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Modeling insurance claims using Bayesian nonparametric regression. [PDF]
PLoS ONEPredicting future insurance claims using observed covariates is essential for actuaries in setting appropriate insurance premiums. For this purpose, actuaries commonly employ parametric regression models, which assume the same functional form tying the ...
Mostafa Shams, Kaushik Ghosh
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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 LAD Cointegrating Regression [PDF]
Journal of Multivariate Analysis, 2013 We deal with nonparametric estimation in a nonlinear cointegration model whose regressor and dependent variable can be contemporaneously correlated. The asymptotic properties of the Nadaraya-Watson estimator are already examined in the literature.
Toshio Honda
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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
Rakhlin, Alexander, Sridharan, Karthik
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Nonparametric quantile regression captures regional variability and scaling deviations in Atlantic surfclam length–weight relationships [PDF]
Scientific ReportsThe universality of the allometric model for describing the length–weight relationship in marine species has been questioned, particularly for some invertebrates such as sea urchins, clams, and barnacles.
Gorka Bidegain +6 more
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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
openaire +7 more sources