Nonparametric estimation of marked survival data in the presence of dependent censoring
Sign Up to like & getrecommendations! Published in 2023 at "Statistics in Medicine"
DOI: 10.1002/sim.9710
Abstract: We consider nonparametrically estimating the joint distribution of a survival time and mark variable, where the survival time is subject to right censoring and the mark variable is only observed when the survival time is… read more here.
Keywords: estimation marked; survival data; marked survival; dependent censoring ... See more keywords
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models
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DOI: 10.1007/s11203-020-09228-y
Abstract: We consider a Gaussian continuous time moving average model $$X(t)=\int _0^t a(t-s)dW(s)$$ X ( t ) = ∫ 0 t a ( t - s ) d W ( s ) where W is a… read more here.
Keywords: moving average; time; nonparametric estimation; time moving ... See more keywords
Direct instrumental nonparametric estimation of inverse regression functions
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DOI: 10.1016/j.jeconom.2017.07.001
Abstract: This paper treats the estimation of the inverse g−1 of a monotonic function g satisfying E[Y−g(X)|W]=0 where (X,W) is continuously distributed. Using instrumental restrictions, many parameters of interest in econometrics can be expressed as inverses… read more here.
Keywords: estimation inverse; inverse regression; direct instrumental; nonparametric estimation ... See more keywords
Nonparametric estimation of marginal effects in regression-spline random effects models
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DOI: 10.1080/07474938.2020.1772569
Abstract: Abstract We consider a B-spline regression approach toward nonparametric modeling of a random effects (error component) model. We focus our attention on the estimation of marginal effects (derivatives) and their asymptotic properties. Theoretical underpinnings are… read more here.
Keywords: regression; marginal effects; random effects; nonparametric estimation ... See more keywords
Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves
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DOI: 10.1155/2021/6676400
Abstract: In this article, Box-Cox and Yeo-Johnson transformation models are applied to two time series datasets of monthly temperature averages to improve the forecast ability. An application algorithm was proposed to transform the positive original responses… read more here.
Keywords: nonparametric estimation; time series; yeo johnson; time ... See more keywords
Near-Linear Time Local Polynomial Nonparametric Estimation with Box Kernels
Sign Up to like & getrecommendations! Published in 2021 at "Informs Journal on Computing"
DOI: 10.1287/ijoc.2020.1021
Abstract: Summary of Contribution: Big data analytics has become essential for modern operations research and operations management applications. Statistics methods, such as nonparametric density and functio... read more here.
Keywords: local polynomial; polynomial nonparametric; linear time; near linear ... See more keywords
Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2020 at "Random Operators and Stochastic Equations"
DOI: 10.1515/rose-2020-2032
Abstract: Abstract We discuss nonparametric estimation of a trend coefficient in models governed by a stochastic differential equation driven by a sub-fractional Brownian motion with small noise. read more here.
Keywords: estimation trend; driven sub; fractional brownian; stochastic differential ... See more keywords