Results 61 to 70 of about 30,567 (245)
Mathematics, 2022 In this study, we look at the wavelet basis for the nonparametric estimation of density and regression functions for continuous functional stationary processes in Hilbert space. The mean integrated squared error for a small subset is established.
Sultana Didi, Salim Bouzebda
doaj +1 more source
Nonparametric Multiple-Output Center-Outward Quantile Regression [PDF]
, 2022 Eustasio del Barrio +2 more
openalex +1 more source
Rank‐based estimation of propensity score weights via subclassification
Canadian Journal of Statistics, EarlyView.Abstract Propensity score (PS) weighting estimators are widely used for causal effect estimation and enjoy desirable theoretical properties, such as consistency and potential efficiency under correct model specification. However, their performance can degrade in practice due to sensitivity to PS model misspecification.
Linbo Wang +3 more
wiley +1 more source
Rockburst prediction based on data preprocessing and hyperband‐RNN‐DNN
Deep Underground Science and Engineering, EarlyView.A data preprocessing workflow is proposed to address challenges in rockburst data analysis. Coupled algorithms preprocess the data set, and hyperband optimization is used to enhance RNN performance. Results show that preprocessing improves accuracy, while dense layers enhance model stability and prediction performance.
Yong Fan +4 more
wiley +1 more source
Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Financial Literacy, Financial Development and Economic Growth
International Journal of Finance &Economics, EarlyView.ABSTRACT While significant progress has been made in exploring the importance of financial literacy, its impact on economic growth and financial development from a macroeconomic point of view remains thinly understood. This paper provides fresh evidence on the relationship between financial literacy, financial development and economic growth.
Spyridon Boikos +2 more
wiley +1 more source
Delineation of homogenous regions using hydrological variables predicted by projection pursuit regression [PDF]
Hydrology and Earth System Sciences, 2016 This study investigates the utilization of hydrological information in regional flood frequency analysis (RFFA) to enforce desired properties for a group of gauged stations.
M. Durocher +2 more
doaj +1 more source
Nonparametric Estimates of Regression Quantiles and Their Local Bahadur Representation
The Annals of Statistics, 1991 Let $(X, Y)$ be a random vector such that $X$ is $d$-dimensional, $Y$ is real valued and $Y = \theta(X) + \varepsilon$, where $X$ and $\varepsilon$ are independent and the $\alpha$th quantile of $\varepsilon$ is $0$ ($\alpha$ is fixed such that $0 0$, and set $r = (p - m)/(2p + d)$, where $m$ is a nonnegative integer smaller than $p$. Let $T(\theta)$
openaire +2 more sources
A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models
Journal of Applied Econometrics, EarlyView.ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and
Ivan Korolev
wiley +1 more source
Bayesian Quantile Regression for Single-Index Models
, 2011 Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression.
Gramacy, Robert B. +2 more
core +1 more source