A moment-based alternative to OLS for fractional polynomials achieves closed-form variance reduction for skewed errors by the factor g2 = 1 - gamma3^2/(2+gamma4) while preserving coverage and reverting to OLS under symmetry.
Polynomial Estimation of Linear Regressi- on Parameters for the Asymmetric PDF of Errors // AISC, vol
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This work traces the evolution of Kunchenko stochastic polynomials as a semiparametric methodology for non-Gaussian estimation, linking them formally to Volterra series while outlining the school's dissertations, collaborations, and an R package.
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Efficient frequentist fractional polynomials for skewed dose-response and survival data: a variance-reducing alternative to OLS-FP
A moment-based alternative to OLS for fractional polynomials achieves closed-form variance reduction for skewed errors by the factor g2 = 1 - gamma3^2/(2+gamma4) while preserving coverage and reverting to OLS under symmetry.
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From Volterra Series to Kunchenko Stochastic Polynomials: Half a Century of Non-Gaussian Estimation Methodology
This work traces the evolution of Kunchenko stochastic polynomials as a semiparametric methodology for non-Gaussian estimation, linking them formally to Volterra series while outlining the school's dissertations, collaborations, and an R package.