Convergence Rates for Estimation in Certain Partially Linear Models

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ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Convergence Rates for Estimation in Certain Partially Linear Models by : Randall L. Eubank

Download or read book Convergence Rates for Estimation in Certain Partially Linear Models written by Randall L. Eubank and published by . This book was released on 1988 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rates of convergence are studied for estimation in certain partial linear models that include nonparametric regression models with discontinuous derivatives. The asymptotic behavior of two smoothing spline related estimators of the regression coefficient and regression function in these models are examined. Lower bounds are then derived for rates of convergence in estimating the size of jump discontinuities in a regression function or its derivative. The latter rates are nonparametric which indicates that parametric convergence rates are not possible in such instances.

Partially Linear Models

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Publisher : Springer Science & Business Media
ISBN 13 : 3642577008
Total Pages : 210 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Partially Linear Models by : Wolfgang Härdle

Download or read book Partially Linear Models written by Wolfgang Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.

Asymptotic Bias and Optimal Convergence Rates for Semiparametric Kernel Estimators in the Regression Discontinuity Model

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)

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Book Synopsis Asymptotic Bias and Optimal Convergence Rates for Semiparametric Kernel Estimators in the Regression Discontinuity Model by : Jack Ray Porter

Download or read book Asymptotic Bias and Optimal Convergence Rates for Semiparametric Kernel Estimators in the Regression Discontinuity Model written by Jack Ray Porter and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Semiparametric Inference in a Partial Linear Model

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Publisher :
ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.:/5 (48 download)

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Book Synopsis Semiparametric Inference in a Partial Linear Model by : Pengliang Zhao

Download or read book Semiparametric Inference in a Partial Linear Model written by Pengliang Zhao and published by . This book was released on 1992 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Statistical Planning and Inference

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ISBN 13 :
Total Pages : 812 pages
Book Rating : 4.3/5 (758 download)

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Book Synopsis Journal of Statistical Planning and Inference by : North-Holland Publishing Company

Download or read book Journal of Statistical Planning and Inference written by North-Holland Publishing Company and published by . This book was released on 2002 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (931 download)

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Book Synopsis Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models by : Chaohua Dong

Download or read book Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models written by Chaohua Dong and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonparametric Econometrics

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Publisher : Princeton University Press
ISBN 13 : 0691248087
Total Pages : 768 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Nonparametric Econometrics by : Qi Li

Download or read book Nonparametric Econometrics written by Qi Li and published by Princeton University Press. This book was released on 2023-07-18 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

An Author and Permuted Title Index to Selected Statistical Journals

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Publisher :
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by : Brian L. Joiner

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.

Handbook of Econometrics

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Publisher : Elsevier
ISBN 13 : 0444534288
Total Pages : 1057 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Handbook of Econometrics by : James J. Heckman

Download or read book Handbook of Econometrics written by James J. Heckman and published by Elsevier. This book was released on 2009-01-13 with total page 1057 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Text Mining

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Publisher : John Wiley & Sons
ISBN 13 : 0470749822
Total Pages : 229 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Text Mining by : Michael W. Berry

Download or read book Text Mining written by Michael W. Berry and published by John Wiley & Sons. This book was released on 2010-05-03 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Text Mining: Applications and Theory presents the state-of-the-art algorithms for text mining from both the academic and industrial perspectives. The contributors span several countries and scientific domains: universities, industrial corporations, and government laboratories, and demonstrate the use of techniques from machine learning, knowledge discovery, natural language processing and information retrieval to design computational models for automated text analysis and mining. This volume demonstrates how advancements in the fields of applied mathematics, computer science, machine learning, and natural language processing can collectively capture, classify, and interpret words and their contexts. As suggested in the preface, text mining is needed when “words are not enough.” This book: Provides state-of-the-art algorithms and techniques for critical tasks in text mining applications, such as clustering, classification, anomaly and trend detection, and stream analysis. Presents a survey of text visualization techniques and looks at the multilingual text classification problem. Discusses the issue of cybercrime associated with chatrooms. Features advances in visual analytics and machine learning along with illustrative examples. Is accompanied by a supporting website featuring datasets. Applied mathematicians, statisticians, practitioners and students in computer science, bioinformatics and engineering will find this book extremely useful.

Nonparametric Econometric Methods and Application

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Publisher : MDPI
ISBN 13 : 3038979643
Total Pages : 224 pages
Book Rating : 4.0/5 (389 download)

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Book Synopsis Nonparametric Econometric Methods and Application by : Thanasis Stengos

Download or read book Nonparametric Econometric Methods and Application written by Thanasis Stengos and published by MDPI. This book was released on 2019-05-20 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.

Applied Nonparametric Econometrics

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Publisher : Cambridge University Press
ISBN 13 : 1316060675
Total Pages : 381 pages
Book Rating : 4.3/5 (16 download)

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Book Synopsis Applied Nonparametric Econometrics by : Daniel J. Henderson

Download or read book Applied Nonparametric Econometrics written by Daniel J. Henderson and published by Cambridge University Press. This book was released on 2015-01-12 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.

Selected Works of Peter J. Bickel

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Publisher : Springer Science & Business Media
ISBN 13 : 1461455448
Total Pages : 626 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Selected Works of Peter J. Bickel by : Jianqing Fan

Download or read book Selected Works of Peter J. Bickel written by Jianqing Fan and published by Springer Science & Business Media. This book was released on 2012-11-28 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents selections of Peter J. Bickel’s major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter’s amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares insights on these exciting statistical developments with future generations of statisticians. The compilation of supporting material about Peter’s life and work help readers understand the environment under which his research was conducted. The material will also inspire readers in their own research-based pursuits. This volume includes new photos of Peter Bickel, his biography, publication list, and a list of his students. These give the reader a more complete picture of Peter Bickel as a teacher, a friend, a colleague, and a family man.

Semiparametric Regression for the Applied Econometrician

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Publisher : Cambridge University Press
ISBN 13 : 9780521012263
Total Pages : 238 pages
Book Rating : 4.0/5 (122 download)

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Book Synopsis Semiparametric Regression for the Applied Econometrician by : Adonis Yatchew

Download or read book Semiparametric Regression for the Applied Econometrician written by Adonis Yatchew and published by Cambridge University Press. This book was released on 2003-06-02 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.

Impact Evaluation

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Publisher : Cambridge University Press
ISBN 13 : 1107042461
Total Pages : 431 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Impact Evaluation by : Markus Frölich

Download or read book Impact Evaluation written by Markus Frölich and published by Cambridge University Press. This book was released on 2019-03-21 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Encompasses the main concepts and approaches of quantitative impact evaluations, used to consider the effectiveness of programmes, policies, projects or interventions. This textbook for economics graduate courses can also serve as a manual for professionals in research institutes, governments, and international organizations.

Handbook of Econometrics

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Publisher : Elsevier
ISBN 13 : 0444532005
Total Pages : 1057 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Handbook of Econometrics by : Zvi Griliches

Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 1057 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.

Semiparametric and Nonparametric Methods in Econometrics

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Publisher : Springer Science & Business Media
ISBN 13 : 0387928707
Total Pages : 278 pages
Book Rating : 4.3/5 (879 download)

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Book Synopsis Semiparametric and Nonparametric Methods in Econometrics by : Joel L. Horowitz

Download or read book Semiparametric and Nonparametric Methods in Econometrics written by Joel L. Horowitz and published by Springer Science & Business Media. This book was released on 2010-07-10 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author’s previous book on semiparametric methods in econometrics. Nearly half of the material is new.