Narrow search
Showing 1 - 10 of 14
Cover Image
Nonparametric estimation and symmetry tests for conditional density functions
Yao, Qiwei; Hyndman, Rob J. - London School of Economics (LSE) - 2002
We suggest two improved methods for conditional density estimation. The rst is based on locally tting a log-linear model, and is in the spirit of recent work on locally parametric techniques in density estimation. The second method is a constrained local polynomial estimator. Both methods always...
Persistent link: https://www.econbiz.de/10011125947
Cover Image
Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators
Goh, Chuan - University of Toronto, Department of Economics - 2009
This paper considers the problem of implementing semiparametric extremum estimators of a generalized regression model with an unknown link function. The class of estimator under consideration includes as special cases the semiparametric least-squares estimator of Ichimura (1993) as well as the...
Persistent link: https://www.econbiz.de/10008506897
Cover Image
The Basic Reproduction Number and the Vaccination Coverage Required to Eliminate Rubella from England and Wales
Sfikas, Nikolaos; Greenhalgh, David; Lewis, Fraser - In: Mathematical Population Studies 14 (2007) 1, pp. 3-29
elimination proportions under one and two stage vaccination campaigns for rubella. The results of differing mixing assumptions and … article. For homogeneous mixing only, the estimates are much lower than previous estimates. For more realistic symmetric … mixing a worse 'reasonable' vaccination coverage estimate of around 87% of children as young as possible is needed to …
Persistent link: https://www.econbiz.de/10009205490
Cover Image
Semiparametric Diffusion Estimation and Application to a Stock Market Model
Hardle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; … - Finance Discipline Group, Business School - 2001
The analysis of diffusion process in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...
Persistent link: https://www.econbiz.de/10004984483
Cover Image
A note on the Bandwidth choice when the null hypothesis is semiparametric
Marín, Jorge Barrientos - In: REVISTA DE ECONOMÍA DEL ROSARIO (2005)
This work presents a tool for the additivity test. The additive model is widely used for parametric and semiparametric modeling of economic data. The additivity hypothesis is of interest because it is easy to interpret and produces reasonably fast convergence rates for non-parametric estimators....
Persistent link: https://www.econbiz.de/10005768259
Cover Image
Uniform confidence bands for pricing kernels
Härdle, Wolfgang; Okhrin, Yarema; Wang, Weining - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Cover Image
A general approach for cure models in survival analysis
Patilea, Valentin; Van Keilegom, Ingrid - 2019
Persistent link: https://www.econbiz.de/10012050908
Cover Image
Semiparametric estimation in single index poisson regression: A practical approach
Climov, Daniela; Delecroix, Michel; Simar, Léopold - 2001
In a single index Poisson regression model with unknown link function, the index parameter can be root-n consistently estimated by the method of pseudo maximumum likelihood. In this paper, we study, by simulation arguments, the practical validity of the asymptotic behavior of the pseudo maximum...
Persistent link: https://www.econbiz.de/10010310375
Cover Image
Bootstrap choice of tuning parameters
Léger, Christian; Romano, Joseph - In: Annals of the Institute of Statistical Mathematics 42 (1990) 4, pp. 709-735
Persistent link: https://www.econbiz.de/10005395836
Cover Image
Semiparametric estimation in single index poisson regression: A practical approach
Climov, Daniela; Delecroix, Michel; Simar, Léopold - Sonderforschungsbereich 373, Quantifikation und … - 2001
In a single index Poisson regression model with unknown link function, the index parameter can be root-n consistently estimated by the method of pseudo maximumum likelihood. In this paper, we study, by simulation arguments, the practical validity of the asymptotic behavior of the pseudo maximum...
Persistent link: https://www.econbiz.de/10010956351