Results 51 to 60 of about 1,708 (192)

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, EarlyView.
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, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients

Journal of Time Series Analysis, Volume 47, Issue 4, Page 854-875, July 2026.
ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley   +1 more source

A Comparison Between New Modification of Adaptive Nadaraya-Watson Kernel and Classical Adaptive Nadaraya-Watson Kernel Methods in Nonparametric Regression: A Simulation Study

, 2021
Nonparametric kernel estimators are mostly used in a variety of statistical research fields. Nadaraya-Watson kernel estimator (NWK) is one of the most important nonparametric kernel estimator that is often used in regression models with a fixed bandwidth.
Blbas, Hazhar T. A., Kahwachi, Wasfi T.
core   +1 more source

Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package

Journal of Statistical Software, 2017
In multivariate nonparametric analysis curse of dimensionality forces one to use large smoothing parameters. This leads to a biased smoother. Instead of focusing on optimally selecting the smoothing parameter, we fix it to some reasonably large value to ...
Pierre-André Cornillon, Nicolas Hengartner, Eric Matzner-Løber   +2 more
doaj   +1 more source

Local transformations with a singular wavelet

Informatika, 2020
The paper considers a local wavelet transform with a singular basis wavelet. The problem of nonparametric approximation of a function is solved by the use of the  sequence of local wavelet transforms.
V. M. Romanchak
doaj   +1 more source

HPV‐Adjusted Feature Screening With FDR Control in Head and Neck Cancer

Biometrical Journal, Volume 68, Issue 3, June 2026.
ABSTRACT Human papillomavirus (HPV) is a well‐established prognostic factor in head and neck (HN) cancer, with HPV‐positive patients exhibiting markedly better survival outcomes compared to their HPV‐negative counterparts. While advances in (cancer) genomics have been pivotal to precision medicine, existing gene screening methods for identifying ...
Atika Farzana Urmi, Chenlu Ke, Dipankar Bandyopadhyay   +2 more
wiley   +1 more source

Accelerating PREFUL MRI: Comparison of Registration Methods and Impact of Time Series Reduction

NMR in Biomedicine, Volume 39, Issue 5, May 2026.
Retrospective shortening of the PREFUL MRI acquisition showed that most parameters remained strongly correlated (≥ 77%) and regionally concordant (overlap ≥ 79%) with the 55‐s ground truth down to 30 s in healthy volunteers and COPD, except for perfusion, which was more sensitive to truncation.
A. Voskrebenzev, G. H. Pöhler, F. Klimeš, M. M. Klein, R. A. Müller, F. Wacker, J. M. Hohlfeld, J. Vogel‐Claussen   +7 more
wiley   +1 more source

Monitoring panels of sparse functional data

Journal of Time Series Analysis, Volume 47, Issue 3, Page 660-674, May 2026.
Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta, Agnieszka Jach, Piotr Kokoszka   +2 more
wiley   +1 more source

توظيف خوارزمية الفراشات المضيئة لأختيار عرض الحزمة في مقدر نداريا- واتسون المتعدد [PDF]

مجلة ابحاث كلية التربية الاساسية
        إن موضوع تحليل الانحدار يلقى اهتماماً متزايداً وواضحاً في معظم الدراسات وخصوصاً الاقتصادية والطبية منها. ويعد نموذج الانحدار اللامعلمي بصورة عامة والانحدار اللامعلمي المتعدد بوجه خاص أحد أهم وأبرز نماذج الانحدار
هادي سلمان محمد, زكريا يحيى الجمال   +1 more
doaj   +1 more source