Results 81 to 90 of about 19,219 (292)

Assessing Influence on Partially Varying-coefficient Generalized Linear Model

Revstat Statistical Journal
In this paper we discuss estimation and diagnostic procedures in partially varying-coefficient generalized linear models based in the penalized likelihood function.
Germán Ibacache-Pulgar , Valeria Lira, Cristian Villegas   +2 more
doaj   +1 more source

Explaining Transmission Rate Variations and Forecasting Epidemic Spread in Multiple Regions with a Semiparametric Mixed Effects SIR Model [PDF]

, 2023
David Buch, James E. Johndrow, David B. Dunson   +2 more
openalex   +1 more source

Endogeneity in semiparametric binary response models

, 2003
This paper develops and implements semiparametric methods for estimating binary response (binary choice) models with continuous endogenous regressors. It extends existing results on semiparametric estimation in single index binary response models to the ...
Blundell, R., Powell, J.L.
core  

Mixing It Up: Inflation at Risk

Journal of Money, Credit and Banking, EarlyView.
Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley   +1 more source

Estimation of Copula-Based Semiparametric Time Series Models [PDF]

This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Yanqin Fan, Xiaohong Chen
core  

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
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, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Breast cancer survival analysis: Applying the generalized gamma distribution under different conditions of the proportional hazards and accelerated failure time assumptions

International Journal of Preventive Medicine, 2012
Background: The goal of this study is to extend the applications of parametric survival models so that they include cases in which accelerated failure time (AFT) assumption is not satisfied, and examine parametric and semiparametric models under ...
Alireza Abadi, Farzaneh Amanpour, Chris Bajdik, Parvin Yavari   +3 more
doaj  

Bayesian semiparametric long memory models for discretized event data [PDF]

, 2020
Antik Chakraborty, Otso Ovaskainen, David B. Dunson   +2 more
openalex   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Generalized (ℱ,b,ϕ,ρ,θ)-univex n-set functions and semiparametric duality models in multiobjective fractional subset programming

International Journal of Mathematics and Mathematical Sciences, 2005
We construct a number of semiparametric duality models and establish appropriate duality results under various generalized (ℱ,b,ϕ,ρ,θ)-univexity assumptions for a multiobjective fractional subset programming problem.
G. J. Zalmai
doaj   +1 more source