Similar Search Results

Semiparametric conditional quantile estimation through copula-based multivariate models

Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 167-178

Persistent link: https://www.econbiz.de/10011390008

Nonparametric covariate significance tests for the incidence in cure models

López-Cheda, Ana; Jácome, M. Amalia; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050818

Non-parametric cure rate estimation under insufficient follow-up using extremes

Escobar-Bach, Mikael; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050834

Linear censored quantile regression : a novel minimum-distance approach

De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050854

Flexible parametric model for survival data subject to dependent censoring

Deresa, Negera Wakgari; Van Keilegom, Ingrid - 2019

Persistent link: https://www.econbiz.de/10012050898

The impact of incomplete data on quantile regression for longitudinal data

Verhasselt, Anneleen; Flórez, Alvaro J.; Van Keilegom, … - 2019

Persistent link: https://www.econbiz.de/10012050922

Semiparametric estimation of risk-return relationships

Escanciano, Juan Carlos; Pardo-Fernández, Juan Carlos; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 40-52

Persistent link: https://www.econbiz.de/10011704099

Unobserved heterogeneity and endogeneity in nonparametric frontier estimation

Simar, Léopold; Vanhems, Anne; Van Keilegom, Ingrid - In: Journal of econometrics 190 (2016) 2, pp. 360-373

Persistent link: https://www.econbiz.de/10011592278

Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models

Beyhum, Jad; Florens, Jean-Pierre; Lapenta, Elia; Van … - In: Econometric reviews 43 (2024) 7, pp. 540-557

Persistent link: https://www.econbiz.de/10014551832

Semi-Parametric Estimation of Risk-Return Relationships

Escanciano, Juan Carlos - 2013

This article proposes semi-parametric least squares estimation of parametric risk-return relationships, i.e. parametric restrictions between the conditional mean and the conditional variance of excess returns given a set of unobservable parametric factors. A distinctive feature of our estimator...

Persistent link: https://www.econbiz.de/10013076636