Semi-parametric estimation of shifts

Semi-parametric estimation of shifts

AbstractWe observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using M -estimators. Fourier transform enables to transform this statistical problem into a semi-parametric framework. We study the convergence of the estimator and provide its asymptotic behavior. Moreover, we u...

Semi-parametric estimation of the strategic goods (OPEC oil price)

In the global economy, crude oil is among the most important strategic goods that affects the performance of local and international markets. Prediction of the oil price has always been an important challenging topic in the global economy and producers and consumers have constantly been trying to improve their roll in the oil price changes and for many years OPEC has been one of the key players...

Estimation of semi-parametric additive coefficient model

In the multivariate regression setting, we propose a flexible varying coefficient model in which the regression coefficients of some predictors are additive functions of other predictors. Marginal integration estimators of the coefficients are developed and their asymptotic properties investigated. Under -mixing, it is found that the estimators of the parameters in the regression coefficients h...

Estimation of a semi parametric model of fMRI data

This work provides a new approach to estimate the parameters of a semi-parametric generalized linear model in the wavelet domain. The method is illustrated with the problem of detecting significant changes in fMRI signals that are correlated to a stimulus time course. The fMRI signal is described as the sum of two effects : a smooth trend and the response to the stimulus. The trend belongs to a...

Estimation of Reliability with Semi-parametric Frailty Modeling of Degradation