Results 151 to 160 of about 6,398 (252)

A Multivariate Mixed‐Effects Regression Framework for Ground Motion Modeling: Integrating Parametric and Machine Learning Approaches

Earthquake Engineering &Structural Dynamics, Volume 55, Issue 9, Page 1811-1827, 25 July 2026.
ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini, Shaghayegh Karimzadeh, Paulo B. Lourenço   +2 more
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

Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors [PDF]

We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design.
Toshio Honda
core  

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, Volume 45, Issue 4, Page 1797-1828, July 2026.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Modeling insurance claims using Bayesian nonparametric regression. [PDF]

PLoS One
Shams M, Ghosh K.
europepmc   +1 more source

Multivariate Long-Memory Processes and Nonparametric Density Estimation, with Applications to Ridge Detection

, 2018
published
openaire   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

Journal of Forecasting, Volume 45, Issue 4, Page 1847-1877, July 2026.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen, George Milunovich, Shuping Shi, Ben Wang   +3 more
wiley   +1 more source

Soft Bayesian Additive Regression Trees (SBART) for correlated survey response with non-Gaussian error. [PDF]

J Nonparametr Stat
Mandal A, Linero AR, Bandyopadhyay D, Sinha D.   +3 more
europepmc   +1 more source

Dynamic Density Forecasts for Multivariate Asset Returns [PDF]

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time-varying) non-central co-moments of assets.
Evarist Stoja, Arnold Polanski
core  

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

Journal of Forecasting, Volume 45, Issue 4, Page 2059-2077, July 2026.
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das, Stephan Schlüter, Lorenz Schneider   +2 more
wiley   +1 more source