Results 21 to 30 of about 51,696 (258)

Realized density estimation using intraday prices

Croatian Review of Economic, Business and Social Statistics, 2020
Availability of high-frequency data, in line with IT developments, enables the use of Availability of high-frequency data, in line with IT developments, enables the use of more information to estimate not only the variance (volatility), but also higher ...
Arnerić Josip
doaj   +1 more source

Bandwidth Prediction based on Nu-Support Vector Regression and Parallel Hybrid Particle Swarm Optimization [PDF]

International Journal of Computational Intelligence Systems, 2010
This paper addresses the problem of generating multi-step-ahead bandwidth prediction. Variation of bandwidth is modeled as a Nu-Support Vector Regression (Nu-SVR) procedure. A parallel procedure is proposed to hybridize constant and binary Particle Swarm
Liang Hu, Xilong Che, Xiaochun Cheng
doaj   +1 more source

The Priestley-Chao Estimator of Conditional Density with Uniformly Distributed Random Design [PDF]

Statistika: Statistics and Economy Journal, 2018
The present paper is focused on non-parametric estimation of conditional density. Conditional density can be regarded as a generalization of regression thus the kernel estimator of conditional density can be derived from the kernel estimator of the ...
Kateřina Konečná
doaj  

Systems with selective overflow and change of bandwidth [PDF]

2012 1st IEEE International Conference on Communications in China (ICCC), 2012
We consider a loss system with n channels and a finite or infinite overflow group, which is offered N different services, all having Poisson arrival processes. All calls have same bandwidth demand and mean service time, but the mean service time may be different on the primary group and the overflow group, corresponding to data traffic with different ...
openaire   +1 more source

Optimal Bandwidth Selection for Kernel Density Functionals Estimation

Journal of Probability and Statistics, 2015
The choice of bandwidth is crucial to the kernel density estimation (KDE) and kernel based regression. Various bandwidth selection methods for KDE and local least square regression have been developed in the past decade.
Su Chen
doaj   +1 more source

An R Package Implementation for Statistical Modeling of Emergence Curves in Weed Science

Proceedings, 2018
Over the last few years, the research group MODES has carried out a research line (in collaboration with researchers from the Sustainable Agriculture Institute of the CSIC in Córdoba) on statistical modeling in weed science. One of the aspects dealt with
Daniel Barreiro-Ures, Ricardo Cao, Mario Francisco-Fernández   +2 more
doaj   +1 more source

Asymptotic normality of local linear regression estimator for mixtures with varying concentrations

Modern Stochastics: Theory and Applications
Finite mixtures with different regression models for different mixture components naturally arise in statistical analysis of biological and sociological data. In this paper a model of mixtures with varying concentrations is considered in which the mixing
Daniel Horbunov, Rostyslav Maiboroda
doaj   +1 more source

Bandwidth Selection Problem in Nonparametric Functional Regression [PDF]

Statistika: Statistics and Economy Journal, 2017
The focus of this paper is the nonparametric regression where the predictor is a functional random variable, and the response is a scalar. Functional kernel regression belongs to popular nonparametric methods used for this purpose. The two key problems
Daniela Kuruczová, Jan Koláček
doaj  

Best Possible Constant for Bandwidth Selection

The Annals of Statistics, 1992
For the data based choice of the bandwidth of a kernel density estimator, several methods have recently been proposed which have a very fast asymptotic rate of convergence to the optimal bandwidth. In particular the relative rate of convergence is the square root of the sample size, which is known to be the best possible.
Fan, Jianqing, Marron, James S.
openaire   +3 more sources

Polarization‐resolved femtosecond Vis/IR spectroscopy tailored for resolving weak signals in biological samples using minimal sample volume

FEBS Open Bio, EarlyView.
Unique biological samples, such as site‐specific mutant proteins, are available only in limited quantities. Here, we present a polarization‐resolved transient infrared spectroscopy setup with referencing to improve signal‐to‐noise tailored towards tracing small signals. We provide an overview of characterizing the excitation conditions for polarization‐
Clark Zahn, Karsten Heyne
wiley   +1 more source