, but evidence in pediatric patients remains inconsistent.
Christoph Leiskau, Norman Junge, Tobias Laue, Imeke Goldschmidt, Frauke E. Mutschler, Moritz Schmelzle, Nicolas Richter, Philipp Felgendreff, Cornelius J. van Beekum, Florian W. R. Vondran, Clara A. Weigle, Eva‐D. Pfister, Ulrich Baumann   +12 more
wiley   +1 more source

Penalty Strategies in Semiparametric Regression Models

Mathematical and Computational Applications
This study includes a comprehensive evaluation of six penalty estimation strategies for partially linear models (PLRMs), focusing on their performance in the presence of multicollinearity and their ability to handle both parametric and nonparametric ...
Ayuba Jack Alhassan, S. Ejaz Ahmed, Dursun Aydin, Ersin Yilmaz   +3 more
doaj   +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, Peter F. Craigmile, Xinyi Xu, Steven MacEachern   +3 more
doaj   +1 more source