Results 1 to 10 of about 349,334 (290)
State-of-the-Art Statistical Approaches for Estimating Flood Events
Entropy, 2022 Reliable quantile estimates of annual peak flow discharges (APFDs) are needed for the design and operation of major hydraulic infrastructures and for more general flood risk management and planning.
Muhammad Fawad +4 more
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Stationarity in the Prices of Energy Commodities. A Nonparametric Approach
Energies, 2021 In this paper, we address the classical problem of testing for stationarity in the prices of energy-related commodities. A panel of fourteen time series of monthly prices is analyzed for the 1980–2020 period. Nine of the series are classical nonrenewable,
Manuel Landajo +2 more
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Nonparametric regression with nonparametrically generated covariates [PDF]
The Annals of Statistics, 2012 Published in at http://dx.doi.org/10.1214/12-AOS995 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Mammen, Enno +2 more
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Barekeng, 2023 Nonparametric Geographically Weighted Regression (NGWR) model is a development of nonparametric regression with geographic weights for spatial data where parameter estimators are local to each observation location.
Marisa Nanda Saputri +2 more
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Nonparametric Stochastic Volatility [PDF]
SSRN Electronic Journal, 2010 We provide nonparametric methods for stochastic volatility modeling. Our methods allow for the joint evaluation of return and volatility dynamics with nonlinear drift and diffusion functions, nonlinear leverage effects, and jumps in returns and volatility with possibly state-dependent jump intensities, among other features.
BANDI F, Renò, Roberto
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Journal of Causal Inference, 2023 There is a long-standing debate in the statistical, epidemiological, and econometric fields as to whether nonparametric estimation that uses machine learning in model fitting confers any meaningful advantage over simpler, parametric approaches in finite ...
Rudolph Kara E. +4 more
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NONPARAMETRIC SIGNIFICANCE TESTING [PDF]
Econometric Theory, 2000 A procedure for testing the significance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has an nhp2/2 standard normal limiting distribution, where p2 is the dimension of ...
Lavergne, Pascal, Vuong, Quang H.
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Learning and Applying a Function Over Distributions
IEEE Access, 2020 We present a method for learning a function over distributions. The method is based on generalizing nonparametric kernel regression by using the earth mover's distance as a metric for distribution space.
Glenn Healey, Shiyuan Zhao
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Psych, 2023 In psychological research, comparisons between two groups are frequently made to demonstrate that one group exhibits higher values. Although Welch’s unequal variances t-test has become the preferred parametric test for this purpose, surpassing Student’s ...
Julian D. Karch
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Pharmaceutics, 2021 Population pharmacokinetic modeling and simulation (M&S) are used to improve antibiotic dosing. Little is known about the differences in parametric and nonparametric M&S.
Femke de Velde +10 more
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