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Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919034

Nonparametric kernel and regression spline estimation in the presence of measurement error

Maca, J. D.; Carroll, Raymond J.; Ruppert, David - 1997

techniques, regression splines and kernel estimation, of which both can be used in the presence of measurement error. Within the … ; Bandwidth Selection ; Regression Splines ; Sandwich Estimation …

Persistent link: https://www.econbiz.de/10009631749

Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition

Iturria, Stephen J.; Carroll, Raymond J.; Firth, David - 1997

In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions...

Persistent link: https://www.econbiz.de/10009631750

Modelling exchange rates volatility with multivariate long-memory ARCH processes

Teyssière, Gilles - 1999 - Rev.

, and the Deutschmark-US dollar. The estimation results for both models show: (i) that the unrestricted model outperforms …

Persistent link: https://www.econbiz.de/10009579181

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - 1999

the price of a commodity, currency or similar quantity. Interval estimation and hypothesis testing for H are central to …

Persistent link: https://www.econbiz.de/10009581110

Common cycles : a frequency domain approach

Breitung, Jörg; Candelon, Bertrand - 2000

series with a zero spectral density at some frequency. Estimation and inference can be performed using an Instrumental …

Persistent link: https://www.econbiz.de/10009612024

Statistical inference for time-inhomogeneous volatility models

Mercurio, Danilo; Spokojnyj, Vladimir G. - 2002

This paper offers a new approach for estimation and forecasting of the volatility of financial time series. No …. -- stochastic volatility model ; adaptive estimation ; local homogeneity …

Persistent link: https://www.econbiz.de/10009626679

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …

Persistent link: https://www.econbiz.de/10009627286

Design aspects of calibration studies in nutrition, with analysis of missing data in linear measurement error models

Carroll, Raymond J.; Freedman, Laurence; Pee, David - 1997

Motivated by an example in nutritional epidemiology, we investigate some design and analysis aspects of linear measurement error models with missing surrogate data. The specific problem investigated consists of an initial large sample in which the response (a food frequency questionnaire, FFQ)...

Persistent link: https://www.econbiz.de/10009631748

Measurement error, biases, and the validation of complex models

Carroll, Raymond J.; Galindo, Christian D. - 1997

There are three major points to this article: 1. Measurement error causes biases in regression fits. The line one would obtain if one could accurately measure exposure to environmental lead media will differ in important ways when one measures exposure with error. 2. The effects of measurement...

Persistent link: https://www.econbiz.de/10009631751