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  • Search: subject:"B‐splines"
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Year of publication
Subject
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B-splines 50 Theorie 10 Schätztheorie 9 Theory 9 Estimation theory 8 Nichtparametrisches Verfahren 7 Nonparametric statistics 7 No-arbitrage constraints 5 Regression analysis 5 Regressionsanalyse 5 Cox regression model 4 L2 convergence rate 4 Option pricing theory 4 Optionspreistheorie 4 Volatility 4 Yield curve 4 adaptive group Lasso 4 group SCAD 4 high-dimensional data 4 oracle estimator 4 sparsity 4 Additive model 3 Bayesian penalized splines 3 Confidence band 3 Demmler-Reinsch basis 3 Discount curve 3 Discrete quasi-interpolants 3 Equivalent kernels 3 Euler-Frobenius polynomials 3 Exponential splines 3 Genetic algorithm 3 Mixed model 3 Monotone estimation 3 Option pricing function 3 Penalization 3 Penalized regression splines 3 Quantile regression 3 Volatilität 3 Zinsstruktur 3 time series 3
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Online availability
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Undetermined 29 Free 24 CC license 1
Type of publication
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Article 41 Book / Working Paper 23
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 11 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2 Thesis 1 research-article 1
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Language
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English 35 Undetermined 27 German 1 Portuguese 1
Author
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Krivobokova, Tatyana 6 Hin, Lin-Yee 5 Honda, Toshio 4 Claeskens, Gerda 3 Dias, Ronaldo 3 Fengler, Matthias 3 Fengler, Matthias R. 3 Ibáñez, M.J. 3 Kneib, Thomas 3 Krause, Rüdiger 3 Schwarz, Katsiaryna 3 Tutz, Gerhard 3 Alencar, Airlane Pereira 2 Audrino, Francesco 2 Conn, Andrew R. 2 Delahaye, Daniel 2 Diack, Cheikh A. T. 2 Fabris, Antonio Elias 2 Garcia, Nancy 2 Härdle, Wolfgang 2 Härdle, Wolfgang Karl 2 Mineo, Eduardo 2 Mongeau, Marcel 2 Moura, Marcelo 2 Peyronne, Clément 2 Pflüger, Dirk 2 Schober, Peter 2 Thomas-Agnan, Christine 2 Valentin, Julian 2 Zambom, Adriano 2 Abbadi, A. 1 Aguilera, Ana 1 Aguilera-Morillo, M. 1 Ameur, El Bachir 1 Andriyana, Y. 1 Barrera, Domingo 1 Bojarčenko, Svetlana I. 1 Burman, Prabir 1 Bühlmann, Peter 1 Chan, Ngai Hang 1
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Institution
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School of Economics and Political Science, Universität St. Gallen 4 Courant Research Centre PEG 2 Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Swiss Finance Institute 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 6 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 3 Computational Optimization and Applications 2 Computational economics 2 Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 2 Discussion Paper 2 Discussion Papers 2 Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis" 2 Economia 2 Journal of Multivariate Analysis 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 The journal of computational finance 2 Annals of the Institute of Statistical Mathematics 1 Computational Economics 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 Discussion papers / Graduate School of Economics, Hitotsubashi University 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Finance research letters 1 IRISS Working Paper Series 1 Industrial Robot: An International Journal 1 International journal of theoretical and applied finance 1 Journal of Econometrics 1 Journal of Risk and Financial Management 1 Journal of econometrics 1 Journal of forecasting 1 Journal of risk and financial management : JRFM 1 Munich Dissertations in Economics 1 Physica A: Statistical Mechanics and its Applications 1 Renewable Energy 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 Statistics & Probability Letters 1
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Source
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RePEc 34 ECONIS (ZBW) 19 EconStor 8 BASE 2 Other ZBW resources 1
Showing 31 - 40 of 64
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A simple and general approach to fitting the discount curve under no-arbitrage constraints
Fengler, Matthias R.; Hin, Lin-Yee - School of Economics and Political Science, Universität … - 2014
penalized shape-constrained B-spline. Our approach accommodates B-splines of any order and fitting both under the L1 and the L2 …
Persistent link: https://www.econbiz.de/10010886748
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Regression model-based predictions of diel, diurnal and nocturnal dissolved oxygen dynamics after wavelet denoising of noisy time series
Evrendilek, F.; Karakaya, N. - In: Physica A: Statistical Mechanics and its Applications 404 (2014) C, pp. 8-15
Continuous time-series measurements of diel dissolved oxygen (DO) through online sensors are vital to better understanding and management of metabolism of lake ecosystems, but are prone to noise. Discrete wavelet transforms (DWT) with the orthogonal Symmlet and the semiorthogonal Chui–Wang...
