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Adaptive weighting for flexible estimation in nonparametric regression models.

Nosedal-Sanchez, Alvaro - 2011

We propose a new method to find spatially adaptive smoothing splines. This new method breaks down the interval [0, 1] into p disjoint sub-intervals. Then we define p functional components in [0, 1], which have two importantfeatures. First, the purpose of each of these p components is to estimate...

Persistent link: https://www.econbiz.de/10009429662

A Study of the Mean Residual Life Function and Its Applications

Mbowe, Omar B - 2006

based on the average lengths of confidence intervals and coverage probabilities. We also did comparisons based on median … lengths of confidence intervals for the MRL. We found that the empirical likelihood method gives better coverage probability … and shorter confidence intervals than the normal approximation method for almost all the distributions that we considered …

Persistent link: https://www.econbiz.de/10009463417

Omnibus Tests for Comparison of Competing Risks with Covariate Effects via Additive Risk Model

Nguyen, Duytrac Vu - 2007

by a weighted difference of estimates of cumulative cause-specific hazard rates. Simultaneous confidence bands for the …

Persistent link: https://www.econbiz.de/10009463432

Corporate Venture Capital

Christoph Banik - 2011

Corporate Venture Capital bezeichnet die Finanzierung von Jungunternehmen durch etablierte Firmen. Diese Dissertation untersucht anhand eines Datensatzes die Unterschiede zwischen Venture Capital und Corporate Venture Capital und eruiert die Einflussfaktoren auf das Umsatz- und...

Persistent link: https://www.econbiz.de/10009466982

Decision making on the sole basis of statistical likelihood

Giang, Phan H.; Shenoy, Prakash P. - 2005

This paper presents a new axiomatic decision theory for choice under uncertainty. Unlike Bayesian decision theory where uncertainty is represented by a probability function, in our theory, uncertainty is given in the form of a likelihood function extracted from statistical evidence. The...

Persistent link: https://www.econbiz.de/10009430923

Essays on Efficiency Analysis

Jansen, Dennis W. (contributor) - 2009

This dissertation consists of four essays which investigate efficiency analysis, especiallywhen non-discretionary inputs exist. A new approach of the multi-stage Data EnvelopmentAnalysis (DEA) for non-discretionary inputs, statistical inference discussions, andapplications are provided. In the...

Persistent link: https://www.econbiz.de/10009464881

Robust Inference with Quantile Regression in Stochastic Volatility Models withapplication to Value at Risk calculation

Saha, Paramita - 2008

Stochastic Volatility (SV) models play an integral role in modeling time varyingvolatility, with widespread application in finance. Due to the absence of a closed form likelihoodfunction, estimation is a challenging problem. In the presence of outliers, and the highkurtosis prevalent in...

Persistent link: https://www.econbiz.de/10009431241

Determinants of the use of debt and leasing in UK corporate financing decisions

Dzolkarnaini, Mohd Nazam - 2009

This thesis investigates the determinants of the use of debt and leasing in the UK using a comprehensive measure of debt and leases, in recognition of the link between lease and debt-type financing decisions, based on financial contracting theory and the tax advantage hypothesis. The design of...

Persistent link: https://www.econbiz.de/10009465980

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

Song, Song - 2010

quantile estimates, e.g. for various parametric models check. Uniform confidence bands are therefore constructed for …

Persistent link: https://www.econbiz.de/10009467050

The Stochastic Fluctuation of the Quantile Regression Curve

Song, Song - 2008

deviation sup06x61 |ln(x)−l(x)|. The derived result helps in the construction of a uniform confidence band for the quantile … curve l(x). This confidence band can be applied as a model check, e.g. in econometrics. An application considers a labour …

Persistent link: https://www.econbiz.de/10009467067