Semiparametric regression

Results: 110



#Item
11Microeconomics / Consumer theory / Estimation theory / Compensating variation / Linear regression / Demand / Economic surplus / Normal distribution / Statistics / Econometrics / Regression analysis

A Consistent Semiparametric Estimation of the Consumer Surplus Distribution1 Andrew Foster2 Jinyong Hahn3

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Source URL: adfdell.pstc.brown.edu

Language: English - Date: 2007-11-04 21:15:20
12Econometrics / Economics / Technical analysis / Volatility / Regression analysis / Actuarial science / Implied volatility / Quantile regression / Quantile / Statistics / Mathematical finance / Mathematical sciences

Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility Jozef Barunik? and Filip Zikes‡ ? Institute ‡ The

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Source URL: dyme.vse.cz

Language: English - Date: 2014-06-25 04:13:43
13Econometrics / Non-parametric statistics / Actuarial science / Nonparametric regression / Resampling / Bootstrapping / Generalized linear model / Semiparametric model / Parametric model / Statistics / Regression analysis / Statistical models

STAT 545A Class meeting #12 (The End) Wednesday, October 17, 2012 Dr. Jennifer (Jenny) Bryan Department of Statistics and Michael Smith Laboratories

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Source URL: www.stat.ubc.ca

Language: English - Date: 2013-09-03 16:05:14
14Regression analysis / Instrumental variable / Linear regression / Kernel regression / Efficient estimator / Generalized method of moments / Statistics / Econometrics / Estimation theory

Semiparametric Efficiency in Nonlinear LATE Models HAN HONG and DENIS NEKIPELOV1 This version: October 2008 Key words: Semiparametric efficiency bound, local treatment effect, FTP, child achievement, unemployment benefit

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Source URL: web.stanford.edu

Language: English - Date: 2010-12-02 19:46:16
15Empirical process / Probability theory / Glivenko–Cantelli theorem / Maximum likelihood / Statistics / Statistical theory / Non-parametric statistics

A Z-theorem with Estimated Nuisance Parameters and Correction Note for ‘Weighted Likelihood for Semiparametric Models and Two-phase Stratified Samples, with Application to Cox Regression’

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Source URL: www.stat.washington.edu

Language: English - Date: 2009-06-25 19:10:10
16Econometrics / Linear regression / M-estimator / Maximum likelihood / Correlation and dependence / Multivariate normal distribution / Variance / Linear model / Normal distribution / Statistics / Regression analysis / Estimation theory

Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function Jianqing FAN, Tao H UANG, and Runze L I Improving efficiency for regression coefficients and predicting trajectories of individuals are

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Source URL: www.personal.psu.edu

Language: English - Date: 2007-05-30 15:14:52
17Estimation theory / Econometrics / Statistical inference / Linear regression / Nonparametric regression / Semiparametric regression / Semiparametric model / Parametric model / Non-parametric statistics / Statistics / Regression analysis / Statistical models

Variable selection in semiparametric regression modeling

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Source URL: www.personal.psu.edu

Language: English - Date: 2008-02-06 13:25:46
18M-estimators / Statistical models / Maximum likelihood / Fisher information / Parametric model / Sinc function / Statistics / Estimation theory / Statistical theory

The Annals of Statistics 2003, Vol. 31, No. 4, 1110–1139 © Institute of Mathematical Statistics, 2003 LARGE SAMPLE THEORY FOR SEMIPARAMETRIC REGRESSION MODELS WITH TWO-PHASE, OUTCOME

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Source URL: www.stat.washington.edu

Language: English - Date: 2005-03-10 06:02:03
19Statistics / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Local volatility / Volatility smile / Mathematical finance / Financial economics / Finance

Semiparametric Regression Analysis of Longitudinal Data

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Source URL: www.bm.ust.hk

Language: English - Date: 2006-05-18 21:59:07
20Econometrics / Survival analysis / Poisson processes / Proportional hazards models / Bond duration / Semiparametric model / Maximum likelihood / Dummy variable / Exponential distribution / Statistics / Statistical models / Regression analysis

Analyzing Duration Times in Marketing: Evidence for the Effectiveness of Hazard Rate Models

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Source URL: www.bm.ust.hk

Language: English - Date: 2014-05-21 00:34:14
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