1 - 10 of 14 articles
Consider a repeated measurement partially linear regression model with an unknown vector parameter β
1, an unknown function g(·), and unknown heteroscedastic error variances. In order to improve the semiparametric generalized least squares estimator (SGLSE) of β, we propose an iterative weighted...
The goals of this paper are twofold: we describe common features in data sets from motor vehicle insurance companies and we investigate a general strategy which exploits the knowledge of such features. The results of the strategy are a basis to develop insurance tariffs. We use a nonparametric...
The concern over outliers is old since Bernoulli (see ), reviewed historically by  and updated with  in their encyclopedia textbook. James et al. used simulation technique to compare some recent published outlier detection procedures.
Recent experience has shown that interior-point methods using a log barrier approach are far superior to classical simplex methods for computing solutions to large parametric quantile regression problems. In many large empirical applications, the design matrix has a very sparse structure. A...
Many survival studies record the times to two or more distinct failures on each subject. The failures may be events of different natures or may be repetitions of the same kind of event. In this article, we consider the regression analysis of such multivariate failure time data under the additive...
A weight of evidence is a calibrated statistic whose values in [0, 1] indicate the degree of agreement between the data and either of two hypothesis, one being treated as the null (H
0) and the other as the alternative (H
1). A value of zero means perfect agreement with the null, whereas a value...
For partial linear model Y = X
0 + g
0(T) + ε with unknown β
0 ∈¸ R
and an unknown smooth function g
0, this paper considers the Huber-Dutter estimators of β
0, scale σ for the errors and the function g
0 respectively, in which the smoothing B-spline function is used. Under some regular...
A brief survey of former and recent results on Huber’s minimax approach in robust statistics is given. The least informative distributions minimizing Fisher information for location over several distribution classes with upper-bounded variances and subranges are written down. These least...
We introduce a new parametrization of elliptically contoured densities and study the associated family of projected (circular) distributions. In particular we investigate the trigonometric moments and some convolution properties.
In this paper, the L
1-norm estimators and the random weighted statistic for a semiparametric regression model are constructed, the strong convergence rates of estimators are obtain under certain conditions, the strong efficiency of the random weighting method is shown. A simulation study is...
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.