JSTOR Daily

Semiparametric Estimation of a Single-Index Model with Nonparametrically Generated Regressors

This paper develops a theory of estimating parameters of a generated regressor model in which some explanatory variables in the equation of interest are the unknown conditional means of certain ...
JSTOR Daily

Semiparametric Regression Estimation in the Presence of Dependent Censoring

This is a preview. Log in through your library . Abstract We propose a semiparametric estimation procedure for estimating the regression of an outcome Y, measured at the end of a fixed follow-up ...
Risk

Loss given default estimation: a two-stage model with classification tree-based boosting and support vector logistic regression

The Basel Accords allow banks to estimate credit risk. Accordingly, more attention has been dedicated recently to the analysis of loss given default (LGD) and the development of an LGD estimation ...
Harvard Business School

Using Regression Analysis to Estimate Time Equations

Martinez-Jerez, Francisco de Asis, and Ariel Andres Blumenkranc. "Using Regression Analysis to Estimate Time Equations." Harvard Business School Background Note 111-001, September 2010. (Revised ...
Simon Fraser University

Computations for Ridge Regression and IPC Analysis

where Z = X D - (1/2) and is a identity matrix. For IPC analysis, the smallest m eigenvalues of Z'Z (where m is specified with the PCOMIT= option) are omitted to form the estimates. For information ...
Warc

Using Support Vector Semiparametric Regression to estimate the effects of pricing on brand substitution

Retail marketing managers are primarily concerned with the allocation of scarce marketing resources, such as sales promotion, for improving the market and profit performance of their assortments. The ...