Persistent link: https://www.econbiz.de/10010931554
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A normalized basis for C1 cubic super spline space on Powell–Sabin triangulation
Lamnii, M.; Mraoui, H.; Tijini, A.; Zidna, A. - In: Mathematics and Computers in Simulation (MATCOM) 99 (2014) C, pp. 108-124
In this paper, we describe the construction of a suitable normalized B-spline representation for bivariate C1 cubic super splines defined on triangulations with a Powell–Sabin refinement. The basis functions have local supports, they form a convex partition of unity, and every spline is...
Persistent link: https://www.econbiz.de/10010744768
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P-splines quantile regression estimation in varying coefficient models
Andriyana, Y.; Gijbels, I.; Verhasselt, A. - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 153-194
Quantile regression, as a generalization of median regression, has been widely used in statistical modeling. To allow for analyzing complex data situations, several flexible regression models have been introduced. Among these are the varying coefficient models, that differ from a classical...
Persistent link: https://www.econbiz.de/10010994275
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A simple and general approach to fitting the discount curve under no-arbitrage constraints
Fengler, Matthias; Hin, Lin-yee - 2014
Persistent link: https://www.econbiz.de/10010439175
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An efficient proposal distribution for Metropolis–Hastings using a B-splines technique
Shao, Wei; Guo, Guangbao; Meng, Fanyu; Jia, Shuqin - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 465-478
In this paper, we proposed an efficient proposal distribution in the Metropolis–Hastings algorithm using the B-spline proposal Metropolis–Hastings algorithm. This new method can be extended to high-dimensional cases, such as the B-spline proposal in Gibbs sampling and in the Hit-and-Run...
Persistent link: https://www.econbiz.de/10010580846
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Penalized spline approaches for functional logit regression
Aguilera-Morillo, M.; Aguilera, Ana; Escabias, Manuel; … - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 2, pp. 251-277
The problem of multicollinearity associated with the estimation of a functional logit model can be solved by using as predictor variables a set of functional principal components. The functional parameter estimated by functional principal component logit regression is often nonsmooth and then...
Persistent link: https://www.econbiz.de/10010994287
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M-estimation for the partially linear regression model under monotonic constraints
Du, Jiang; Sun, Zhimeng; Xie, Tianfa - In: Statistics & Probability Letters 83 (2013) 5, pp. 1353-1363
In this paper, we study M-estimation for the partially linear model under monotonic constraints. We use monotone B-splines …
Persistent link: https://www.econbiz.de/10010662334
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Application of Smoothing Techniques to Implied Volatility
Zeng, Jin - 2005
one method. The most important smoothing techniques we will applied in this paper is B-splines, with the usage of …
Persistent link: https://www.econbiz.de/10009467249
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Multiariate Wavelet-based sahpe preserving estimation for dependant observation
Cosma, Antonio; Scaillet, Olivier; Sachs, Rainer von - Swiss Finance Institute - 2005
with B-splines, and performs well in a finite sample situation, through Monte Carlo simulations. …
Persistent link: https://www.econbiz.de/10005771825
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