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Fitting semiparametric Markov regime-switching models to electricity spot pricesEICHLER, M; TUR, D.Energy economics. 2013, Vol 36, pp 614-624, issn 0140-9883, 11 p.Article

Gaussian semiparametric estimation in seasonal/cyclical long memory time seriesARTECHE, Josu.Kybernetika. 2000, Vol 36, Num 3, pp 279-310, issn 0023-5954Article

Nonparametric and semiparametric estimation with discrete regressorsDELGADO, M. A; MORA, J.Econometrica. 1995, Vol 63, Num 6, pp 1477-1484, issn 0012-9682Article

Finite sample properties of estimators and tests in Poisson regression modelsBRÄNNÄS, K.Journal of statistical computation and simulation (Print). 1992, Vol 41, Num 3-4, pp 229-241, issn 0094-9655Article

Modelling and Testing of Presence of Hazard Rates Crossing Under CensoringBAGDONAYICIUS, V; LEVULIENE, R; NIKULIN, M et al.Communications in statistics. Simulation and computation. 2012, Vol 41, Num 6-7, pp 980-991, issn 0361-0918, 12 p.Conference Paper

Characterization of the asymptotic distribution of semiparametric M-estimatorsICHIMURA, Hidehiko; LEE, Sokbae.Journal of econometrics. 2010, Vol 159, Num 2, pp 252-266, issn 0304-4076, 15 p.Article

Semiparametric estimation of spatial long-range dependenceFRIAS, M. P; ALONSO, F. J; RUIZ-MEDINA, M. D et al.Journal of statistical planning and inference. 2008, Vol 138, Num 5, pp 1479-1495, issn 0378-3758, 17 p.Article

Direct semiparametric estimation of single-index models with discrete covariatesHOROWITZ, J. L; HÄRDLE, W.Journal of the American Statistical Association. 1996, Vol 91, Num 436, pp 1632-1640, issn 0162-1459Article

A semiparametric method for estimating nonlinear autoregressive model with dependent errorsFARNOOSH, R; MORTAZAVI, S. J.Nonlinear analysis. 2011, Vol 74, Num 17, pp 6358-6370, issn 0362-546X, 13 p.Article

Nonparametric estimation of a periodic functionHALL, Peter; REIMANN, James; RICE, John et al.Biometrika. 2000, Vol 87, Num 3, pp 545-557, issn 0006-3444Article

Second order approximation in the partially linear regression modelLINTON, O.Econometrica. 1995, Vol 63, Num 5, pp 1079-1112, issn 0012-9682Article

An efficient semiparametric estimator for binary response modelsKLEIN, R.W; SPADY, R. H.Econometrica. 1993, Vol 61, Num 2, pp 387-421, issn 0012-9682Article

Rank reducible varying coefficient modelHANSHENG WANG.Journal of statistical planning and inference. 2009, Vol 139, Num 3, pp 999-1011, issn 0378-3758, 13 p.Article

Estimating attributable response as a function of a continuous risk factorLLOYD, C. J.Biometrika. 1996, Vol 83, Num 3, pp 563-573, issn 0006-3444Article

Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient modelHESHMATI, Almas; KUMBHAKAR, Subal C; KAI SUN et al.Energy economics. 2014, Vol 45, pp 491-500, issn 0140-9883, 10 p.Article

Identification of the Hurst index of a step fractional Brownian motionBENASSI, Albert; BERTRAND, Pierre; COHEN, Serge et al.Statistical inference for stochastic processes. 2000, Vol 3, Num 1-2, pp 101-111, issn 1387-0874Conference Paper

On assessing the strength of dependency between failure time variatesHSU, L; PRENTICE, R. L.Biometrika. 1996, Vol 83, Num 3, pp 491-506, issn 0006-3444Article

Modeling gasoline demand in the United States: A flexible semiparametric approachWEIWEI LIU.Energy economics. 2014, Vol 45, pp 244-253, issn 0140-9883, 10 p.Article

Efficient estimation of a semiparametric dynamic copula modelHAFNER, Christian M; REZNIKOVA, Olga.Computational statistics & data analysis. 2010, Vol 54, Num 11, pp 2609-2627, issn 0167-9473, 19 p.Article

Nearest neighbor conditional estimation for Harris recurrent Markov chainsSANCETTA, Alessio.Journal of multivariate analysis. 2009, Vol 100, Num 10, pp 2224-2236, issn 0047-259X, 13 p.Article

Additive partial linear models with measurement errorsHUA LIANG; THURSTON, Sally W; RUPPERT, David et al.Biometrika. 2008, Vol 95, Num 3, pp 667-678, issn 0006-3444, 12 p.Article

Statistical inference in a panel data semiparametric regression model with serially correlated errorsJINHONG YOU; XIAN ZHOU.Journal of multivariate analysis. 2006, Vol 97, Num 4, pp 844-873, issn 0047-259X, 30 p.Article

A note on the conditional density estimate in the single functional index modelATTAOUI, Said; LAKSACI, Ali; OULD SAID, Elias et al.Statistics & probability letters. 2011, Vol 81, Num 1, pp 45-53, issn 0167-7152, 9 p.Article

Saddlepoint Test in Measurement Error ModelsMA, Yanyuan; RONCHETTI, Elvezio.Journal of the American Statistical Association. 2011, Vol 106, Num 493, pp 147-156, issn 0162-1459, 10 p.Article

Local Whittle estimation of fractional integration and some of its variantsSHIMOTSU, Katsumi; PHILLIPS, Peter C. B.Journal of econometrics. 2006, Vol 130, Num 2, pp 209-233, issn 0304-4076, 25 p.Article

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