Showing 1 - 10 of 890
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
This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic's...
Persistent link: https://www.econbiz.de/10011894725
unconditional moment estimation. In the empirical application, we focus on two diff erent applications. We estimate the association …
Persistent link: https://www.econbiz.de/10012138698
Persistent link: https://www.econbiz.de/10013428309
Persistent link: https://www.econbiz.de/10013428591
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
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
kernel density estimates (KDE) offer advantages over classical choropleth maps. However, kernel density estimation needs … aggregates for kernel density estimation. Their algorithm simulates "exact" geo-coordinates which reflect the information on the …, the original algorithm is modified to cope with the estimation of a ratio of two densities. Our empirical examples refer …
Persistent link: https://www.econbiz.de/10011794551