Search Results - isPartOf:"AStA Advances in Statistical Analysis"

Inference on finite population categorical response: nonparametric regression-based predictive approach

Adhya, Sumanta; Banerjee, Tathagata; Chattopadhyay, … - In: AStA Advances in Statistical Analysis 96 (2012) 1, pp. 69-98

Persistent link: https://www.econbiz.de/10010539404

Adaptive wavelet estimation of a function in an indirect regression model

Chesneau, Christophe; Fadili, Jalal - In: AStA Advances in Statistical Analysis 96 (2012) 1, pp. 25-46

Persistent link: https://www.econbiz.de/10010539405

Boosting techniques for nonlinear time series models

Robinzonov, Nikolay; Tutz, Gerhard; Hothorn, Torsten - In: AStA Advances in Statistical Analysis 96 (2012) 1, pp. 99-122

Persistent link: https://www.econbiz.de/10010539406

Additive mixed models with Dirichlet process mixture and P-spline priors

Heinzl, Felix; Fahrmeir, Ludwig; Kneib, Thomas - In: AStA Advances in Statistical Analysis 96 (2012) 1, pp. 47-68

Persistent link: https://www.econbiz.de/10010539407

Principal component analysis with interval imputed missing values

Zuccolotto, Paola - In: AStA Advances in Statistical Analysis 96 (2012) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10010539408

Loss prediction based on run-off triangles

Schmidt, Klaus - In: AStA Advances in Statistical Analysis 96 (2012) 2, pp. 265-310

Persistent link: https://www.econbiz.de/10010558309

Maximum-likelihood and marginal-sum estimation in some particular collective models

Hess, Klaus - In: AStA Advances in Statistical Analysis 96 (2012) 2, pp. 311-326

Persistent link: https://www.econbiz.de/10010558311

Life tables in actuarial models: from the deterministic setting to a Bayesian approach

Olivieri, Annamaria; Pitacco, Ermanno - In: AStA Advances in Statistical Analysis 96 (2012) 2, pp. 127-153

Persistent link: https://www.econbiz.de/10010558313

Tests for structural break in quantile regressions

Furno, Marilena - In: AStA Advances in Statistical Analysis 96 (2012) 4, pp. 493-515

The paper compares the existing tests for parameter instability in quantile regression. One is based on the estimated objective function and the other on the gradient. Their definition determines their characteristics and helpfulness. The former allows to check if the impact of a break on the...

Persistent link: https://www.econbiz.de/10010600773

Regression operator estimation by delta-sequences method for functional data and its applications

Ouassou, Idir; Rachdi, Mustapha - In: AStA Advances in Statistical Analysis 96 (2012) 4, pp. 451-465

In this paper, we introduce a somewhat more general class of nonparametric estimators (delta-sequences estimators) for estimating an unknown regression operator from noisy data. The regressor is assumed to take values in an infinite-dimensional separable Banach space, when the response variable...

Persistent link: https://www.econbiz.de/10010600774