Search Results - "semiparametric model"

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  1. 1
    GEE-smoothing spline in semiparametric model with correlated nominal data

    GEE-smoothing spline in semiparametric model with correlated nominal data by Ibrahim, Noor Akma, Suliadi

    Published 2010
    “…In this paper we propose GEE‐Smoothing spline in the estimation of semiparametric models with correlated nominal data. The method can be seen as an extension of parametric generalized estimating equation to semiparametric models. …”
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  2. 2
    Assessing the Value Risk (VAR) for BSE Index consisting of 30 stocks by using various parametric, nonparametric and semiparametric models for estimating Value-at-Risk (VAR)

    Assessing the Value Risk (VAR) for BSE Index consisting of 30 stocks by using various parametric, nonparametric and semiparametric models for estimating Value-at-Risk (VAR) by Gupta, Ruchir

    Published 2008
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  3. 3
    Rank regression for modeling bus dwell time in the presence of censored observations

    Rank regression for modeling bus dwell time in the presence of censored observations by Karimi, Mostafa, Ibrahim, Noor Akma

    Published 2019
    “…Rank regression based on the accelerated failure time model is a semiparametric model that does not involve assumptions about the model variables or the model error terms. …”
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  4. 4
    Gee-Smoothing Spline for Semiparametric Estimation of Longitudinal Categorical Data

    Gee-Smoothing Spline for Semiparametric Estimation of Longitudinal Categorical Data by Suliadi

    Published 2011
    “…We develop GEE-Smoothing spline as a method to analyze semiparametric model for longitudinal data. The proposed methods are an extension of parametric generalized estimating equation (GEE) to semiparametric GEE by introducing smoothing spline into parametric GEE. …”
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  5. 5
    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market

    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market by PENG, BO

    Published 2006
    “…In this paper, parametric, nonparametric, and semiparametric models are applied to a hypothetical portfolio consisting a single asset-Shanghai Stock Index 180, to assess their performance in the Chinese stock market. …”
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