Results 111 to 120 of about 2,902,778 (234)

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro, Antonio A. Golpe, Jose Carlos Vides   +2 more
wiley   +1 more source

Conditional Transformation Models

, 2012
The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables.
Bühlmann, Bühlmann, Bühlmann, Bühlmann, Chen, Chen, Cheng, Cheng, Currie, Dette, Doksum, Eilers, Fenske, Friedman, Gilchrist, Gneiting, Gneiting, Gneiting, Hall, Hall, Hayfield, He, Hofner, Hothorn, Koenker, Koenker, Koenker, Kriegler, Li, Lu, Lu, Mayr, Ridgeway, Rigby, Schemper, Schild, Schmid, Schnabel, Sexton, Shen, Tutz, Tutz, van de Geer, Wu, Zeng, Zheng   +45 more
core   +1 more source

Semiparametric regression for circular response with application in ecology

Scandinavian Journal of Statistics, Volume 53, Issue 1, Page 54-101, March 2026.
ABSTRACT A regression model for a circular response variable depending on a linear or a circular predictor is presented in this paper. The conditional density belongs to a parametric flexible family that allows for asymmetry and varying peakedness around the modal direction.
Jose Ameijeiras‐Alonso, Irène Gijbels
wiley   +1 more source

Detection of Influential Observations in Semiparametric Regression Model

Revista Colombiana de Estadística, 2013
In this article, we consider the semiparametric regression model and examine influential observations which have undue effects on the estimators for this model.
SEMRA TÜRKAN, ÖNIZ TOKTAMIS
doaj  

Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors

پژوهش‌های ریاضی, 2022
Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model ...
Mahmoud Afshari, Abouza Bazyari, Hamid Karamikabir   +2 more
doaj  

Efficient multiple‐robust estimation for nonresponse data under informative sampling

Scandinavian Journal of Statistics, Volume 53, Issue 1, Page 395-412, March 2026.
Abstract Nonresponse in probability sampling presents a long‐standing challenge in survey sampling, often necessitating simultaneous adjustments to address sampling and selection biases. We develop a statistical framework that explicitly models sampling weights as random variables and establish the semiparametric efficiency bound for the parameter of ...
Kosuke Morikawa, Kenji Beppu, Wataru Aida   +2 more
wiley   +1 more source

Multivariable Semiparametric Regression Model with Combined Estimator of Fourier Series and Kernel

, 2017
We purpose a combined estimator of Fourier series and Kernel on semiparametric regression. This method is used to resolve the problem of regression modeling, when the relationship between the response variable and the predictor variables most follow a ...
Khaerun Nisa, I. Budiantara, A. Rumiati
semanticscholar   +1 more source

Doubly Robust Estimation and Semiparametric Efficiency in Generalized Partially Linear Models with Missing Outcomes

Stats
We investigate a semiparametric generalized partially linear regression model that accommodates missing outcomes, with some covariates modeled parametrically and others nonparametrically. We propose a class of augmented inverse probability weighted (AIPW)
Lu Wang, Zhongzhe Ouyang, Xihong Lin
doaj   +1 more source

The Challenge of Time‐to‐Event Analysis for Multiple Events: A Guided Tour From Time‐to‐First‐Event to Recurrent Time‐to‐Event Analysis

Biometrical Journal, Volume 68, Issue 1, February 2026.
ABSTRACT Clinical trials often compare a treatment to a control group concerning multiple possible combined time‐to‐event endpoints like hospital‐free survival. Thereby, the first endpoint may occur more than once (“recurrent”), whereas the second endpoint is absorbing. Inclusion of all observed events in the analysis can increase the power and provide
Sandra Schmeller, Alexandra Erdmann, Jan Beyersmann, Christiane Angermann, Ann‐Kathrin Ozga   +4 more
wiley   +1 more source

Mixture of Regression Models with Single-Index

, 2016
In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed model. However,
Xiang, Sijia, Yao, Weixin
core