Results 81 to 90 of about 6,656,167 (244)
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
Optimizing patrol time in crime hot spots: Replicating the “Koper Curve”
Criminology &Public Policy, EarlyView.Abstract Research Summary In a study published more than 30 years ago, Koper found that patrol visits to crime hot spots were most effective in deterring crime and disorder when they were 11–15 min in length. This finding, popularly known as the “Koper Curve,” has had a substantial influence on police practice and research.
Christopher S. Koper +2 more
wiley +1 more source
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 +3 more
doaj
An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models [PDF]
In this paper we model expenditure on housing for owners and renters by means of endogenous switching regression models using cross-section data. We explain the share of housing in total expenditure from family characteristics and total expenditure ...
Charlier, E. +2 more
core
Semiparametric imputation using conditional Gaussian mixture models under item nonresponse [PDF]
, 2022 Imputation is a popular technique for handling item nonresponse. Parametric imputation is based on a parametric model for imputation and is not robust against the failure of the imputation model.
Kim, Jae Kwang, Lee, Danhyang
core
Managing Procurement Auction Failure: Bid Requirements or Reserve Prices?
The RAND Journal of Economics, EarlyView.ABSTRACT This paper examines bid requirements, where the government may cancel a procurement contract unless two or more bids are received. Using a first‐price auction model with endogenous entry, we compare the bid requirement and reserve price mechanisms in terms of auction failure and procurement costs.
Jun Ma, Vadim Marmer, Pai Xu
wiley +1 more source
Semiparametric latent factor models.
, 2005 We propose a semiparametric model for regression problems involving multiple response variables. The model makes use of a set of Gaussian processes that are linearly mixed to capture dependencies that may exist among the response variables. We propose an efficient approximate inference scheme for this semiparametric model whose complexity is linear in ...
Teh, Yee-Whye +2 more
openaire +4 more sources
Efficient estimation of parameters in marginals in semiparametric multivariate models [PDF]
Recent literature on semiparametric copula models focused on the situation when the marginals are specified nonparametrically and the copula function is given a parametric form.
Artem Prokhorov, Valentyn Panchenko
core
Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying
American Journal of Political Science, EarlyView.Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard +2 more
wiley +1 more source
Are Neural Representation Learning Methods a Viable Alternative to TMLE for Causal Estimation?
Data Science in Science{Simulation is used to evaluate the performance of deep learning and semiparametric causal estimators under realistic high- and low-dimensional data-generating mechanisms from epidemiologic studies.} Deep learning models that leverage representation ...
Mohammad Ehsanul Karim +1 more
doaj +1 more source