The Art of Semiparametrics

by Sperlich, Stefan; Hardle, Wolfgang; Aydinli, Gokhan

• ISBN13: 9783790817003
• ISBN10: 3790817007
• Format: Paperback
• Copyright: 2006-05-30
• Publisher: Physica Verlag

Summary

This selection of articles has emerged from different works presented at the conference "The Art of Semiparametrics" celebrated in 2003 in Berlin. The idea was to bring together junior and senior researchers but also practitioners working on semiparametric statistics in rather different fields. The meeting succeeded in welcoming a group that presents a broad range of areas where research on, respectively with, semiparametric methods is going on. It contains mathematical statistics, econometrics, finance, business statistics, etc. and thus combines theoretical contributions with more applied and partly even empirical studies. Although each article represents an original contribution to its own field, they all are written in a self-contained way to be read also by non-experts of the particular topic. This volume therefore offers a collection of individual works that together show the actual large spectrum of semiparametric statistics.

Table of Contents

1 Asymptotic Theory for M-Estimators of Boundaries
Keith Knight	1	(21)
2 A Simple Deconvolving Kernel Density Estimator when Noise Is Gaussian
Isabel Proença	22	(10)
3 Nonparametric Volatility Estimation on the Real Line from Low Frequency Data
Markus Reiß	32	(17)
4 Linear Regression Models for Functional Data
Hervé Cardot & Pascal Sarda	49	(18)
5 Penalized Binary Regression as Statistical Learning Tool for Microarray Analysis
Michael G. Schimek	67	(10)
6 A Relaxed Iterative Projection Algorithm for Rank-Deficient Regression Problems
Michael G. Schimek & Haro Stettner	77	(14)
7 About Sense and Nonsense of Non- and Semi-parametric Analysis in Applied Economics
Stefan Sperlich	91	(21)
8 Functional Nonparametric Statistics in Action
Frédéric Ferraty & Philippe Vieu	112	(18)
9 Productivity Effects of IT-Outsourcing: Semi-parametric Evidence for German Companies
Irene Bertschek & Marlene Müller	130	(25)
10 Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence
Christine Camlong-Viot, Juan M. Rodriguez-Póo & Philippe Vieu	155