Results 1 to 10 of about 1,574 (90)
Nonparametric Regression via StatLSSVM [PDF]
Journal of Statistical Software, 2013 We present a new MATLAB toolbox under Windows and Linux for nonparametric regression estimation based on the statistical library for least squares support vector machines (StatLSSVM).
Kris De Brabanter +2 more
doaj +5 more sources
Non-Parametric Regression and Riesz Estimators
Axioms, 2023 In this paper, we consider a non-parametric regression model relying on Riesz estimators. This linear regression model is similar to the usual linear regression model since they both rely on projection operators.
Christos Kountzakis +1 more
doaj +1 more source
Index Option Pricing via Nonparametric Regression
Econometric Research in Finance, 2022 Investors typically use the Black-Scholes (B-S) parametric model to value financial options. However, there is extensive empirical evidence that the B-S model, assuming constant volatility of stock returns, is far from adequate to price options.
Ka Po Kung
doaj +1 more source
Nonparametric predictive regression [PDF]
Journal of Econometrics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kasparis, Ioannis +5 more
openaire +7 more sources
Nonparametric Shape-Restricted Regression [PDF]
Statistical Science, 2018 This is a survey ...
Guntuboyina, Adityanand +1 more
openaire +4 more sources
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
openaire +8 more sources
Nonparametric C- and D-vine-based quantile regression
Dependence Modeling, 2022 Quantile regression is a field with steadily growing importance in statistical modeling. It is a complementary method to linear regression, since computing a range of conditional quantile functions provides more accurate modeling of the stochastic ...
Tepegjozova Marija +3 more
doaj +1 more source
Bayesian nonparametric monotone regression
Environmetrics, 2020 AbstractIn many applications there is interest in estimating the relation between a predictor and an outcome when the relation is known to be monotone or otherwise constrained due to the physical processes involved. We consider one such application‐inferring time‐resolved aerosol concentration from a low‐cost differential pressure sensor. The objective
Ander Wilson +3 more
openaire +5 more sources
Test for Linearity in Non-Parametric Regression Models
Austrian Journal of Statistics, 2022 The problem of checking the linearity of a regression relationship is addressed. The test uses nonparametric estimation techniques. The null hypothesis is that the regression function is linear; it is tested against the non-specic alternatives hypotheses.
Khedidja Djaballah-Djeddour +1 more
doaj +3 more sources
Nonparametric relative recursive regression
Dependence Modeling, 2020 In this paper, we propose the problem of estimating a regression function recursively based on the minimization of the Mean Squared Relative Error (MSRE), where outlier data are present and the response variable of the model is positive.
Slaoui Yousri, Khardani Salah
doaj +1 more source