In this survey, we evaluate estimators by comparing their asymptotic variances. The role of the effciency bound, in this context, is to give a lower bound to the asymptotic variance of an estimator. An estimator with asymptotic variance equal to the efficiency bound can therefore be said to be...

In this work we propose a semiparametric likelihood procedure for the threshold selection for extreme values. This is achieved under a semiparametric model, which assumes there is a threshold above which the excess distribution belongs to the generalized Pareto family. The motivation of our...

While today linear mixed effects models are frequently used tools in different fields of statistics, in particular for studying data with clusters, longitudinal or multi-level structure, the nonparametric formulation of mixed effects models is still quite recent. In this paper we discuss and...

In behavioral, biomedical, and psychological studies, structural equation models (SEMs) have been widely used for assessing relationships between latent variables. Regression-type structural models based on parametric functions are often used for such purposes. In many applications, however,...

This paper studies a new class of semiparametric dynamic panel data models, in which some coefficients are allowed to depend on some informative variables and some regressors can be endogenous. To estimate both parametric and nonparametric coefficients, a three-stage semiparametric estimation...

The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in a functional influence of some covariates, we authorize...

We study long run carbon emissions-income relationships for advanced countries grouped in policy relevant groups: North America and Oceania, South Europe, North Europe. By relying on recent advances on Generalized Additive Mixed Models (GAMMs) and adopting interaction models, we handle...

The specialization patterns of metropolitan areas are crucial in characterizing the effects of economic integration in Europe. This paper aims to provide and estimate an econometric model that explains both sectoral specialization and sectoral dissimilarity, measured with the GINI and the...