Results 51 to 60 of about 310,119 (204)

COMPARISON OF LEAST SQUARE SPLINE AND ARIMA MODELS FOR PREDICTING INDONESIA COMPOSITE INDEX

Barekeng
The Indonesian Composite Index (ICI) reflects Indonesia's economic growth. ICI predictions are significant considerations for investors when making investment decisions.
Any Tsalasatul Fitriyah, Nur Chamidah, Toha Saifudin   +2 more
doaj   +1 more source

Kernel-based Estimation of Ageing Intensity Function: Properties and Applications

Austrian Journal of Statistics, 2023
The notion of ageing plays an important role in reliability and survival analysis as it is an inherent property of all systems and products. Jiang, Ji, and Xiao (2003) proposed a new quantitative measure, known as ageing intensity (AI) function, an ...
R S Rasin, S M Sunoj, Rakesh Poduval
doaj   +1 more source

The asymptotic normality of internal estimator for nonparametric regression

Journal of Inequalities and Applications, 2018
In this paper, we aim to study the asymptotic properties of internal estimator of nonparametric regression with independent and dependent data. Under some weak conditions, we present some results on asymptotic normality of the estimator.
Penghua Li, Xiaoqin Li, Liping Chen
doaj   +1 more source

A difference-based approach in the partially linear model with dependent errors

Journal of Inequalities and Applications, 2018
We study asymptotic properties of estimators of parameter and non-parameter in a partially linear model in which errors are dependent. Using a difference-based and ordinary least square (DOLS) method, the estimator of an unknown parametric component is ...
Zhen Zeng, Xiangdong Liu
doaj   +1 more source

Nonparametric Beta kernel estimator for long memory time series [PDF]

The paper introduces a new nonparametric estimator of the spectral density that is given in smoothing the periodogram by the probability density of Beta random variable (Beta kernel).
VAN BELLEGEM, Sébastien, BOUEZMARNI, Taoufik   +1 more
core   +2 more sources

Nonparametric Density Estimation in a Mixed Model Using Wavelets

Axioms
This paper investigates nonparametric estimations of a density function within a mixed density model. A linear wavelet density estimator and an adaptive nonlinear wavelet estimator are proposed using wavelet method and hard thresholding algorithm.
Dan Liang, Junke Kou
doaj   +1 more source

Asymptotic Behaviors of the Lorenz Curve for Left Truncated and Dependent Data [PDF]

Journal of Sciences, Islamic Republic of Iran, 2012
The purpose of this paper is to provide some asymptotic results for nonparametric estimator of the Lorenz curve and Lorenz process for the case in which data are assumed to be strong mixing subject to random left truncation.
M. Bolbolian Ghalibaf
doaj  

Complete Consistency of the Estimator of Nonparametric Regression Models Based on ρ~-Mixing Sequences

Abstract and Applied Analysis, 2012
We study the complete consistency for estimator of nonparametric regression model based on ρ~-mixing sequences by using the classical Rosenthal-type inequality and the truncated method. As an application, the complete consistency for the nearest neighbor
Xuejun Wang, Fengxi Xia, Meimei Ge, Shuhe Hu, Wenzhi Yang   +4 more
doaj   +1 more source

A Threshold Estimator for Ruin Probability Using the Fourier-Cosine Method in the Wiener–Poisson Risk Model

Mathematics
In this paper, we propose a nonparametric estimator of ruin probability in the Wiener–Poisson risk model based on high-frequency data. The estimator is constructed via the Fourier-cosine method and the threshold technique, and the convergence rate is ...
Chongkai Xie, Honglong You
doaj   +1 more source

PEMILIHAN PARAMETER THRESHOLD OPTIMAL DALAM ESTIMATOR REGRESI WAVELET THRESHOLDING DENGAN PROSEDUR FALSE DISCOVERY RATE (FDR)

Media Statistika, 2008
If X is predictor variable and Y is response  variable of following model Y = f (X) +e with function f is regression which not yet been known and e is independent random variable with mean 0 and variant , hence function of f can estimate with parametric ...
Suparti Suparti, Tarno Tarno, Yon Haryono   +2 more
doaj   +1 more source