A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
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DOI: 10.1007/s00362-018-1013-1
Abstract: In this paper, a new robust and efficient estimation approach based on local modal regression is proposed for partially linear models with large-dimensional covariates. We show that the resulting estimators for both parametric and nonparametric… read more here.
Keywords: large dimensional; efficient estimation; robust efficient; models large ... See more keywords
Efficient estimation of multi-level models with strictly exogenous explanatory variables
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DOI: 10.1016/j.econlet.2020.109667
Abstract: Abstract This paper shows that several moment redundancy results developed for panel data models continue to hold for multi-level models with strict exogenous explanatory variables, which establishes the efficiency of some estimators for multi-level linear… read more here.
Keywords: multi level; level models; efficient estimation; exogenous explanatory ... See more keywords
Efficient estimation and filtering for multivariate jump–diffusions
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DOI: 10.1016/j.jeconom.2020.09.004
Abstract: Abstract This paper develops estimators of the transition density, filters, and parameters of multivariate jump–diffusion models. The drift, volatility, jump intensity, and jump magnitude are allowed to be state-dependent and non-affine. It is not necessary… read more here.
Keywords: filtering multivariate; jump; estimation filtering; efficient estimation ... See more keywords
Efficient estimation for time-dynamic longitudinal single-index model
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DOI: 10.1080/03610926.2017.1361986
Abstract: ABSTRACT We study the efficient estimation procedure of a new single-index model which can reflect the time-dynamic effects for longitudinal covariates. We propose a efficient estimator of the single-index parameter by using a feasible bias-corrected… read more here.
Keywords: estimation; index; index model; efficient estimation ... See more keywords
Efficient estimation of generalized linear latent variable models
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DOI: 10.1371/journal.pone.0216129
Abstract: Generalized linear latent variable models (GLLVM) are popular tools for modeling multivariate, correlated responses. Such data are often encountered, for instance, in ecological studies, where presence-absences, counts, or biomass of interacting species are collected from… read more here.
Keywords: estimation; variable models; generalized linear; efficient estimation ... See more keywords
Efficient estimation of the error distribution in a varying coefficient regression model
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DOI: 10.3103/s1066530717030024
Abstract: It is shown that the weighted residual-based estimator of Schick, Zhu, and Du (2017) is efficient in some special cases and can be made to be efficient by adding a stochastic correction term. The efficiency… read more here.
Keywords: distribution varying; estimation error; efficient estimation; varying coefficient ... See more keywords
>Efficient Estimation of Partially Linear Models for Data on Complicated Domains by Bivariate Penalized Splines over Triangulations
Sign Up to like & getrecommendations! Published in 2020 at "Statistica Sinica"
DOI: 10.5705/ss.202017.0243
Abstract: In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional domain. The… read more here.
Keywords: splines triangulations; estimation partially; efficient estimation; linear models ... See more keywords