Estimation of a semiparametric multiplicative density model

DOI10.1016/j.jkss.2016.06.001zbMath1348.62125OpenAlexW2474082632MaRDI QIDQ334851

Young Kyung Lee

Publication date: 1 November 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.06.001

zbMATH Keywords

semiparametric modelsNewton-Kantorovich theorembackfittingin-sample density forecasting

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

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Cites Work

• Identification of the age-period-cohort model and the extended chain-ladder model
• Generalized partially linear varying coefficient models with multiple smoothing variables
• Semi-parametric regression: efficiency gains from modeling the nonparametric part
• On adaptive estimation
• Efficient estimation in the two-sample semiparametric location-scale models
• Operational time and in-sample density forecasting
• Asymptotics for in-sample density forecasting
• In-sample forecasting applied to reserving and mesothelioma mortality
• Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
• Smooth backfitting in generalized additive models
• Efficient semiparametric estimation in generalized partially linear additive models
• Forecasting with the age-period-cohort model and the extended chain-ladder model

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