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  • Search: subject:"Functional Data"
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Year of publication
Subject
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Functional data analysis 86 Functional data 60 Theorie 52 Theory 52 functional data analysis 50 functional data 41 Forecasting model 33 Prognoseverfahren 33 Estimation theory 28 Schätztheorie 28 Time series analysis 24 Zeitreihenanalyse 23 Nonparametric statistics 18 Estimation 17 Schätzung 17 Nichtparametrisches Verfahren 16 Functional Data Analysis 15 Volatility 14 Volatilität 14 Multivariate Analyse 11 Multivariate analysis 11 Regression analysis 11 Regressionsanalyse 11 Statistical theory 11 Statistische Methodenlehre 11 Principal component analysis 9 Dimension reduction 8 Statistical distribution 8 Statistische Verteilung 8 Yield curve 8 Zinsstruktur 8 Clustering 7 Hauptkomponentenanalyse 7 Risiko 7 Risk 7 Welt 7 World 7 Aktienmarkt 6 Börsenkurs 6 Electricity 6
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Online availability
All
Undetermined 156 Free 109 CC license 10
Type of publication
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Article 194 Book / Working Paper 87 Other 2
Type of publication (narrower categories)
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Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 46 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 29 Article 7 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 157 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 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 Maennig, Wolfgang 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 Psychometrika 5 European journal of operational research : EJOR 4 International journal of forecasting 4 Journal of Classification 4 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 4 CEMMAP working papers / Centre for Microdata Methods and Practice 3 Energy economics 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 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 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 The European journal of finance 2 Tinbergen Institute Discussion Papers 2 Working papers / TSE : WP 2 ASTIN bulletin : the journal of the International Actuarial Association 1
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Source
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RePEc 135 ECONIS (ZBW) 111 EconStor 24 BASE 9 Other ZBW resources 4
Showing 181 - 190 of 283
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Functional data classification: a wavelet approach
Chang, Chung; Chen, Yakuan; Ogden, R. - In: Computational Statistics 29 (2014) 6, pp. 1497-1513
In recent years, several methods have been proposed to deal with functional data classification problems (e.g., one … for classifying functional data. This wavelet-thresholding semi-metric is able to adapt to the smoothness of the data and …
Persistent link: https://www.econbiz.de/10011151859
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Robust Functional Supervised Classification for Time Series
Alonso, Andrés; Casado, David; López-Pintado, Sara; … - In: Journal of Classification 31 (2014) 3, pp. 325-350
the integrated periodograms are curves, we apply functional data depth-based techniques to make the classification robust …
Persistent link: https://www.econbiz.de/10011152082
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Functional PCA and Base-Line Logit Models
Escabias, Manuel; Aguilera, Ana; Aguilera-Morillo, M. - In: Journal of Classification 31 (2014) 3, pp. 296-324
nearby time points. Functional data analysis methodologies have been developed to solve these type of problems. In order to … predict the class membership (multi-category response variable) associated to an observed curve (functional data), a …
Persistent link: https://www.econbiz.de/10011152087
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Identifying common normal distributions
Hayter, Anthony - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 135-152
parameters of a normal distribution are discussed, together with its relationship to functional data analysis and other standard …
Persistent link: https://www.econbiz.de/10010994248
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Extensions of some classical methods in change point analysis
Horváth, Lajos; Rice, Gregory - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 219-255
, multivariate, panel and functional data. We also present real data examples which illustrate the utility of the surveyed results …
Persistent link: https://www.econbiz.de/10010994252
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Principal differential analysis of the Aneurisk65 data set
Rosa, Matilde Dalla; Sangalli, Laura; Vantini, Simone - In: Advances in Data Analysis and Classification 8 (2014) 3, pp. 287-302
We explore the use of principal differential analysis as a tool for performing dimensional reduction of functional data … and effective representation of functional data, easily interpretable in terms of exponential, sinusoidal, or damped …-sinusoidal functions and providing a different insight to the functional data set under investigation. Moreover, in the analysis of the …
Persistent link: https://www.econbiz.de/10010995273
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Frontiers in financial dynamics
Carey, Michelle; Gath, Eugene G.; Hayes, Kevin - In: Research in International Business and Finance 30 (2014) C, pp. 369-376
In recent decades, mathematical motivated financial models have been used to understand the complexity and intermittent nature of financial market instruments. Typically, applied mathematics models a physical system by specifying and quantifying the physical laws to which the process should...
Persistent link: https://www.econbiz.de/10010719036
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Model-based clustering for multivariate functional data
Jacques, Julien; Preda, Cristian - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 92-106
The first model-based clustering algorithm for multivariate functional data is proposed. After introducing multivariate …
Persistent link: https://www.econbiz.de/10010719669
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Functional k-means inverse regression
Wang, Guochang; Lin, Nan; Zhang, Baoxue - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 172-182
A new dimension reduction method is proposed for functional multivariate regression with a multivariate response and a functional predictor by extending the functional sliced inverse regression model. Naive application of existing dimension reduction techniques for univariate response will...
Persistent link: https://www.econbiz.de/10010719671
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Interpretable support vector machines for functional data
Martin-Barragan, Belen; Lillo, Rosa; Romo, Juan - In: European journal of operational research : EJOR 232 (2014) 1, pp. 146-155
Persistent link: https://www.econbiz.de/10010224722
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