Results 61 to 70 of about 936 (117)

Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation [PDF]

Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of ...
Enzo Giacomini, Volker Krätschmer, Wolfgang Härdle   +2 more
core  

Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes. [PDF]

Rev Mat Complut, 2021
Bouzebda S, Didi S.
europepmc   +1 more source

Inference in Functional Linear Quantile Regression. [PDF]

J Multivar Anal, 2022
Li M, Wang K, Maity A, Staicu AM.
europepmc   +1 more source

Nonparametric methods for volatility density estimation

, 2009
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process.
Spreij, Peter, van Es, Bert, van Zanten, Harry   +2 more
core  

Robust and efficient estimation of nonparametric generalized linear models. [PDF]

Test (Madr), 2023
Kalogridis I, Claeskens G, Van Aelst S.
europepmc   +1 more source

FUNCTIONAL SUFFICIENT DIMENSION REDUCTION THROUGH AVERAGE FRÉCHET DERIVATIVES. [PDF]

Ann Stat, 2022
Lee KY, Li L.
europepmc   +1 more source

Pointwise adaptive estimation for robust and quantile regression

, 2009
A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each point M-estimators
Cuenod, Charles-Andre, Reiss, Markus, Rozenholc, Yves   +2 more
core   +1 more source

Variable selection for partially linear models via Bayesian subset modeling with diffusing prior. [PDF]

J Multivar Anal, 2021
Wang J, Cai X, Li R.
europepmc   +1 more source

Adaptive exact recovery in sparse nonparametric models. [PDF]

Stat Inference Stoch Process
Stepanova N, Turcicova M.
europepmc   +1 more source

Integrative analysis of high-dimensional quantile regression with contrasted penalization. [PDF]

J Appl Stat
Ren P, Liu X, Zhang X, Zhan P, Qiu T.
europepmc   +1 more source