Cover Image

Two-stage weighted least squares estimator of multivariate non-negative observation-driven models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Armillotta, Mirko
Format:	Preprint
Published:	2023
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
by: Armillotta, Mirko, et al.
Published: (2023)

Subscedastic weighted least squares estimates
by: Bryan, Jordan, et al.
Published: (2024)

With random regressors, least squares inference is robust to correlated errors with unknown correlation structure
by: Zhang, Zifeng, et al.
Published: (2024)

Weighted least squares estimation by multivariate-dependent weights for linear regression models
by: Huang, Lei, et al.
Published: (2026)

A multivariate spatial regression model using signatures
by: Frévent, Camille, et al.
Published: (2024)

Variance estimation after matching or re-weighting
by: Meng, Xiang, et al.
Published: (2025)

A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
by: Bai, Lujia, et al.
Published: (2024)

Efficient estimation of parameters in marginals in semiparametric multivariate models
by: Medovikov, Ivan, et al.
Published: (2024)

A Two-stage Inference Procedure for Sample Local Average Treatment Effects in Randomized Experiments
by: Zhong, Zhen, et al.
Published: (2024)

Conjugacy properties of multivariate unified skew-elliptical distributions
by: Karling, Maicon J., et al.
Published: (2024)

On minimum contrast method for multivariate spatial point processes
by: Zhu, Lin, et al.
Published: (2022)

Geometric quantile-based measures of multivariate distributional characteristics
by: Shin, Ha-Young, et al.
Published: (2024)

A multivariate extension of Azadkia-Chatterjee's rank coefficient
by: Huang, Wenjie, et al.
Published: (2025)

Pearson Chi-squared Conditional Randomization Test
by: Javanmard, Adel, et al.
Published: (2021)

To impute or not to? Testing multivariate normality on incomplete dataset: Revisiting the BHEP test
by: Aleksić, Danijel, et al.
Published: (2024)

Classification of multivariate functional data on different domains with Partial Least Squares approaches
by: Moindjie, Issam-Ali, et al.
Published: (2022)

Power of masking methods for adaptive testing in a multivariate normal means problem
by: Chakraborty, Abhinav, et al.
Published: (2026)

Modelling pairs of Poissons and binomials with negative correlation
by: Hjort, Nils Lid
Published: (2026)

Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence
by: Balabdaoui, Fadoua, et al.
Published: (2025)

Restricted maximum likelihood estimation in generalized linear mixed models
by: Maestrini, Luca, et al.
Published: (2024)

Surrogate modeling for probability distribution estimation:uniform or adaptive design?
by: Su, Maijia, et al.
Published: (2024)

The Generalized Elastic Net for least squares regression with network-aligned signal and correlated design
by: Tran, Huy, et al.
Published: (2022)

A nonparametric Bayesian analysis of independent and identically distributed observations of covariate-driven Poisson processes
by: Dolmeta, Patric, et al.
Published: (2025)

Empirical Bayes estimation: When does $g$-modeling beat $f$-modeling in theory (and in practice)?
by: Shen, Yandi, et al.
Published: (2022)

Rate doubly robust estimation for weighted average treatment effects
by: Wang, Yiming, et al.
Published: (2025)

A unified analysis of likelihood-based estimators in the Plackett--Luce model
by: Han, Ruijian, et al.
Published: (2023)

Dimension estimation in PCA model using high-dimensional data augmentation
by: Radojicic, Una, et al.
Published: (2025)

Weight-calibrated estimation for factor models of high-dimensional time series
by: Qiao, Xinghao, et al.
Published: (2025)

Identification enhanced generalised linear model estimation with nonignorable missing outcomes
by: Beppu, Kenji, et al.
Published: (2022)

Edge differentially private estimation in the $β$-model via jittering and method of moments
by: Chang, Jinyuan, et al.
Published: (2021)

Consistent Empirical Bayes estimation of the mean of a mixing distribution without identifiability assumption. With applications to treatment of non-response
by: Greenshtein, Eitan
Published: (2024)

Optimally weighted average derivative effects
by: Hines, Oliver, et al.
Published: (2023)

A Kullback-Leibler divergence test for multivariate extremes: theory and practice
by: Engelke, Sebastian, et al.
Published: (2026)

Multiple testing under negative dependence
by: Chi, Ziyu, et al.
Published: (2022)

Robustifying likelihoods by optimistically re-weighting data
by: Dewaskar, Miheer, et al.
Published: (2023)

Do we need to estimate the variance in robust mean estimation?
by: Sun, Qiang
Published: (2021)

Assumption-lean weak limits and tests for two-stage adaptive experiments
by: Niu, Ziang, et al.
Published: (2025)

Controlling the false discovery rate under a non-parametric graphical dependence model
by: Nguyen, Drew T., et al.
Published: (2025)

Capturing heterogeneous time-variation in covariate effects in non-proportional hazard regression models
by: Hagemann, Niklas, et al.
Published: (2025)

One-step TMLE for weighted average treatment effects
by: Liu, Yang, et al.
Published: (2026)