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Growth regression and counterfactual income dynamics
Desdoigts, Alain - 2000
Persistent link: https://www.econbiz.de/10009611551
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Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
Lillestøl, Jostein - 2000 - Rev.
alternative for modelling financial data exhibiting skewness and fat tails. In this paper we explore the Bayesian estimation of …
Persistent link: https://www.econbiz.de/10009612011
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998
Estimation …
Persistent link: https://www.econbiz.de/10009574875
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …
Persistent link: https://www.econbiz.de/10009627286
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Bayes estimates in multivariate semiparametric linear models
Bunke, Olaf - 2002
Bayes estimates are derived in multivariate linear models with unknown distribution. The prior distribution is defined using a Dirichlet prior for the unknown error distribution and a ormal-Wishart distribution for the parameters. The posterior distribution for the parameters is determined and...
Persistent link: https://www.econbiz.de/10009626682
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Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
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Regression and contrast estimated based on adaptive regressograms depending on qualitative explanatory variables
Bunke, Olaf; Castell, Ernestina - 1998
estimation ; minimax regret ; ANOVA ; discrete explanatory variable ; twoway classification …
Persistent link: https://www.econbiz.de/10009577458
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Constructive asymptotic equivalence of density estimation and Gaussian white noise
Nussbaum, Michael; Klemelä, Jussi - 1998
equivalent sequence in the density estimation model with i. i. d. observations. The recipe is, to put it roughly, to calculate … distance ; Markov kernel ; curve estimation …
Persistent link: https://www.econbiz.de/10009578013
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A nonparametric test of the non-convexity of regression
Diack, Cheikh A. T.; Thomas-Agnan, Christine - 1998
This paper proposes a nonparametric test of the non-convexity of a smooth regression function based on least squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has an asymptotic size equal to the...
Persistent link: https://www.econbiz.de/10009578020
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Semiparametric additive indices for binary response and generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - 1998
Y has a Bernoulli distribution with parameter G{XT β + α + m1(T1) + … + md(Td)}. The paper discusses estimation of β and …
Persistent link: https://www.econbiz.de/10009578571