Results 21 to 30 of about 335,347 (295)

Bandwidth Selection in Geographically Weighted Regression Models via Information Complexity Criteria

Journal of Mathematics, 2022
The geographically weighted regression (GWR) model is a local spatial regression technique used to determine and map spatial variations in the relationships between variables.
Tuba Koç
doaj   +1 more source

Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator [PDF]

, 2015
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact at the cut-off
Arai, Yoichi, Ichimura, Hidehiko
core   +2 more sources

ON THE PERFORMANCE OF NONPARAMETRIC SPECIFICATION TESTS IN REGRESSION MODELS [PDF]

, 2013
Some recently developed nonparametric specification tests for regression models are described in a unified way. The common characteristic of these tests is that they are consistent against any alternative hypothesis.
Chesborough HW, Chesbrough H, Chesbrough HW, Chesbrough HW, Department for Business, Enterprise and Regulatory Reform, Department of Enterprise, Trade and Investment, Department of Enterprise, Trade and Investment, Dunning JH, European Commission, Hewitt-Dundas N, Iansiti M, Jarzabkowski P, Monteny F   +12 more
core   +1 more source

On local bandwidth selection for density estimation

Informatica, 1998
Summary: This article gives ideas for developing statistics software which can work without user intervention. Some popular methods of bandwidth selection for kernel density estimation (nearest neighbour, least squares cross-validation, ``plug-in'' technique) are discussed. Modifications of the cross-validation criterion are proposed.
Rudzkis, Rimantas, Kavaliauskas, Mindaugas   +1 more
openaire   +2 more sources

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
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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 the Fuzzy Regression Discontinuity Estimator [PDF]

, 2015
A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square ...
Arai, Yoichi, Ichimura, Hidehiko
core   +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