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model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …
Persistent link: https://www.econbiz.de/10011496844
We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...
Persistent link: https://www.econbiz.de/10013428379
Health-related quality of life assessment is important in the clinical evaluation of patients with metastatic disease that may offer useful information in understanding the clinical effectiveness of a treatment. To assess if a set of explicative variables impacts on the health-related quality of...
Persistent link: https://www.econbiz.de/10011291429
Persistent link: https://www.econbiz.de/10003527879
This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data …-step estimation procedures are proposed and their rates of convergence are derived. Pointwise asymptotic distribution of the …
Persistent link: https://www.econbiz.de/10011894721
Persistent link: https://www.econbiz.de/10013428591
High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain conditions an initial wave nonresponse bias may vanish in...
Persistent link: https://www.econbiz.de/10013494126
Persistent link: https://www.econbiz.de/10001552363
Modern systems of official statistics require the timely estimation of area-specific densities of sub …-parametric kernel density estimation that reverses the rounding process by using a Bayesian measurement error model. The methodology is …
Persistent link: https://www.econbiz.de/10010486952
In this paper, we suggest and analyze a new class of specification tests for random coefficient models. These tests allow to assess the validity of central structural features of the model, in particular linearity in coefficients, generalizations of this notion like a known nonlinear functional...
Persistent link: https://www.econbiz.de/10011899244