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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
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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 211 - 220 of 283
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Conditional estimation for dependent functional data
Battey, Heather; Sancetta, Alessio - In: Journal of Multivariate Analysis 120 (2013) C, pp. 1-17
estimators for functional data. We show via simulations and two empirical examples that the proposed NN estimator outperforms the …
Persistent link: https://www.econbiz.de/10011042038
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Generalized additive models for functional data
Febrero-Bande, Manuel; González-Manteiga, Wenceslao - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 2, pp. 278-292
unknown link function) to functional data covariates. The proposed algorithm is a modified version of the local scoring and …
Persistent link: https://www.econbiz.de/10010994269
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Testing linearity in semi-parametric functional data analysis
Aneiros-Pérez, Germán; Vieu, Philippe - In: Computational Statistics 28 (2013) 2, pp. 413-434
This paper investigates a semi-parametric model for functional data, based on partial linear ideas. A methodology is …
Persistent link: https://www.econbiz.de/10010998532
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Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination
Gromenko, Oleksandr; Kokoszka, Piotr - In: Computational Statistics & Data Analysis 59 (2013) C, pp. 82-94
observed at unevenly distributed spatial locations. Such data structures may be referred to as spatially indexed functional … data. Motivated by an important space physics problem, we model such data as a mean function plus spatially dependent error … known covariate functions. In particular, we develop methodology for the estimation a trend in spatially indexed functional …
Persistent link: https://www.econbiz.de/10010595096
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Generative models for functional data using phase and amplitude separation
Tucker, J. Derek; Wu, Wei; Srivastava, Anuj - In: Computational Statistics & Data Analysis 61 (2013) C, pp. 50-66
general, functional data contains both phase (or x or horizontal) and amplitude (or y or vertical) variability. Traditional … technique called elastic shape analysis of curves that involves a new mathematical representation of functional data. Then … that ignore phase-amplitude separation. Furthermore, the generative models are applied to classification of functional data …
Persistent link: https://www.econbiz.de/10010617232
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Uniform consistency of kNN regressors for functional variables
Kudraszow, Nadia L.; Vieu, Philippe - In: Statistics & Probability Letters 83 (2013) 8, pp. 1863-1870
This paper is devoted to nonparametric analysis of functional data. We give asymptotic results for a kNN generalized …
Persistent link: https://www.econbiz.de/10010678715
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Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data
Liu, Qiaojing; Zhao, Shoujiang - In: Statistics & Probability Letters 83 (2013) 5, pp. 1372-1381
In this paper we establish moderate deviations of regression function estimator on functional data. The pointwise …
Persistent link: https://www.econbiz.de/10010662319
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Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series
Panaretos, Victor M.; Tavakoli, Shahin - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2779-2807
We develop a doubly spectral representation of a stationary functional time series, and study the properties of its empirical version. The representation decomposes the time series into an integral of uncorrelated frequency components (Cramér representation), each of which is in turn expanded...
Persistent link: https://www.econbiz.de/10010666236
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Predictability of shapes of intraday price curves
Kokoszka, Piotr; Reimherr, Matthew - In: The econometrics journal 16 (2013) 3, pp. 285-308
Persistent link: https://www.econbiz.de/10010253641
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Monitoring the intraday volatility pattern
Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr - In: Journal of time series econometrics 5 (2013) 2, pp. 87-116
Persistent link: https://www.econbiz.de/10010225463
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