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New semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics
Gaussian fractionally integrated processes Adaptive semiparametric estimators of the meme-ory parameter test of long-memory stationarity test unit root test.
2012/9/19
In this paper, we show that the adaptive multidimensional increment ratio estimator of the long range memory parameter defined in Bardet and Dola (2012) satisfies acentral limit theorem (CLT in the se...
Semiparametric inference in mixture models with predictive recursion marginal likelihood
Density estimation Dirichlet process mixture empirical Bayes filtering algorithm
2011/7/5
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm...
SIMEX and standard error estimation in semiparametric measurement error models
Berkson measurement errors measurement error misspecified models nonparametric regression radiation epidemiology semiparametric models
2009/9/16
SIMEX is a general-purpose technique for measurement error correction. There is a substantial literature on the application and theory of SIMEX for purely parametric problems, as well as for purely no...