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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 81 - 90 of 294
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Permutation tests for equality of distributions of functional data
Bugni, Federico; Horowitz, Joel L. - 2017
a continuous time stochastic process are called functional data. This paper is concerned with comparing two or more … stochastic processes that generate functional data. The data may be produced by a randomized experiment in which there are … data. In contrast to existing methods, the test described here applies to both functional data and multiple treatments. The …
Persistent link: https://www.econbiz.de/10011941449
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Dynamic semi-parametric factor model for functional expectiles
Burdejová, Petra; Härdle, Wolfgang Karl - 2017
High-frequency data can provide us with a quantity of informa- tion for forecasting, help to calculate and prevent the future risk based on extremes. This tail behaviour is very often driven by ex- ogenous components and may be modelled conditional on other vari- ables. However, many of these...
Persistent link: https://www.econbiz.de/10011963633
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A survey of functional principal component analysis
Shang, Han - In: AStA Advances in Statistical Analysis 98 (2014) 2, pp. 121-142
Advances in data collection and storage have tremendously increased the presence of functional data, whose graphical … representations are curves, images or shapes. As a new area of statistics, functional data analysis extends existing methodologies and … principal component analysis, and its use in explanatory analysis, modeling and forecasting, and classification of functional …
Persistent link: https://www.econbiz.de/10010759620
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A phase I multi-modelling approach for profile monitoring of signal data
Grasso, Marco; Colosimo, Bianca Maria; Tsung, Fugee - In: International journal of production research 55 (2017) 15/16, pp. 4354-4377
Persistent link: https://www.econbiz.de/10011671758
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Neural network prediction of crude oil futures using B-splines
Butler, Sunil; Kokoszka, Piotr; Miao, Hong; Shang, Han Lin - In: Energy economics 94 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012649352
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Identifying and responding to outlier demand in revenue management
Rennie, Nicola; Cleophas, Catherine; Sykulski, Adam M.; … - In: European journal of operational research : EJOR 293 (2021) 3, pp. 1015-1030
Persistent link: https://www.econbiz.de/10012533799
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Trading signal, functional data analysis and time series momentum
Boubaker, Sabri; Liu, Zhenya; Lu, Shanglin; Zhang, Yifan - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014581379
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Efficient representation of supply and demand curves on day-ahead electricity markets
Soloviova, Mariia; Vargiolu, Tiziano - In: The journal of energy markets 14 (2021) 1, pp. 99-126
Persistent link: https://www.econbiz.de/10012662353
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Prevention- versus promotion-focus regulatory efforts on the disease incidence and mortality of COVID-19 : a multinational diffusion study using functional data analysis
Kumar, V.; Sood, Ashish; Gupta, Shaphali; Sood, Nitish - In: Journal of international marketing 29 (2021) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012484445
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The functional k NN estimator of the conditional expectile: Uniform consistency in number of neighbors
Almanjahie, Ibrahim M.; Bouzebda, Salim; Chikr … - In: Statistics & Risk Modeling 38 (2021) 3-4, pp. 47-63
Abstract The main purpose of the present paper is to investigate the problem of the nonparametric estimation of the expectile regression in which the response variable is scalar while the covariate is a random function. More precisely, an estimator is constructed by using the k Nearest Neighbor...
Persistent link: https://www.econbiz.de/10014621280
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