Search Results - subject:"Reweighted least squares"

Binary quantile regression and variable selection : a new approach

Aristodemou, Katerina; He, Jian; Yu, Keming - In: Econometric reviews 38 (2019) 6, pp. 679-694

Persistent link: https://www.econbiz.de/10012181345

Functional data analysis of generalized quantile regressions

Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, … - 2013

Generalized quantile regressions, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to...

Persistent link: https://www.econbiz.de/10010319200

Functional Data Analysis of Generalized Quantile Regressions

Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013

Persistent link: https://www.econbiz.de/10010603885

Examining of gender differences in wages by penalized iteratively reweighted least squares : the case of Turkey

Akay, Ebru Caglayan; Uyar, Sinem Guler Kangalli - In: The empirical economics letters : a monthly … 15 (2016) 5, pp. 487-496

Persistent link: https://www.econbiz.de/10011655761

Convergence analysis of generalized iteratively reweighted least squares algorithms on convex function spaces

Bissantz, Nicolai; Dümbgen, Lutz; Munk, Axel; … - 2008

functional to be minimized and includes the iteratively reweighted least squares algorithm as a special case. We prove … Newton-Raphson algorithm. It is found that typically in the first steps the iteratively reweighted least squares algorithm …

Persistent link: https://www.econbiz.de/10010300699

Convergence analysis of generalized iteratively reweighted least squares algorithms on convex function spaces

Bissantz, Nicolai; Dümbgen, Lutz; Munk, Axel; … - Institut für Wirtschafts- und Sozialstatistik, … - 2008

Persistent link: https://www.econbiz.de/10009216893

Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility

Kim, Dukpa - In: Economics Letters 123 (2014) 3, pp. 282-286

case, the maximum likelihood estimate becomes the iteratively reweighted least squares estimate analyzed in Rubin (1983 …). The iteratively reweighted least squares estimate is computationally much simpler than the Bayesian method offered by …

Persistent link: https://www.econbiz.de/10010776616

Composite support vector quantile regression estimation

Shim, Jooyong; Hwang, Changha; Seok, Kyungha - In: Computational Statistics 29 (2014) 6, pp. 1651-1665

the quadratic programming (QP) is proposed and then the CSVQR utilizing the iteratively reweighted least squares (IRWLS …

Persistent link: https://www.econbiz.de/10011151858

Moderation Analysis Using a Two-Level Regression Model

Yuan, Ke-Hai; Cheng, Ying; Maxwell, Scott - In: Psychometrika 79 (2014) 4, pp. 701-732

Moderation analysis is widely used in social and behavioral research. The most commonly used model for moderation analysis is moderated multiple regression (MMR) in which the explanatory variables of the regression model include product terms, and the model is typically estimated by least...

Persistent link: https://www.econbiz.de/10011151905

Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility

Kim, Dukpa - In: Economics letters 123 (2014) 3, pp. 282-286

Persistent link: https://www.econbiz.de/10010401375