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In this paper, we investigate the empirical likelihood for constructing a confidence region of the parameter of interest in a multi-link semiparametric model when an infinite-dimensional nuisance parameter exists. The new model covers the commonly used varying coefficient, generalized linear,...
Persistent link: https://www.econbiz.de/10008550961
Dimension reduction in semiparametric regressions includes construction of informative linear combinations and selection of contributing predictors. To reduce the predictor dimension in semiparametric regressions, we propose an &ell;<sub>1</sub>-minimization of sliced inverse regression with the Dantzig...
Persistent link: https://www.econbiz.de/10010969897
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Let X1,X2,...,Xn be independent exponential random variables such that Xi has failure rate [lambda] for i=1,...,p and Xj has failure rate [lambda]* for j=p+1,...,n, where p=1 and q=n-p=1. Denote by Di:n(p,q)=Xi:n-Xi-1:n the ith spacing of the order statistics , where X0:n[reverse not...
Persistent link: https://www.econbiz.de/10005199734
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The Analytic Hierarchy Process (AHP) uses pairwise comparison to evaluate alternatives' advantages to a certain criterion. For decision-making problem with many different criteria and alternatives, pairwise comparison causes a prolonged decision-making period and rises fatigue in...
Persistent link: https://www.econbiz.de/10008489481
To reduce the curse of dimensionality arising from nonparametric estimation procedures for multiple nonparametric regression, in this paper we suggest a simulation-based two-stage estimation. We first introduce a simulation-based method to decompose the multiple nonparametric regression into two...
Persistent link: https://www.econbiz.de/10008864232
The maximum rank correlation (MRC) approach is the most common method used in the literature to estimate the regression coefficients in the semiparametric linear transformation regression model. However, the objective function Gn(β) in the MRC approach is not continuous. The optimization of...
Persistent link: https://www.econbiz.de/10011056603
Experiments with mixtures are special types of experiments in which the response depends only on the proportions of the input variables x=(x1,…,xq)′, not on the total amount of ingredients. When a response variable cannot be adequately represented by a single polynomial function of the input...
Persistent link: https://www.econbiz.de/10011039776