6 papers
New Confidence Regions for Linear Regression Parameters with Stationary-Ergodic Dependent Errors
Mous-Abou Hamadou, Martial Longla, Mathias Nthiani Muia +1
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The met…
Penalized KLIC Model Selection for the Generalized Method of Moments in Longitudinal Data with Time-Dependent Covariates
Mahmud Hasan, Mathias Nthiani Muia, Mous-Abou Hamadou +1
Model selection plays an important role in longitudinal data analysis, especially when models are estimated using the generalized method of moments (GMM) in the presence of time-de…
Uniform Asymptotic Theory for Local Likelihood Estimation of Covariate-Dependent Copula Parameters
Mathias Nthiani Muia
Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform…
A Point on Discrete versus Continuous State-Space Markov Chains
Mathias N. Muia, Martial Longla
This paper examines the impact of discrete marginal distributions on copula-based Markov chains. We present results on mixing and parameter estimation for a copula-based Markov cha…
Generalization error property of infoGAN for two-layer neural network
Mahmud Hasan, Mathias Muia
Information Maximizing Generative Adversarial Network (infoGAN) can be understood as a minimax problem involving two neural networks: discriminators and generators with mutual info…
Kernel Smoothing for Bounded Copula Densities
Mathias N. Muia, Olivia Atutey, Mahmud Hasan
Nonparametric estimation of copula density functions using kernel estimators presents significant challenges. One issue is the potential unboundedness of certain copula density fun…