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  • Search: subject:"Functional data"
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Year of publication
Subject
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Functional data analysis 88 Functional data 62 Theorie 52 Theory 52 functional data analysis 50 functional data 41 Forecasting model 33 Prognoseverfahren 33 Estimation theory 29 Schätztheorie 29 Time series analysis 25 Zeitreihenanalyse 24 Nonparametric statistics 18 Estimation 17 Schätzung 17 Nichtparametrisches Verfahren 16 Functional Data Analysis 15 Volatility 14 Volatilität 14 Statistical theory 12 Statistische Methodenlehre 12 Multivariate Analyse 11 Multivariate analysis 11 Regression analysis 11 Regressionsanalyse 11 Principal component analysis 9 Statistical distribution 9 Statistische Verteilung 9 Dimension reduction 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 113 CC license 10
Type of publication
All
Article 197 Book / Working Paper 88 Other 2
Type of publication (narrower categories)
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Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 47 Graue Literatur 31 Non-commercial literature 31 Arbeitspapier 30 Article 10 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 161 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 Working papers / TSE : WP 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 Statistical Papers 2 The European journal of finance 2 Tinbergen Institute Discussion Papers 2
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Source
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RePEc 135 ECONIS (ZBW) 112 EconStor 27 BASE 9 Other ZBW resources 4
Showing 101 - 110 of 287
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Change point and trend analyses of annual expectile curves of tropical storms
Burdejova, Petra; Härdle, Wolfgang; Kokoszka, Piotr; … - 2015
Motivated by the conjectured existence of trends in the intensity of tropical storms, this paper proposes new inferential methodology to detect a trend in the annual pattern of environmental data. The new methodology can be applied to data which can be represented as annual curves which evolve...
Persistent link: https://www.econbiz.de/10010529335
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Functional-bandwidth kernel for Support Vector Machine with Functional Data : an alternating optimization algorithm
Blanquero, R.; Carrizosa, Emilio; Jiménez-Cordero, A.; … - In: European journal of operational research : EJOR 275 (2019) 1, pp. 195-207
Persistent link: https://www.econbiz.de/10011993243
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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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The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Das, Sonali; Demirer, Rıza; Gupta, Rangan; Mangisa, … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 132-147
Persistent link: https://www.econbiz.de/10012299650
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Using extracted forward rate term structure information to forecast foreign exchange rates
Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: Journal of empirical finance 53 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012171702
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How functional data can enhance the estimation of health expectancy : the case of disabled Spanish population
Albarrán, Irene; Alonso-González, Pablo J.; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 57-84
Persistent link: https://www.econbiz.de/10012105339
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Measuring and monitoring diversity in organizations through functional instruments with an application to ethnic workforce diversity of the U.S. Federal Agencies
Maturo, Fabrizio; Migliori, Stefania; Paolone, Francesco - In: Computational and mathematical organization theory 25 (2019) 4, pp. 357-388
Persistent link: https://www.econbiz.de/10012123593
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Risk analysis of cumulative intraday return curves
Kokoszka, Piotr; Miao, Hong; Stoev, Stilian; Zheng, Ben - In: Journal of time series econometrics 11 (2019) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10012022894
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Functional regression models for South African economic indicators : a growth curve perspective
Mangisa, Siphumlile; Das, Sonali; Ray, Surajit; Sharp, Gary - In: OPEC energy review 43 (2019) 2, pp. 217-237
Persistent link: https://www.econbiz.de/10013337932
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A simultaneous confidence corridor for varying coefficient regression with sparse functional data
Gu, Lijie; Wang, Li; Härdle, Wolfgang Karl; Yang, Lijian - 2014
We consider a varying coefficient regression model for sparse functional data, with time varying response variable …
Persistent link: https://www.econbiz.de/10010331126
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