Search Results - subject:"Additive Models"

Dynamic inventory-pricing control under backorder : demand estimation and policy optimization

Feng, Qi; Luo, Sirong; Zhang, Dan - In: Manufacturing & service operations management : M & SOM 16 (2014) 1, pp. 149-160

Persistent link: https://www.econbiz.de/10010339099

Simultaneous probability statements for Bayesian P-splines

Brezger, Andreas; Lang, Stefan - Institut für Finanzwissenschaft, Fakultät für … - 2007

techniques for inference. In this work we adopt and generalize the concept of Bayesian contour probabilities to additive models …

Persistent link: https://www.econbiz.de/10005432669

Efficient estimation of a semiparametric characteristic-based factor model of security returns

Connor, Gregory; Hagmann, Matthias; Linton, Oliver - London School of Economics (LSE) - 2007

This paper develops a new estimation procedure for characteristic-based factor models of security returns. We treat the factor model as a weighted additive nonparametric regression model, with the factor returns serving as time-varying weights, and a set of univariate non-parametric functions...

Persistent link: https://www.econbiz.de/10010745652

Efficient estimation of a semiparametric characteristic-based factor model of security returns

Connor, Gregory; Hagmann, Matthias; Linton, Oliver - London School of Economics (LSE) - 2007

Persistent link: https://www.econbiz.de/10010745792

Nonparametric Inferences on Conditional Quantile Processes

Goh, Chuan - University of Toronto, Department of Economics - 2007

This paper is concerned with tests of restrictions on the sample path of conditional quantile processes. These tests are tantamount to assessments of lack of fit for models of conditional quantile functions or more generally as tests of how certain covariates affect the distribution of an...

Persistent link: https://www.econbiz.de/10005704733

Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns

Connor, Gregory; Hagmann, Matthias; Linton, Oliver - Suntory and Toyota International Centres for Economics … - 2007

a general alternative using a new nonparametric test. Keywords: Additive Models; Arbitrage pricing theory; Factor … models, see for example Bester and Hansen (2007), and nonparametric additive models, see for example Porter (1996) and more …

Persistent link: https://www.econbiz.de/10005151151

Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns

Connor, Gregory; Hagmann, Matthias; Linton, Oliver - 2007

Persistent link: https://www.econbiz.de/10005162956

Extracting Long-Term Patterns of Population Changes from Sporadic Counts of Migrant Birds

Flemming, Joanna; Cantoni, Eva; Field, Christopher; … - Institut d'Economie et Econométrie, Université de Genève - 2006

. Instead we applied Generalized Additive Models (GAMs) to extract the continuous trend functions and patterns of influence of …

Persistent link: https://www.econbiz.de/10005811494

Extracting long-term patterns of population changes from sporadic counts of migrant birds

Flemming, Joanna; Cantoni, Eva; Field, Christopher; … - 2006

applied Generalized Additive Models (GAMs) to extract the continuous trend functions and patterns of in uence of observer … determining overall more general trends. Keywords: Seal Island, Generalized additive models, Count data, Overdisperson. 3 J … functions of the explanatory variables. Generalized Additive models (GAM) provide an alternative as they are a natural extension …

Persistent link: https://www.econbiz.de/10003597933

Spatio-temporal modelling of zero-inflated deep-sea shrimp data by Tweedie generalized additive

Arcuti, Simona; Calculli, Crescenza; Pollice, Alessio; … - In: Statistica 73 (2013) 1, pp. 87-101

In theMediterrean Sea the population features of demersal resources fluctuate over spatial and temporal scales due to the variability of abiotic and biotic factors as well as to human activities. The two shrimps Parapenaeus longirostris and Aristaeomorpha foliacea are among the most important...

Persistent link: https://www.econbiz.de/10010735537