搜索结果: 1-9 共查到“Semiparametric estimation”相关记录9条 . 查询时间(0.046 秒)
Critical dimension in profile semiparametric estimation
maximum likelihood local quadratic bracketing spread local concentration
2013/4/28
This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two prominent theorems: t...
An Adaptive Semiparametric Estimation for Partially Linear Models
Partially linear model adaptability adjustment
2011/11/11
In this paper, we propose an adaptive semiparametric estimation for the nonparametric component of partially linear models. The new estimator is better than the usual nonparametric method in the sense...
Semiparametric Estimation with Generated Covariates
semiparametric estimation generated covariates profiling propensity score
2012/10/22
In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of infinite-dimensional nuisance parameters:...
A semiparametric estimation of copula models based on the method of moments
Moments Copulas Dependence Parametric estimation Archimedean copulas
2011/6/20
Using the classical estimation method of moments, we propose a new semiparametric estima-
tion procedure for multi-parameter copula models. Consistency and asymptotic normality of
the obtained estim...
How Many Iterations are Sufficient for Semiparametric Estimation?
k-step Estimation Semiparametric Models Generalized Profile Likelihood Newton Raphson Algorithm
2010/12/3
A common practice in obtaining a semiparametric efficient esti-mate is through iteratively maximizing the (penalized) log-likelihood w.r.t.
Gaussian semiparametric estimation for random fields with singular spectrum
Discrete Fourier transforms random fields singular spectrum Whittle semiparametric estimates
2009/9/21
We analyze the asymptotic behaviour of the tapered
discrete Fourier transforms far random fields with singular spectrum.
The results are used to establish consistency and asymptotic normality
for s...
The Nonparanormal：Semiparametric Estimation of High Dimensional Undirected Graphs
Graphical models Gaussian copula high dimensional inference sparsity 1 regularization graphical lasso paranormal occult
2010/3/18
Recent methods for estimating sparse undirected graphs for real-valued data in
high dimensional problems rely heavily on the assumption of normality. We show
how to use a semiparametric Gaussian cop...
Semiparametric Estimation of a Nonstationary Panel Data Transformation Model under Symmetry
Panel Data Transformation Model Nonstationarity Fixed-effects model Maximum Rank Correlation Estimator
2010/7/2
This paper considers semiparametric estimation of a nonstationary transformation model with panel data. While nonstationarity is a common phenomenon in applied research, one of the drawbacks of most e...
Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables
Immigrants speaking fluency misclassification error
2013/10/17
We consider both a parametric and a semiparametric method to account for classification errors on the dependent variable in an ordered response model. The methods are applied to the analysis of self-r...