Semiparametric distribution forecasting

DOI10.1016/j.jspi.2010.04.038zbMath1233.62157OpenAlexW2135296279MaRDI QIDQ993815

Richard E. Gagnon, Benjamin Kedem-Kimelfeld

Publication date: 20 September 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.038

zbMATH Keywords

residualregression modelsempirical likelihoodpredictive distributionexponential tiltreference distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

A Bayesian discriminant analysis method under semiparametric density ratio models ⋮ Out-of-sample fusion in risk prediction ⋮ Comments on: Some recent theory for autoregressive count time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the effect of misspecifying the density ratio model
• Empirical likelihood in biased sample problems
• Empirical likelihood and general estimating equations
• Quantile estimation under a two-sample semi-parametric model
• Large sample theory of maximum likelihood estimates in semiparametric biased sampling models.
• Semi-parametric cluster detection
• Quantile probability and statistical data modeling
• Forecasting mortality rates via density ratio modeling
• Maximum likelihood estimation in semiparametric selection bias models with application to AIDS vaccine trials
• A goodness-of-fit test for logistic regression models based on case-control data
• Bayesian Prediction of Transformed Gaussian Random Fields
• M‐estimation Under a Two‐Sample Semiparametric Model
• A Semiparametric Approach to the One-Way Layout

This page was built for publication: Semiparametric distribution forecasting