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Semiparametric estimation and inference using doubly robust moment conditions
(2013-12-05)
We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance ...
Threshold selection for extremes under a semiparametric model
(Springer Heidelberg, 2013-07)
In this work we propose a semiparametric likelihood procedure for the threshold selection for extreme values.This is achieved under a semiparametric model,which assumes there is a threshold above which the excess distribution ...
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves
(Sociedade Brasileira de Econometria, 2015)
Extending multivariate Student's-t semiparametric mixed models for longitudinal data with censored responses and heavy tails
(John Wiley and Sons Ltd, 2022)
© 2022 John Wiley & Sons Ltd.This article extends the semiparametric mixed model for longitudinal censored data with Gaussian errors by considering the Student's (Formula presented.) -distribution. This model allows us to ...
Semiparametric animal models via penalized splines as alternatives to models with contemporary groups
(American Society of Animal Science, 2005-11-01)
Contemporary groups (CG) are used in genetic evaluation to account for systematic environmental effects of management, nutritional level, or any other differentially expressed group effect; however, because the functional ...
Tree-structured smooth transition models
(Escola de Pós-Graduação em Economia da FGV, 2005-11-03)
The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). ...
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 semiparametric Bayesian model for repeatedly repeated binary outcomes
(WILEY-BLACKWELL, 2008)
We discuss the analysis of data from single-nucleotide polymorphism arrays comparing tumour and normal tissues. The data consist of sequences of indicators for loss of heterozygosity (LOH) and involve three nested levels ...