Estimating conditional heteroscedastic nonlinear autoregressive model by using smoothing spline and penalized spline methods [PDF]
We propose smoothing spline (SS) and penalized spline (PS) methods in a class of nonparametric regression methods for estimating the unknown functions in a conditional heteroscedastic nonlinear autoregressive (CHNLAR) model.
Autcha Araveeporn
doaj +1 more source
Choroid Plexus Enlargement and USPIO‐Based Inflammatory Feature in Cerebral Small Vessel Disease
ABSTRACT Objective The choroid plexus (CP) is a key component of the blood–cerebrospinal fluid barrier (BCSFB), but its mechanism of action in cerebral small vessel disease (CSVD) remains unclear. This study investigated CP volume (CPV) alterations and their association with conventional imaging markers in CSVD and explored the underlying role of ...
Yongqiang Qu +11 more
wiley +1 more source
Construction of a geographically weighted nonparametric regression model fit test
One of the approach of Geographically Weighted Regression (GWR) models is the Geographically Weighted Nonparametric Regression (GWNR) has more parameters than the GWR model.
Lilis Laome +2 more
doaj +1 more source
ABSTRACT Objective This study aimed to investigate the immunological response to influenza vaccination, the incidence and severity of influenza infection, and the side effects of the vaccination in patients with ischemic stroke. Methods This prospective observational study was conducted between 2023 and 2024 at Ramathibodi Hospital.
Achiraya Pakngao +5 more
wiley +1 more source
A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data [PDF]
Using parametric and nonparametric methods, inflation persistence is examined through the relationship between exclusions-from-core inflation and total inflation for two sample periods and in five in-sample forecast horizons ranging from one quarter to ...
Tierney, Heather L.R.
core +4 more sources
Forecast Combinations in the Presence of Structural Breaks: Evidence from U.S. Equity Markets
Realized volatility, building on the theory of a simple continuous time process, has recently received attention as a nonparametric ex-post estimate of the return variation. This paper addresses the problem of parameter instability due to the presence of
Davide De Gaetano
doaj +1 more source
Induced Innovation in U.S. Agriculture: Time-series, Direct Econometric, and Nonparametric Tests [PDF]
The hypothesis of induced innovation is tested for U.S. agriculture using a high-quality state-level panel data set and three disparate testing techniques – time series, direct econometric, and nonparametric.
C. Richard Shumway, Yucan Liu
core
Logarithmic Quantile Estimation for Rank Statistics [PDF]
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s.
Denker, Manfred, Tabacu, Lucia
core
Nonparametric tests of conditional treatment effects [PDF]
We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including (i) the null hypothesis of the ...
Lee, S., Whang, Y.-J.
core +5 more sources
Problematic Internet Use in Frontotemporal Dementia: A Case Series
ABSTRACT The present study investigated problematic internet use (PIU) among 61 patients with frontotemporal dementia (FTD) compared to a cohort of 354 patients with mild cognitive impairment (MCI) and Alzheimer's dementia. PIU was identified in 22.9% of FTD patients compared to only 0.8% of AD patients (p < 0.001). Behaviors included compulsive social
Daniele Urso +9 more
wiley +1 more source

