搜索结果: 1-15 共查到“理论统计学 Semiparametric”相关记录20条 . 查询时间(0.063 秒)
Bayesian semiparametric analysis for two-phase studies of gene-environment interaction
Biased sampling colorectal cancer Dirichlet prior exposure enriched sampling gene-environment independence jointeffects multivariate categorical distribution spike and slab prior
2013/6/14
The two-phase sampling design is a cost-efficient way of collecting expensive covariate information on a judiciously selected subsample. It is natural to apply such a strategy for collecting genetic d...
A Semiparametric Estimator for Long-Range Dependent Multivariate Processes
Multivariate processes Long-range dependence Semiparametric estimation VARFIMA processes Asymptotic theory
2013/6/14
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generali...
We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation p...
A General Bernstein--von Mises Theorem in semiparametric models
A General Bernstein von Mises Theorem semiparametric models
2013/6/14
A Bernstein-von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems, in i.i.d. and non-i.i.d. situations. In particular, new ...
Semiparametric Bivariate Zero-Inflated Poisson Models with Application to Studies of Abundance for Multiple Species
Benthic fish Bivariate Poisson Hierarchical Bayes Missouri River Pspline Zero-inflated Poisson
2011/6/17
Ecological studies involving counts of abundance, presence-absence or occupancy rates
often produce data having a substantial proportion of zeros. Furthermore, these types of
processes are typically...
Local Identification of Nonparametric and Semiparametric Models
Identification Local Identification Nonparametric Models Asset Pricing
2011/6/17
In parametric models a sufficient condition for local identification is that
the vector of moment conditions is differentiable at the true parameter with full rank
derivative matrix. We show that th...
Semiparametric Additive Transformation Model under Current Status Data
B-spline Consistent variance estimation Current status data Efficient estimation Semiparametric transformation models
2011/6/16
We consider the efficient estimation of the semiparametric additive transformation model
with current status data. A wide range of survival models and econometric models can be incorporated
into thi...
Semiparametric Latent Variable Models for Guided Representation
Variable Models Semiparametric Latent Guided
2011/3/18
Unsupervised discovery of latent representations, in addition to being useful for density modeling, visualisation and exploratory data analysis, is also increasingly important for learning features re...
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Statistics Theory (math.ST)
2010/12/17
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet {\it et al...
Efficient estimation of copula-based semiparametric Markov models
Copula geometric ergodicity nonlinear Markov models semi-parametric efficiency sieve likelihood ratio statistics sieve MLE tail dependence value-at-risk
2010/3/17
paper considers the efficient estimation of copula-based semi-
parametric strictly stationary Markov models. These models are char-
acterized by nonparametric invariant (one-dimensional marginal) di...
Gaussian semiparametric estimation for random fields with singular spectrum
Discrete Fourier transforms random fields singular spectrum Whittle semiparametric estimates
2009/9/21
We analyze the asymptotic behaviour of the tapered
discrete Fourier transforms far random fields with singular spectrum.
The results are used to establish consistency and asymptotic normality
for s...
Parametric and Semiparametric Estimations of Stationary Univariate ARFIMA Models
Parametric and Semiparametric Estimations Stationary Univariate ARFIMA Models
2009/9/18
Parametric and Semiparametric Estimations of Stationary Univariate ARFIMA Models。
Asymptotic inference for semiparametric association models
Log-bilinear association generalized linear model projection logistic regression multivariate linear regression odds ratio
2010/3/18
Association models for a pair of random elements X and Y (e.g.,
vectors) are considered which specify the odds ratio function up to an
unknown parameter . These models are shown to be semiparametri...
The Nonparanormal：Semiparametric Estimation of High Dimensional Undirected Graphs
Graphical models Gaussian copula high dimensional inference sparsity 1 regularization graphical lasso paranormal occult
2010/3/18
Recent methods for estimating sparse undirected graphs for real-valued data in
high dimensional problems rely heavily on the assumption of normality. We show
how to use a semiparametric Gaussian cop...
Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
Ancillary variables de-noise linear model errors-in-variable profile least-square-based estimator rational expection model
2010/3/18
We study semiparametric varying-coefficient partially linear models
when some linear covariates are not observed, but ancillary variables
are available. Semiparametric profile least-square based est...