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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
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Nonparametric regression estimation using multivariable truncated splines for binary response data [PDF]
MethodsXIn recent years, Truncated Spline estimators in nonparametric regression for quantitative data have gained significant attention. However, in practical applications, it is common to encounter situations where the response variable is qualitative (binary).
Afiqah Saffa Suriaslan +2 more
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The asymptotic normality of internal estimator for nonparametric regression [PDF]
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
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Online Nonparametric Regression [PDF]
, 2014 We establish optimal rates for online regression for arbitrary classes of regression functions in terms of the sequential entropy introduced in (Rakhlin, Sridharan, Tewari, 2010). The optimal rates are shown to exhibit a phase transition analogous to the i.i.d./statistical learning case, studied in (Rakhlin, Sridharan, Tsybakov 2013). In the frequently
Rakhlin, Alexander, Sridharan, Karthik
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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
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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
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Nonparametric predictive regression [PDF]
Journal of Econometrics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kasparis, Ioannis +5 more
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Nonparametric Shape-Restricted Regression [PDF]
Statistical Science, 2018 This is a survey ...
Guntuboyina, Adityanand +1 more
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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
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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
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