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We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are defined. Both the estimators are proved to be asymptotically normal, with...
Persistent link: https://www.econbiz.de/10010983579
In this paper, linear errors-in-response models are considered in the presence of validation data on the responses. A semiparametric dimension reduction technique is employed to define an estimator of Ø with asymptotic normality, the estimated empirical loglikelihoods and the adjusted empirical...
Persistent link: https://www.econbiz.de/10010983779
Nonparametric methods for estimating the implied volatility surface or the implied volatility smile are very popular, since they do not impose a specific functional form on the estimate. Traditionally, these methods are two-step estimators. The first step requires to extract implied volatility...
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In a dual frame survey, samples are drawn independently from two overlapping frames that are assumed to cover the population of interest. This article considers the case when at least one of the samples is selected by a complex design involving, e.g., multistage sampling. A "pseudo"-maximum...
Persistent link: https://www.econbiz.de/10009440016
Poverty maps are an important source of information on the regional distribution of poverty and are currently used to support regional policy making and to allocate funds to local jurisdictions. But obtaining accurate poverty maps at low levels of disaggregation is not straightforward because of...
Persistent link: https://www.econbiz.de/10011268616
Previously, small area estimation under a nested error linear regression model was studied with area level covariates subject to measurement error. However, the information on observed covariates was not used in finding the Bayes predictor of a small area mean. In this paper, we first derive the...
Persistent link: https://www.econbiz.de/10004992409