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Browsing by Author "Sperlich, Stefan"
Now showing items 1-10 of 10
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2005-10-17BuchAbout Sense and Nonsense of Non- and Semiparametric Analysis in Applied Econometrics Sperlich, Stefan
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2006-06-07BuchComponent Analysis for Additive Models Härdle, Wolfgang Karl; Sperlich, Stefan; Spokoiny, VladimirWe consider the component analysis problem for a regression model with an additive structure. The problem is to check the hypothesis of linearity for each component without specifying the structure of the remaining components. ...
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2006-06-01BuchEstimation of Derivates for Additive Separable Models Severance-Lossin, E.; Sperlich, StefanAdditive regression models have a long history in nonparametric regression. It is well known that these models can be estimated at the one dimensional rate. Until recently, however, these models have been estimated by a ...
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1997-06-03BuchFinancial calculations on the net Härdle, Wolfgang Karl; Sperlich, Stefan
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2005-09-29BuchGeneralized Additive Models Sperlich, Stefan; Zelinka, Jiří
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1998-08-21BuchNon-Uniformity of Job-Matching in a Transition Economy A Nonparametric Analysis for the Czech RepublicProfit, Stefan; Sperlich, StefanWe consider problems in modelling job-matching in the Czech Republic during the transition to a market economy. Special interest is devoted to functional form considerations and the analysis of returns to scale of the ...
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1998-02-16BuchNonparametric Estimation and Testing of Interaction in Additive Models Sperlich, Stefan; Tjøstheim, Dag; Yang, LijianWe consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. ...
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1997-07-14BuchRisikomessung mit VaR für Portfolios Diskussion und empirischer Vergleich verschiedener BerechnungsmethodenBöhmer, Ekkehart; Sperlich, StefanIn dieser Arbeit werden zwei Methoden zur Ermittlung der Eigenkapitalunterlegung von Risikopositionen und die Auswirkungen unterschiedlicher Verteilungsannahmen auf das Value-at-Risk (VaR) untersucht. Die empirischen ...
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1998-11-09BuchSemiparametric additive indices for binary response and generalized additive models Härdle, Wolfgang Karl; Huet, Sylvie; Mammen, Enno; Sperlich, StefanModels are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT β + α + m1(T1) + … + md(Td)}. Here G is a known (link) function, β is an unknown parameter, and m1, …, md are unknown ...
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1998-09-04BuchSemiparametric three Step Estimation Methods in Labor Supply Models Fernández, Ana I.; Rodríguez-Póo, Juan M.; Sperlich, StefanThe aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest ...
