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A strong linear representation for the maximum conditional hazard rate estimator in survival analysis

Gneyou, Kossi Essona - In: Journal of Multivariate Analysis 128 (2014) C, pp. 10-18

Quintela-del-Río (2006) considered the estimation of the maximum hazard under dependence conditions and established strong convergence with rate and asymptotic normality of the estimate. The aim of this paper is to generalize this work to the case of right censored data with covariate. Via a...

Persistent link: https://www.econbiz.de/10011042054

Nonparametric inference based on conditional moment inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 179 (2014) 1, pp. 31-45

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Modeling and testing smooth structural changes with endogenous regressors

Chen, Bin - In: Journal of econometrics 185 (2015) 1, pp. 196-215

Persistent link: https://www.econbiz.de/10011339872

Nonparametric estimation of the determinants of inefficiency

Parmeter, Christopher F.; Wang, Hung-jen; Kumbhakar, Subal - In: Journal of productivity analysis 47 (2017) 3, pp. 205-221

Persistent link: https://www.econbiz.de/10011878362

Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity

Zhou, Jianhua; Parmeter, Christopher F.; Kumbhakar, Subal - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1142-1152

Persistent link: https://www.econbiz.de/10012291631

An introduction to nonparametric regression for labor economists

Henderson, Daniel J.; Souto, Anne-Charlotte - In: Journal of labor research 39 (2018) 4, pp. 355-382

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Dynamic autoregressive liquidity (DArLiQ)

Hafner, Christian M.; Linton, Oliver; Wang, Linqi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 774-785

Persistent link: https://www.econbiz.de/10015053465