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Persistent link: https://www.econbiz.de/10008732082
Generalized quantile regressions, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to...
Persistent link: https://www.econbiz.de/10009678804
Generalized quantile regressions, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to...
Persistent link: https://www.econbiz.de/10012966532
We propose a modelling framework to study the relationship between two paired longitudinally observed variables. The data for each variable are viewed as smooth curves measured at discrete time-points plus random errors. While the curves for each variable are summarized using a few important...
Persistent link: https://www.econbiz.de/10005569391
A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When...
Persistent link: https://www.econbiz.de/10010718995
Persistent link: https://www.econbiz.de/10008784099
We consider marginal semiparametric partially linear models for longitudinal/clustered data, where the models are specified totally by conditional moment restrictions. We derive the semiparametric efficient score function and information bound for this problem without an assumption of...
Persistent link: https://www.econbiz.de/10009438827
Persistent link: https://www.econbiz.de/10011842125
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