Semi-nonparametric approximation and index options
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DOI: 10.1007/s10436-018-0341-4
Abstract: In an arbitrage-free securities market, all state-contingent claims and the stochastic discount factors can be approximated appropriately by index options with a semi-nonparametric method. These index options are constructed by efficient algorithms and uniform approximation… read more here.
Keywords: index; index options; options semi; nonparametric approximation ... See more keywords
Estimation of technical change: Direct semi/nonparametric approaches
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DOI: 10.1016/j.econlet.2021.109734
Abstract: Abstract This paper introduces some novel approaches to formulate and estimate technical change (TC) nonparametrically in a variety of cases without estimating the underlying production technology that is usually specified by a production, cost or… read more here.
Keywords: change; estimation technical; direct semi; change direct ... See more keywords
Evaluating Risk-Adjusted Hospital Performance Using Large-Scale Data on Mortality Rates of Patients in Intensive Care Units: A Flexible Semi-Nonparametric Modeling Approach
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Journal of Translational Engineering in Health and Medicine"
DOI: 10.1109/jtehm.2023.3257179
Abstract: Background and objective: Significant variability in the quality of healthcare supplied by hospitals is drawing broad attention from the United States Centers for Medicare and Medicaid Services. The primary issue is to evaluate hospital performance… read more here.
Keywords: semi nonparametric; random effects; hospital performance; hospital ... See more keywords