Results 41 to 50 of about 1,708 (192)
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.
openaire +2 more sources
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
doaj +1 more source
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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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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ESTIMASI MODEL REGRESI NONPARAMETRIK KERNEL MENGGUNAKAN ESTIMATOR NADARAYA-WATSON
, 2019 Pendekatan regresi nonparametrik dilakukan untuk memodelkan data yang tidak diketahui bentuk fungsinya. Salah satu regresi nonparametrik yang sering digunakan adalah regresi kernel.
Debataraja, Naomi Nessyana +2 more
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A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.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
wiley +1 more source
ANALISIS REGRESI KERNEL DENGAN ESTIMATOR NADARAYA-WATSON [PDF]
, 2019 Regresi linear adalah metode statistika yang digunakan untuk membentuk model hubungan antara variabel terikat (dependen; respon; Y) dengan satu atau lebih variabel bebas (independen; prediktor; X).
Rani Handayani, NIM. 15610013
core
BarekengNonparametric regression is a flexible approach used when the functional relationship between predictors and responses is unknown. In the context of multiple responses, bivariate nonparametric regression allows modeling two correlated response variables,
Cinta Rizki Oktarina +2 more
doaj +1 more source