Results 21 to 30 of about 1,574 (90)

Nonparametric Instrumental Regression [PDF]

SSRN Electronic Journal, 2010
Summary: The focus of this paper is the nonparametric estimation of an instrumental regression function \(\varphi\) defined by conditional moment restrictions that stem from a structural econometric model \(E[Y - \varphi (Z)|W]=0\), and involve endogenous variables \(Y\) and \(Z\) and instruments \(W\).
Darolles, Serge, Fan, Yanqin, Florens, Jean-Pierre, Renault, Eric   +3 more
openaire   +4 more sources

Fourier Series Nonparametric Regression Modeling in the Case of Rainfall in West Java Province

IJID (International Journal on Informatics for Development), 2022
The Fourier series is a trigonometric polynomial that has flexibility, so it adapts effectively to the local nature of the data. This Fourier series estimator is generally used when the data used is investigated for unknown patterns and there is a ...
Anatansyah Ayomi Anandari, Epha Diana Supandi, Muhammad Wakhid Musthofa   +2 more
doaj   +1 more source

Development of nonparametric geographically weighted regression using truncated spline approach [PDF]

Songklanakarin Journal of Science and Technology (SJST), 2018
Nonparametric geographically weighted regression with truncated spline approach is a new method of statistical science. It is used to solve the problems of regression analysis of spatial data if the regression curve is unknown.
Sifriyani, S. H. Kartiko, I. N. Budiantara, Gunardi   +3 more
doaj   +1 more source

NONPARAMETRIK REGRESSION MODEL ESTIMATION WITH THE FOURIER SERIES THE FOURIER SERIES APPROACH AND ITS APPLICATION TO THE ACCUMULATIVE COVID-19 DATA IN INDONESIA

Barekeng, 2022
The nonparametric regression model is applied to regression curves for which the regression curve is unknown. Fourier series estimation is an approach in nonparametric regression, which has high flexibility and is able to adjust to the local nature of ...
Muhammad Danil Pasarella, Sifriyani Sifriyani, Fidia Deny Tisna Amijaya   +2 more
doaj   +1 more source

Monotone Nonparametric Regression

The Annals of Statistics, 1988
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Nonparametric Bayesian Regression

The Annals of Statistics, 1986
The paper addresses itself to Bayesian estimation of the function \[ F(x_ 1,x_ 2)=m+a(x_ 1)+b(x_ 2)+c(x_ 1,x_ 2) \] in the model \(y_ i=F(x_{1i},x_{2i})+e_ i\). A prior for F is constructed by putting independent priors on m,a,b, and c. They are normal distribution and Brownian motion.
openaire   +3 more sources

Outliers vs Robustness in Nonparametric Methods of Regression

Acta Universitatis Lodziensis. Folia Oeconomica, 2018
The article addresses the question of how robust methods of regression are against outliers in a given data set. In the first part, we presented the selected methods used to detect outliers.
Joanna Trzęsiok
doaj   +1 more source

CURVE ESTIMATION AND ESTIMATOR PROPERTIES OF THE NONPARAMETRIC REGRESSION TRUNCATED SPLINE WITH A MATRIX APPROACH

E-Jurnal Matematika, 2022
Regression analysis is one of the statistical analyses used to estimate the relationship between the predictor and the response variable. Data are given in pairs, and the relationship between the predictor and the response variable was assumed to follow ...
NURUL FITRIYANI, I NYOMAN BUDIANTARA
doaj   +1 more source

Nonparametric Regression Estimation for Multivariate Null Recurrent Processes

Econometrics, 2015
This paper discusses nonparametric kernel regression with the regressor being a \(d\)-dimensional \(\beta\)-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate
Biqing Cai, Dag Tjøstheim
doaj   +1 more source

Nonparametric seemingly unrelated regression [PDF]

Journal of Econometrics, 2000
No abstract ...
Smith, Michael, Kohn, Robert
openaire   +1 more source