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Semi-parametric Bayesian Inference for Multi-Season Baseball Data
(INT SOC BAYESIAN ANALYSIS, 2008)
We analyze complete sequences of successes (hits, walks, and sacrifices) for a group of players from the American and National Leagues, collected over 4 seasons. The goal is to describe how players' performance vary from ...
A (semi-)parametric functional coefficient autoregressive conditional duration model
(2013-12-09)
In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient ...
Estimation of the mean quality-adjusted survival using a multistate model for the sojourn times
(ELSEVIER SCIENCE BV, 2008)
In clinical trials, it may be of interest taking into account physical and emotional well-being in addition to survival when comparing treatments. Quality-adjusted survival time has the advantage of incorporating information ...
Semiparametric estimation of a sample selection model with a binary endogenous regressor: the effect of chronicity in labour supply
The aim of this paper is to investigate the effect of chronicity in labour supply and the participation equation in a flexible framework. We analyse a semiparametric model for data including problems of sample selection ...
Semiparametric modeling of the spatial distribution of occupational accident risk in the casual labor market, Piracicaba, southeast Brazil
(Blackwell Publishing, 2007-04-01)
The objective of this study was to estimate the spatial distribution of work accident risk in the informal work market in the urban zone of an industrialized city in southeast Brazil and to examine concomitant effects of ...
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
(Taylor & Francis Inc, 2016-08-08)
In this article, we propose a class of logarithmic autoregressive conditional duration (ACD)-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and asymmetries in financial durations. ...