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» Generalized semiparametrically structured mixed models
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CSDA
2008
52views more  CSDA 2008»
13 years 4 months ago
Semi-parametric specification tests for mixing distributions
We present a semi-parametric method for testing mixing distributions in the mixed Poisson model. The proposed method, which is based on the generalized method of moments, does not...
Yue Fang
BMCBI
2010
97views more  BMCBI 2010»
12 years 11 months ago
A semi-parametric Bayesian model for unsupervised differential co-expression analysis
Background: Differential co-expression analysis is an emerging strategy for characterizing disease related dysregulation of gene expression regulatory networks. Given pre-defined ...
Johannes M. Freudenberg, Siva Sivaganesan, Michael...
IOR
2008
103views more  IOR 2008»
13 years 4 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
CSDA
2007
100views more  CSDA 2007»
13 years 4 months ago
Estimation of fractional integration in the presence of data noise
The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, meas...
Niels Haldrup, Morten Ørregaard Nielsen