Fabian Dunker

collaborators

3 papers

stat.CO2021

Nonparametric Estimation of the Random Coefficients Model in Python

Emil Mendoza, Fabian Dunker, Marco Reale

We present $PyRMLE$ , a Python module that implements Regularized Maximum Likelihood Estimation for the analysis of Random Coefficient models. $PyRMLE$ is simple t…

stat.ME2021

Regularized Maximum Likelihood Estimation for the Random Coefficients Model

Fabian Dunker, Emil Mendoza, Marco Reale

The random coefficients model $Y_{i} = β_{0}_{i} + β_{1}_{i} X_{1}_{i} + β_{2}_{i} X_{2}_{i} + \dots + β_{d}_{i} X_{d}_{i}$ , with $X_{i}$ , $Y_{i}$ , $β_{i}$ i.i.d, and $β_{i}$ independent of…

stat.ME2017

Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions

Fabian Dunker, Stephan Klasen, Tatyana Krivobokova

Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various econ…