Debiased semiparametric U-statistics: Machine learning inference on inequality of opportunity

JC Escanciano, JR Terschuur - arXiv preprint arXiv:2206.05235, 2022 - arxiv.org
We propose a novel method for constructing locally robust/orthogonal moments in a
semiparametric U-statistics setting. These moments are quadratic and have a zero derivative …

[图书][B] When Are Estimates Independent of Measurement Units?

N Thakral, LT Tô - 2023 - linh.to
Data transformations often facilitate regression analysis, yet many commonly used
transformations make hypothesis testing misleading because the results depend on the …

Feasible IV regression without excluded instruments

ES Tsyawo - The Econometrics Journal, 2023 - academic.oup.com
The relevance condition of integrated conditional moment (ICM) estimators is significantly
weaker than the conventional instrumental variable's in at least two respects:(1) consistent …

Estimation of the error density in a semiparametric transformation model

B Colling, C Heuchenne, R Samb… - Annals of the Institute of …, 2015 - Springer
Consider the semiparametric transformation model Λ _ θ _o (Y)= m (X)+ ε Λ θ o (Y)= m (X)+
ε, where θ _o θ o is an unknown finite dimensional parameter, the functions Λ _ θ _o Λ θ o …

[图书][B] The use of data-driven transformations and their applicability in small area estimation

N Rojas-Perilla - 2018 - search.proquest.com
One of the goals of data analysts is to establish relationships between variables using
regression models. Standard statistical techniques for linear and linear mixed regression …

Estimating the error distribution in semiparametric transformation models

C Heuchenne, R Samb, I Van Keilegom - 2015 - projecteuclid.org
In this paper we consider the semiparametric transformation model Λθo (Y)= m (X)+ ε, where
θo is an unknown finite dimensional parameter, the function m (·)= E (Λθo (Y)| X=·) is …

A simple omnibus overidentification specification test for time series econometric models

MA Domínguez, IN Lobato - Econometric Theory, 2015 - cambridge.org
Despite their theoretical advantages, Integrated Conditional Moment (ICM) specification
tests are not commonly employed in the econometrics practice. An important reason is that …

A practical application of 'Six Sigma'to port operations

ST Ung, YT Chen - Journal of Marine Engineering & Technology, 2010 - Taylor & Francis
The quality of the services provided by a port is important. However, few ports evaluate and
improve the quality of services using scientific quality assurance methods based on …

Semiparametric inference for partially linear regressions with Box-Cox transformation

D Becker, A Kneip, V Patilea - arXiv preprint arXiv:2106.10723, 2021 - arxiv.org
In this paper, a semiparametric partially linear model in the spirit of Robinson (1988) with
Box-Cox transformed dependent variable is studied. Transformation regression models are …

Estimation of disaggregated indicators with application to the household finance and consumption survey

AK Kreutzmann - 2019 - refubium.fu-berlin.de
International institutions and national statistical institutes are increasingly expected to report
disaggregated indicators, ie, means, ratios or Gini coefficients for different regional levels …