Zobrazeno 1 - 10
of 322
pro vyhledávání: '"Local linear estimation"'
Autor:
Oussama Bouanani, Salim Bouzebda
Publikováno v:
AIMS Mathematics, Vol 9, Iss 9, Pp 23651-23691 (2024)
Local polynomial fitting exhibits numerous compelling statistical properties, particularly within the intricate realm of multivariate analysis. However, as functional data analysis gains prominence as a dynamic and pertinent field in data science, th
Externí odkaz:
https://doaj.org/article/d81442cd5b4f4829aa7569f4c9a033c7
Publikováno v:
AIMS Mathematics, Vol 9, Iss 6, Pp 13980-13997 (2024)
This work considers the Local Linear Estimation (LLE) of the conditional functional mean. This regression model is used when the independent variable is functional, and the dependent one is a censored scalar variable. Under standard postulates, we es
Externí odkaz:
https://doaj.org/article/7cc6c36cae0a42a0bec62a6c45f14f66
Publikováno v:
Essays in Honor of Joon Y. Park: Econometric Theory
Publikováno v:
AIMS Mathematics, Vol 8, Iss 7, Pp 15844-15875 (2023)
Traditionally, regression problems are examined using univariate characteristics, including the scale function, marginal density, regression error, and regression function. When the correlation between the response and the predictor is reasonably str
Externí odkaz:
https://doaj.org/article/c8c129d4d34f4501bd7c4efb92a16317
Autor:
Bouabsa, Wahiba
Publikováno v:
Ekonometria / Econometrics. 27(1):17-32
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1122134
Publikováno v:
Statistical Theory and Related Fields, Vol 6, Iss 3, Pp 208-219 (2022)
This paper deals with the conditional density estimator of a real response variable given a functional random variable (i.e., takes values in an infinite-dimensional space). Specifically, we focus on the functional index model, and this approach repr
Externí odkaz:
https://doaj.org/article/a8ff188e9e624f998a6637531816e23d
Publikováno v:
Symmetry, Vol 15, Iss 12, p 2108 (2023)
The problem of estimating the spatio-functional expectile regression for a given spatial mixing structure Xi,Yi∈F×R, when i∈ZN,N≥1 and F is a metric space, is investigated. We have proposed the M-estimation procedure to construct the Spatial L
Externí odkaz:
https://doaj.org/article/9f07d6dbf5204df2a66e864417045bfb
Publikováno v:
Symmetry, Vol 15, Iss 4, p 908 (2023)
The GARCH model is one of the most influential models for characterizing and predicting fluctuations in economic and financial studies. However, most traditional GARCH models commonly use daily frequency data to predict the return, correlation, and r
Externí odkaz:
https://doaj.org/article/8f9b5444434a4caf8893df4eb97fc37b
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