Search Results - subject:"Adaptive weights"

Forecasting mortality rates with a two-step LASSO based vector autoregressive model

Kularatne, Thilini Dulanjali; Li, Jackie; Shi, Yanlin - In: Risks : open access journal 10 (2022) 11, pp. 1-23

This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the VAR framework, recent studies have developed a spatial-temporal autoregressive (STAR) model, in which age-specific mortality rates are related to their own historical values...

Persistent link: https://www.econbiz.de/10014228911

Adaptive Nonparametric Community Detection

Adamyan, Larisa; Efimov, Kirill; Spokoiny, Vladimir - 2019

a new non-parametric method of community detection in networks called Adaptive Weights Community Detection. The idea of …

Persistent link: https://www.econbiz.de/10012433220

Adaptive Nonparametric Clustering

Efimov, Kirill; Adamyan, Larisa; Spokoiny, Vladimir - 2018

This paper presents a new approach to non-parametric cluster analysis called Adaptive Weights Clustering (AWC). The …

Persistent link: https://www.econbiz.de/10012433167

Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power

Polzehl, Jörg; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

model pa- rameters. Keywords: varying coefficient GARCH, adaptive weights JEL classification: C14, C22, C53. ∗This research … constant function of t. Following to the adaptive weights idea from Polzehl and Spokoiny (2000), we do not assume any special …,s . polzehl, j. and spokoiny, v. 11 4 Adaptive weights smoothing This section presents an estimation method for a varying …

Persistent link: https://www.econbiz.de/10005677893

Spatial aggregation of local likelihood estimates with applications to classification

Belomestny, Denis; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

real life examples. Keywords: adaptive weights, local likelihood, exponential family, classiflcation AMS 2000 Subject …

Persistent link: https://www.econbiz.de/10005677991

Adaptive Gaussian Markov random fields with applications in human brain mapping

Brezger, Andreas; Fahrmeir, Ludwig; Hennerfeind, Andrea - 2005

Functional magnetic resonance imaging (fMRI) has become the standard technology in human brain mapping. Analyses of the massive spatio-temporal fMRI data sets often focus on parametric or nonparametric modeling of the temporal component, while spatial smoothing is based on Gaussian kernels or...

Persistent link: https://www.econbiz.de/10010274234