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  • Search: subject:"Functional Data"
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Year of publication
Subject
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Functional data analysis 90 Functional data 64 Theorie 54 Theory 54 functional data analysis 52 functional data 42 Forecasting model 35 Prognoseverfahren 35 Estimation theory 32 Schätztheorie 32 Time series analysis 25 Zeitreihenanalyse 24 Nonparametric statistics 19 Estimation 18 Schätzung 18 Nichtparametrisches Verfahren 17 Functional Data Analysis 15 Volatility 14 Volatilität 14 Regression analysis 12 Regressionsanalyse 12 Statistical theory 12 Statistische Methodenlehre 12 Multivariate Analyse 11 Multivariate analysis 11 Principal component analysis 11 Statistical distribution 10 Statistische Verteilung 10 Hauptkomponentenanalyse 9 Yield curve 9 Zinsstruktur 9 Dimension reduction 8 Clustering 7 Electricity 7 Elektrizität 7 Risiko 7 Risk 7 Welt 7 World 7 Aktienmarkt 6
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Online availability
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Undetermined 158 Free 118 CC license 11
Type of publication
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Article 203 Book / Working Paper 89 Other 2
Type of publication (narrower categories)
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Article in journal 84 Aufsatz in Zeitschrift 84 Working Paper 48 Graue Literatur 32 Non-commercial literature 32 Arbeitspapier 31 Article 11 Thesis 7 research-article 3 Bibliografie enthalten 1 Bibliography included 1 Conference paper 1 Konferenzbeitrag 1 Lehrbuch 1 Statistik 1 Textbook 1
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Language
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English 168 Undetermined 125 German 1
Author
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Kokoszka, Piotr 12 Härdle, Wolfgang Karl 9 Härdle, Wolfgang 8 Romo, Juan 8 Booth, Heather 6 Fraiman, Ricardo 6 Vieu, Philippe 6 Bugni, Federico A. 5 Horowitz, Joel 5 Horváth, Lajos 5 Hyndman, Rob J 5 Laksaci, Ali 5 Liu, Zhenya 5 Shang, Han Lin 5 Burdejová, Petra 4 Chao, Shih-Kang 4 Das, Sonali 4 Gallón, Santiago 4 Gatarek, Lukasz T. 4 Huang, Chen 4 Kneip, Alois 4 Lillo, Rosa E. 4 Rhoden, Imke 4 Rice, Gregory 4 Voit, Ann-Katrin 4 Weller, Daniel 4 Yasmeen, Farah 4 Aguilera, Ana 3 Boente, Graciela 3 Casado, David 3 Cummins, Mark 3 Dabo-Niang, Sophie 3 Diks, Cees G.H. 3 Galeano, Pedro 3 Gooijer, Jan G. de 3 Gu, Lijie 3 Gupta, Rangan 3 Hwang, Heungsun 3 Jacques, Julien 3 Kearney, Fearghal 3
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 9 Department of Econometrics and Business Statistics, Monash Business School 7 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1 Berkeley Electronic Press 1 Centro Ricerche Nord Sud (CRENoS) 1 Department of Accountancy, Economics and Finance, School of Management and Languages 1 Dipartimento di Scienze Economiche, Statistiche e Finanziarie, Università della Calabria 1 EconWPA 1 IBMEC Business School - Rio de Janeiro 1 IGI Global 1 Institute of Economic Research, Korea University 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
Computational Statistics & Data Analysis 17 Computational Statistics 13 Journal of Multivariate Analysis 11 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 10 Statistics and Econometrics Working Papers 9 SFB 649 Discussion Paper 8 Statistics & Probability Letters 8 Advances in Data Analysis and Classification 7 Monash Econometrics and Business Statistics Working Papers 7 SFB 649 discussion paper 7 AStA Advances in Statistical Analysis 6 International journal of forecasting 5 Psychometrika 5 Energy economics 4 European journal of operational research : EJOR 4 Journal of Classification 4 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 4 Working papers / TSE : WP 4 CEMMAP working papers / Centre for Microdata Methods and Practice 3 Journal of econometrics 3 Journal of time series econometrics 3 SFB 649 Discussion Papers 3 Statistics & Risk Modeling 3 Working papers 3 cemmap working paper 3 ASTIN bulletin : the journal of the International Actuarial Association 2 Applied economics 2 Demographic Research 2 International Journal of Energy Economics and Policy : IJEEP 2 International journal of production research 2 Journal of Applied Statistics 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of forecasting 2 Marketing science 2 Metrika 2 Quantitative finance 2 Research in international business and finance 2 Risks : open access journal 2 Statistical Inference for Stochastic Processes 2 Statistical Papers 2
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Source
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RePEc 135 ECONIS (ZBW) 118 EconStor 28 BASE 9 Other ZBW resources 4
Showing 121 - 130 of 294
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Price signatures
Oomen, Roel - In: Quantitative finance 19 (2019) 5, pp. 733-761
Persistent link: https://www.econbiz.de/10012194712
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Functional data analysis of generalized quantile regressions
Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, … - 2013
. We develop a functional data analysis approach to jointly estimate a family of generalized quantile regressions. Our …
Persistent link: https://www.econbiz.de/10010319200
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A Kendall correlation coefficient for functional dependence
García, Dalia Jazmín Valencia; Lillo, Rosa E.; Romo, Juan - Departamento de Estadistica, Universidad Carlos III de … - 2013
Measuring dependence is a basic question when dealing with functional observations. The usual correlation for curves is not robust. Kendall's coefficient is a natural description of dependence between finite dimensional random variables. We extend this concept to functional observations. Given a...
Persistent link: https://www.econbiz.de/10010861860
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Spearman coefficient for functions
García, Dalia Jazmín Valencia; Lillo, Rosa E.; Romo, Juan - Departamento de Estadistica, Universidad Carlos III de … - 2013
We present a notion of Spearman's coefficient for functional data that extends the classical bivariate concept to …
Persistent link: https://www.econbiz.de/10010861863
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The Mahalanobis distance for functional data with applications to classification
Joseph, Esdras; Galeano, Pedro; Lillo, Rosa E. - Departamento de Estadistica, Universidad Carlos III de … - 2013
This paper presents a general notion of Mahalanobis distance for functional data that extends the classical … known functional classification procedures are developed using the Mahalanobis distance for functional data as a measure of … compared with those methods used in conjunction with the Mahalanobis distance for functional data, with positive results …
Persistent link: https://www.econbiz.de/10010861878
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Dependency evolution in Spanish disabled population : a functional data analysis approach
Lozano, Irene Albarrán; González, Pablo Alonso; Gil, … - Departamento de Estadistica, Universidad Carlos III de … - 2013
functional data, where for each individual we get a curve only observed at those points in which changes in the condition of his …/her dependency occur. We use functional data analysis techniques such as curve registration, functional data depth or distance …
Persistent link: https://www.econbiz.de/10010861887
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Functional Data Analysis of Generalized Quantile Regressions
Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013
. We develop a functional data analysis approach to jointly estimate a family of generalized quantile regressions. Our …
Persistent link: https://www.econbiz.de/10010603885
Saved in:
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Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective
Liebl, Dominik - Volkswirtschaftliche Fakultät, … - 2013
as two alternative functional data models. …
Persistent link: https://www.econbiz.de/10011111745
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Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
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The impact of special days in call arrivals forecasting : a neural network approach to modelling special days
Barrow, Devon; Kourentzes, Nikolaos - In: European journal of operational research : EJOR 264 (2018) 3, pp. 967-977
Persistent link: https://www.econbiz.de/10011802132
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