Results 151 to 160 of about 6,450 (280)

A note on smoothing parameter selection for penalized spline smoothing

, 2005
Kauermann G. A note on smoothing parameter selection for penalized spline smoothing. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. 2005;127(1-2):53-69.In nonparametric regression the smoothing parameter can be selected by minimizing a Mean Squared Error
Kauermann, Göran
core   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

Estimator Penalized Spline dalam Model Regresi Semiparametrik Pada Data Longitudinal. [PDF]

, 2010
Dalam pemodelan data longitudinal, agar dapat mengetahui pengaruh waktu dan faktor-faktor lain terhadap variabel respon, digunakan model regresi semiparametrik.
Melati Oktiriani, 080610054
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Weaponizing Kinship: A Demographic Analysis of Bereavement in the Colombian Conflict

Population and Development Review, EarlyView.
Abstract The ongoing Colombian armed conflict has produced widespread homicides and enforced disappearances, as armed actors used violence to terrorize communities and consolidate power. Family bereavement—one of the most pervasive and enduring consequences of this violence—remains critically understudied from a quantitative perspective.
Enrique Acosta, Diego Alburez‐Gutierrez, Maria Gargiulo, Catalina Torres   +3 more
wiley   +1 more source

Some asymptotic results on generalized penalized spline smoothing

, 2007
The paper discusses asymptotic properties of penalized spline smoothing if the spline basis increases with the sample size. The proof is provided in a generalized smoothing model allowing for non-normal responses.
Kauermann, G., Krivobokova, Tatyana, Fahrmeir, L.   +2 more
core  

Explaining Burden Reduction in Municipal Service Delivery: The Case of Streamlined Electric Vehicle Charger Permitting in California

Public Administration Review, EarlyView.
ABSTRACT Administrative burdens are deliberate policy choices, as governments can proactively design rules and procedures to shape burdens experienced by citizens. While existing research has examined the effects of burden reduction strategies, less is known about the factors driving burden reduction actions at the local level.
Shan Zhou, Emma Mast
wiley   +1 more source

Model Regresi Penalized Spline pada Data Nilai Ekspor Rempah-rempah Indonesia [PDF]

, 2017
Rempah-rempah merupakan komoditas pada sektor pertanian. Data nilai ekspor rempah-rempah Indonesia merupakan data runtun waktu ekonomi yang dapat dimodelkan dengan autoregressive moving average (ARMA).
NINGRUM, BENING MELATI
core  

Bayesian Inference for Multivariate Monotone Densities

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
wiley   +1 more source

Penalized spline smoothing in financial and economic research

, 2012
Wegener M. Penalized spline smoothing in financial and economic research.
Wegener, Michael
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ESTIMATOR PENALIZED SPLINE PADA MODEL REGRESI NONPARAMETRIK MULTIRESPON MULTIPREDIKTOR UNTUK DATA LONGITUDINAL [PDF]

, 2019
Estimator penalized spline adalah salah satu estimator yang dapat digunakan pada model regresi nonparametrik multirespon multiprediktor untuk data longitudinal.
ANNA ISLAMIYATI, 081517027302
core