Discount curve estimation by monotonizing McCulloch Splines [PDF]
In this paper a new and very simple method for monotone estimation of discount curves is proposed. The main idea of this approach is a simple modification of the commonly used (unconstrained) Mc-Culloch Spline. We construct an integrated density estimate
Ziggel, Daniel, Dette, Holger
core
Suavizamiento de los vértices de un polígono por medio de un spline cónico
Revista Integración, 1997 We prove that every irreducible conic can be parametrically represented by two rational quadratic functions. An algorithm for smoothing the vertices of a poligonal by a conic spline with continuous tangent is proposed.
Victoria Hernádez Mederos
doaj
, 1996 Estimation of growth curves or item response curves often involves monotone data smoothing. Methods that have been studied in the literature tend to be either less flexible or more difficult to compute when constraints such as monotonicity are ...
Peide Shi, Xuming He
core
Smoothing Spline Models With Correlated Random Errors
, 1996 Spline smoothing is a popular method of estimating the functions in a nonparametric regression model. Its performance greatly depends on the choice of smoothing parameters.
Yuedong Wang
core
Goodness-Of-Fit Test for Nonparametric Regression Models: Smoothing Spline ANOVA Models as Example. [PDF]
Comput Stat Data Anal, 2018 Teran Hidalgo SJ +3 more
europepmc +1 more source
A new relational method for smoothing and projecting age-specific fertility rates: TOPALS [PDF]
Age-specific fertility rates can be smoothed using parametric models or splines. Alternatively a relational model can be used which relates the age profile to be fitted or projected to a standard age schedule.
Joop De Beer
core
Smoothing spline ANOVA decomposition of arbitrary splines: an application to eye movements in reading. [PDF]
PLoS One, 2015 Matuschek H, Kliegl R, Holschneider M.
europepmc +1 more source
Defining window-boundaries for genomic analyses using smoothing spline techniques. [PDF]
Genet Sel Evol, 2015 Beissinger TM +4 more
europepmc +1 more source
A Generalised Linear and Nonlinear Spline filter [PDF]
In this paper, a generalised spline filter, that has a unified description for both the linear spline filter and the nonlinear robust spline filter, is proposed.
Zeng, Wenhan +2 more
core +1 more source
Effectiveness of PEER Intervention on Older Adults' Physical Activity Time Series Using Smoothing Spline ANOVA. [PDF]
Mathematics (Basel)Liu Y +8 more
europepmc +1 more source