Results 41 to 50 of about 501,333 (190)
Nonparametric Regression with Common Shocks
Econometrics, 2016 This paper considers a nonparametric regression model for cross-sectional data in the presence of common shocks. Common shocks are allowed to be very general in nature; they do not need to be finite dimensional with a known (small) number of factors.
Eduardo A. Souza-Rodrigues
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INTRODUCTION TO THE VARIANCE-STABILIZING BANDWIDTH FOR THE NADARAYA-WATSON REGRESSION ESTIMATOR [PDF]
Bulletin of informatics and cybernetics, 2011 In linear regression under heteroscedastic variances, Aitken estimator is employed to account for the differences in variances. Employing the same principle, we propose the Nadaraya-Watson regression estimator with variable variance-stabilizing bandwidth
Nishida, Kiheiji, Kanazawa, Yuichiro
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Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
Econometrics, 2016 This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density.
Xibin Zhang +2 more
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Reweighted Nadaraya-Watson Estimator of the Regression Mean
International Journal of Statistics and Probability, 2015 In this paper, the estimation of the regression mean using the Reweighted Nadaraya-Watson (RNW) estimator has been considered. The RNW is a modification of the Nadaraya-Watson (NW) estimator in order to obtain some more refinement estimator. We have considered some conditions under which the asymptotic normality of the proposed estimator has been ...
Salha, Raid B., El Shekh Ahmed, Hazem I.
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Wavelet transformation on a finite interval
Informatika, 2021 Integral transformations on a finite interval with a singular basis wavelet are considered. Using a sequence of such transformations, the problem of nonparametric approximation of a function is solved.
V. M. Romanchak
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JOIV: International Journal on Informatics VisualizationResearchers need to understand the differences between parametric and nonparametric regression models and how they work with available information about the relationship between response and explanatory variables and the distribution of random errors ...
Amjed Mohammed Sadek, Lekaa Ali Mohammed
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A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, Volume 47, Issue 6, Page 1124-1138, November 2026.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
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Estimation of a Finite Population Mean under Random Nonresponse Using Kernel Weights
Journal of Probability and Statistics, 2020 Nonresponse is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to ...
Nelson Kiprono Bii +2 more
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Rising, falling, stalling: complex biodiversity trajectories in English rivers
Ecography, Volume 2026, Issue 10, October 2026.Freshwater ecosystems face intense anthropogenic pressures. Yet in parts of Europe, including the UK, studies have documented widespread increases in macroinvertebrate diversity following investments to improve water quality. More recent analyses, however, suggest that these gains have slowed, plateaued, or even reversed. Despite increasing recognition
Mansi Mungee +5 more
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Mathematical Finance, Volume 36, Issue 4, Page 826-845, October 2026.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
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