Showing 1 - 10 of 77
Persistent link: https://www.econbiz.de/10004982648
In this paper, a two-stage estimation method for non-parametric additive models is investigated. Differing from Horowitz and Mammen's two-stage estimation, our first-stage estimators are designed not only for dimension reduction but also as initial approximations to all of the additive...
Persistent link: https://www.econbiz.de/10004992413
In this paper, we investigate the empirical likelihood for constructing a confidence region of the parameter of interest in a multi-link semiparametric model when an infinite-dimensional nuisance parameter exists. The new model covers the commonly used varying coefficient, generalized linear,...
Persistent link: https://www.econbiz.de/10008550961
Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the...
Persistent link: https://www.econbiz.de/10008577795
Dimension reduction in semiparametric regressions includes construction of informative linear combinations and selection of contributing predictors. To reduce the predictor dimension in semiparametric regressions, we propose an &ell;<sub>1</sub>-minimization of sliced inverse regression with the Dantzig...
Persistent link: https://www.econbiz.de/10010969897
Persistent link: https://www.econbiz.de/10005238867
Let X1,X2,...,Xn be independent exponential random variables such that Xi has failure rate [lambda] for i=1,...,p and Xj has failure rate [lambda]* for j=p+1,...,n, where p=1 and q=n-p=1. Denote by Di:n(p,q)=Xi:n-Xi-1:n the ith spacing of the order statistics , where X0:n[reverse not...
Persistent link: https://www.econbiz.de/10005199734
The Analytic Hierarchy Process (AHP) uses pairwise comparison to evaluate alternatives' advantages to a certain criterion. For decision-making problem with many different criteria and alternatives, pairwise comparison causes a prolonged decision-making period and rises fatigue in...
Persistent link: https://www.econbiz.de/10008489481
To reduce the curse of dimensionality arising from nonparametric estimation procedures for multiple nonparametric regression, in this paper we suggest a simulation-based two-stage estimation. We first introduce a simulation-based method to decompose the multiple nonparametric regression into two...
Persistent link: https://www.econbiz.de/10008864232
This research extends upon land cover change studies by incorporating methodological approaches, which are compatible with heterogeneous ecosystems, are able to link landscape changes to system processes, such as climate change, and provide potential linkages to concepts of ecological...
Persistent link: https://www.econbiz.de/10010675907