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Semiparametric estimation in single index poisson regression : a practical approach
Climov, Daniela; Delecroix, Michel; Simar, Léopold - 2001
In a single index Poisson regression model with unknown link function, the index parameter can be root-n consistently estimated by the method of pseudo maximumum likelihood. In this paper, we study, by simulation arguments, the practical validity of the asymptotic behavior of the pseudo maximum...
Persistent link: https://www.econbiz.de/10009614290
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How to improve the performances of DEA/FDH estimators in the presence of noise?
Simar, Léopold (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916770
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About sense and nonsense of non- and semiparametric analysis in applied econometrics
Sperlich, Stefan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916809
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Nonparametric and semiparametric estimation of additive models with both discrete continuous variables under dependence
Camlong-Viot, Christine (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916840
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On Markovian short rates in term structure models driven by jump-diffusion processes
Gapeev, P. V. (contributor); Küchler, U. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917033
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Distribution-invariant dynamic risk measures
Weber, Stefan (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917139
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Robust adaptive estimation of dimension reduction space
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918932
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Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
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Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay (contributor); Weber, Stefan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919109
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Nonparametric methods on continuous-time finance : a selective review
Cai, Zongwu (contributor); Hong, Yongmiao (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919184