Results 161 to 170 of about 3,774,080 (285)

Nonparametric probability density estimation using recursive kernel estimators

Nonparametric probability density estimation using recursive kernel estimators
1989
openaire   +1 more source

Exploring the Economic Convergence in the EU New Member States by Using Nonparametric Models [PDF]

This paper analyzes the process of real economic convergence in the New Member States (NMS) bein g formerly centrally planned economies, using nonparametric methods instead of conventional parametric measurement tools like beta and sigma models.
Monica Raileanu Szeles
core  

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

Estimating Latent Distribution of Item Response Theory Using Kernel Density Method. [PDF]

Psychometrika
Li S, Lee G.
europepmc   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Laplace Transform-Based Nonparametric Test of Exponentiality against DMRL class with preservation under the Homogeneous Poisson Shock Model and applications in survival analysis and reliability. [PDF]

PLoS One
El-Atfy ES, Gadallah AM, Alsahangiti AM, Balogun OS, Alam FMA, Bakr ME.   +5 more
europepmc   +1 more source

Bias in nearest-neighbor hazard estimation [PDF]

In nonparametric curve estimation, the smoothing parameter is critical for performance. In order to estimate the hazard rate, we compare nearest neighbor selectors that minimize the quadratic, the Kullback-Leibler, and the uniform loss.
Weißbach, Rafael, Dette, Holger
core  

Testing for Rough Volatility When Prices Are Purely Discontinuous

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of nonparametric testing for rough volatility, using high‐frequency data with a fixed time span, in a setting where the price is purely discontinuous. More specifically, we analyze the asymptotic properties of a test we developed in previous work in a pure‐jump setting.
Carsten H. Chong, Viktor Todorov
wiley   +1 more source

Interpretable Sensor Change Detection via Conditional Cauchy-Schwarz Divergence. [PDF]

Sensors (Basel)
Wang W, Shen Y, Ni Y, Wu W.
europepmc   +1 more source

Nonparametric regression for dependent data in the errors-in-variables problem [PDF]

We consider the nonparametric estimation of the regression functions for dependent data. Suppose that the covariates are observed with additive errors in the data and we employ nonparametric deconvolution kernel techniques to estimate the regression ...
Toshio Honda
core