Results 61 to 70 of about 5,704 (194)

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

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

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

THE PARAMETRIC AND NONPARAMETRIC ESTIMATOR IN SEMIPARAMETRIC REGRESSION FOR LONGITUDINAL DATA WITH SPLINE APPROACH

Jurnal Ilmiah Kursor: Menuju Solusi Teknologi Informasi, 2023
Regression analysis aims to determine the relationship between response variables and predictor variables. There are three approaches to estimate regression curves, there are parametric, nonparametric, and semiparametric regression.
Tony Yulianto, Kuzairi Kuzairi, Noer Azizah, M. Fariz Fadillah Mardianto, Ira Yuditira, Faisol Faisol, Rica Amalia   +6 more
doaj  

Comparing Groups of Decision-Making Units in Efficiency Based on Semiparametric Regression

Mathematics, 2020
We consider a stochastic frontier model in which a deviation of output from the production frontier consists of two components, a one-sided technical inefficiency and a two-sided random noise.
Hohsuk Noh, Seong J. Yang
doaj   +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

Associations of Adiposity With Gut Microbiota Composition Among Adults—Results From a Federated Analysis of Individual Participant Data From Eight European Observational Studies

Obesity Reviews, EarlyView.
ABSTRACT Gut microbiota may contribute to the adiposity‐associated disease risk, but human studies reported inconsistent associations of adiposity with gut microbiota composition. We examined associations of body mass index (BMI) with alpha diversity and relative microbial abundance at the phylum and genus taxonomic levels (based on 16S rRNA amplicon ...
Carolina Schwedhelm, Mariona Pinart, Sofia K. Forslund‐Startceva, Kolade Oluwagbemigun, Andreas Dötsch, Kristina Schlicht, Florian Schwarz, Sofia M. Siampani, Demetris Avraam, Maria De Angelis, Jildau Bouwman, Patrizia Brigidi, Giovanna Caderni, Francesco Maria Calabrese, Rafael R. C. Cuadrat, Carlotta De Filippo, Francesca De Filippis, Danilo Ercolini, Marco Fabbrini, Matthias Laudes, Ute Nöthlings, Serdar Özsezen, Itai Sharon, Matthias B. Schulze, Silvia Turroni, Francesco Vitali, Tobias Pischon, Katharina Nimptsch   +27 more
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  

TRUNCATED SPLINE SEMIPARAMETRIC REGRESSION TO HANDLE MIXED PATTERN DATA IN MODELING THE RICE PRODUCTION IN EAST JAVA PROVINCE

Barekeng
Climate change can affect rice production through changes in temperature, precipitation patterns, extreme weather events, and atmospheric carbon dioxide levels.
Sri Sulistijowati Handajani, Hasih Pratiwi, Respatiwulan Respatiwulan, Yuliana Susanti, Muhammad Bayu Nirwana, Lintang Pramesti Nareswari   +5 more
doaj   +1 more source

Life Course Trajectories of Body Mass Index and Risk of Cancer in Adulthood: Systematic Review and Meta‐Analysis

Obesity Reviews, EarlyView.
ABSTRACT Objective This systematic review and meta‐analysis aimed to identify common life‐course body mass index (BMI) trajectories (childhood/adulthood to adulthood) and their impact on risk of cancer overall and cancer at different sites in adulthood. Methods Observational studies were identified that assessed the association of BMI trajectories with
Samira Behboudi‐Gandevani, Tommy Haugan, Nayla Cristina Do Vale Moreira, Ellen Christin Arntzen, Moira Strand Hutchinson, Melanie Nichols, Razieh Bidhendi‐Yarandi   +6 more
wiley   +1 more source