Zobrazeno 1 - 10
of 7 676
pro vyhledávání: '"Statistics::Applications"'
Autor:
Guan, Qian, Yang, Shu
Publikováno v:
Statistica Sinica.
Multiple imputation is widely used to handle missing data. Although Rubin's combining rule is simple, it is not clear whether or not the standard multiple imputation inference is consistent when coupled with the commonly-used full sample estimators.
Publikováno v:
IEEE Transactions on Knowledge and Data Engineering. 35:2837-2846
Missing data widely exist in the raw or processed data, implying information loss. In many cases, missing values have to be accurately imputed for further use. In this paper, an extreme case, consecutively missing data in large-length and mainly rema
Publikováno v:
Journal of Econometrics. 230:453-482
This paper considers the inference problems in nonlinear quantile regressions with both stationary and nonstationary covariates. The nonparametric local constant quantile estimator is proposed to estimate the unknown quantile regression function, who
Autor:
Xun Pang, Licheng Liu
Publikováno v:
Political Science Research and Methods. :1-15
This paper proposes a Bayesian multifactor spatio-temporal model with a dynamic spatial autoregressive coefficient to estimate time-varying network interdependence with time-series cross-sectional data. To correct biases caused by unobserved time-var
Publikováno v:
Econometrics and Statistics. 23:36-52
Diurnal fluctuations in volatility are a well-documented stylized fact of intraday price data. This warrants an investigation how this intraday periodicity (IP) affects both finite sample as well as asymptotic properties of several popular realized e
Publikováno v:
Communications in Statistics - Simulation and Computation. :1-17
Data sets with missing values bring great challenges to k-means clustering (KMC). At present, most studies focus on KMC data with low missing ratio while few studies on KMC data with high missing ratio. The current imputation methods have the followi
Autor:
Wang, Hengfang, Kim, Jae Kwang
Publikováno v:
Annals of the Institute of Statistical Mathematics.
Imputation and propensity score weighting are two popular techniques for handling missing data. We address these problems using the regularized M-estimation techniques in the reproducing kernel Hilbert space. Specifically, we first use the kernel rid
Publikováno v:
Sustainable Business and Society in Emerging Economies. 4:25-32
Purpose: The purpose of this study is to specify an efficient forecast model for the accurate prediction of macroeconomic variables in the context of Pakistan. Design/Methodology/Approach: We particularly investigate the comparative accuracy of Artif
Publikováno v:
Stats; Volume 5; Issue 2; Pages: 358-370
Missing covariate values are a common problem in survival studies, and the method of choice when handling such incomplete data is often multiple imputation. However, it is not obvious how this can be used most effectively when an incomplete covariate
Autor:
Samuel Asante Gyamerah
Publikováno v:
Journal of King Saud University - Computer and Information Sciences. 34:1003-1009
High frequency Bitcoin price series are often non-linear and non-stationary and hence forecasting the price of Bitcoin directly or by transformation using statistical models is subject to large errors. This paper presents an ensemble model using vari