The asymptotic distribution of maximum likelihood estimators is derived for a class of exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models. The result carries over to models for duration and realised volatility that use an exponential link function. A key feature of the model formulation is that the dynamics are driven by the score. Keywords: Duration models; g...

OBJECTIVE Systemic lupus erythematosus (SLE) is an autoimmune disease that affects women nine times more often than men. The present study investigates estradiol-dependent control of the calcium-buffering protein, calreticulin, to gain further insight into the molecular basis of abnormal T cell signaling in SLE T cells. METHODS T cells were purified from blood samples obtained from healthy fe...

This paper studies the quantile estimation by using link function under a broad family of asymmetric densities known as generalized quantile-based family. We proposed and in regression settings. The estimator’s asymptotic properties estimators are also discussed here. To demonstrate methods for estimating function, an actual data application including proportion daily SARS-Cov-2 infected person...

Adoptive immunotherapy using receptor-modified T lymphocytes has shown promise in preclinical studies for the treatment of infectious and malignant diseases. These modified T cells express chimeric receptors that link ligand recognition and signal transduction domains in a single gene product. Typically, a single chain Fv fragment is genetically attached to the cytoplasmic domain of the T-cell ...

In this paper, we study semiparametric estimation for a single–index panel data model where the nonlinear link function varies among the individuals. We propose using the so–called refined minimum average variance estimation based on a local linear smoothing method to estimate both the parameters in the single–index and the average link function. As the cross–section dimension N and the time se...