Another Look at Single-Index Models Based on Series Estimation PDF Download
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Author: Chaohua Dong
Publisher:
ISBN:
Category :
Languages : en
Pages : 40
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Book Description
In this paper, a semiparametric single-index model is investigated. The link function is allowed to be unbounded and has unbounded support that answers a pending issue in the literature. Meanwhile, the link function is treated as a point in an infinitely many dimensional function space which enables us to derive the estimates for the index parameter and the link function simultaneously. This approach is different from the profile method commonly used in the literature. The estimator is derived from an optimization with the constraint of identification condition for index parameter, which is a natural way but ignored in the literature.
Author: Chaohua Dong
Publisher:
ISBN:
Category :
Languages : en
Pages : 40
Get Book Here
Book Description
In this paper, a semiparametric single-index model is investigated. The link function is allowed to be unbounded and has unbounded support that answers a pending issue in the literature. Meanwhile, the link function is treated as a point in an infinitely many dimensional function space which enables us to derive the estimates for the index parameter and the link function simultaneously. This approach is different from the profile method commonly used in the literature. The estimator is derived from an optimization with the constraint of identification condition for index parameter, which is a natural way but ignored in the literature.
Author: Jan G. De Gooijer
Publisher: Springer
ISBN: 3319432524
Category : Mathematics
Languages : en
Pages : 626
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Book Description
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
Author: Kung-Sik Chan
Publisher: Springer Science & Business Media
ISBN: 1475734646
Category : Mathematics
Languages : en
Pages : 312
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Book Description
This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.
Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 520
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Book Description
Author: Yan Yu
Publisher:
ISBN:
Category :
Languages : en
Pages : 258
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Book Description
Author:
Publisher:
ISBN:
Category : Education
Languages : en
Pages : 1272
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Book Description
Author: Econometric Society. World Congress
Publisher: Cambridge University Press
ISBN: 1107016061
Category : Business & Economics
Languages : en
Pages : 633
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Book Description
The third volume of edited papers from the Tenth World Congress of the Econometric Society 2010.
Author: Leandro Pardo
Publisher: MDPI
ISBN: 3038979368
Category : Social Science
Languages : en
Pages : 344
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Book Description
This book presents new and original research in Statistical Information Theory, based on minimum divergence estimators and test statistics, from a theoretical and applied point of view, for different statistical problems with special emphasis on efficiency and robustness. Divergence statistics, based on maximum likelihood estimators, as well as Wald’s statistics, likelihood ratio statistics and Rao’s score statistics, share several optimum asymptotic properties, but are highly non-robust in cases of model misspecification under the presence of outlying observations. It is well-known that a small deviation from the underlying assumptions on the model can have drastic effect on the performance of these classical tests. Specifically, this book presents a robust version of the classical Wald statistical test, for testing simple and composite null hypotheses for general parametric models, based on minimum divergence estimators.
Author:
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 574
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Book Description
Author: Darryl I. MacKenzie
Publisher: Elsevier
ISBN: 0124072453
Category : Mathematics
Languages : en
Pages : 668
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Book Description
Occupancy Estimation and Modeling: Inferring Patterns and Dynamics of Species Occurrence, Second Edition, provides a synthesis of model-based approaches for analyzing presence-absence data, allowing for imperfect detection. Beginning from the relatively simple case of estimating the proportion of area or sampling units occupied at the time of surveying, the authors describe a wide variety of extensions that have been developed since the early 2000s. This provides an improved insight about species and community ecology, including, detection heterogeneity; correlated detections; spatial autocorrelation; multiple states or classes of occupancy; changes in occupancy over time; species co-occurrence; community-level modeling, and more. Occupancy Estimation and Modeling: Inferring Patterns and Dynamics of Species Occurrence, Second Edition has been greatly expanded and detail is provided regarding the estimation methods and examples of their application are given. Important study design recommendations are also covered to give a well rounded view of modeling. Provides authoritative insights into the latest in occupancy modeling Examines the latest methods in analyzing detection/no detection data surveys Addresses critical issues of imperfect detectability and its effects on species occurrence estimation Discusses important study design considerations such as defining sample units, sample size determination and optimal effort allocation
