Search Results - subject:"Functional data"

Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns

Gooijer, Jan G. de; Diks, Cees G.H.; Gatarek, Lukasz T. - Tinbergen Institute - 2009

functional variable, it is natural to focus on functional data analysis. Both parametric and non-parametric modeling strategies …

Persistent link: https://www.econbiz.de/10008513244

Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market

Alva, Kenedy; Romo, Juan; Ruiz, Esther - Departamento de Estadistica, Universidad Carlos III de … - 2009

We propose recent functional data analysis techniques to study the intra-daily volatility. In particular, the …

Persistent link: https://www.econbiz.de/10005190170

Adjustment curves for binary responses associated to stochastic processes

Costanzo, Giuseppina Damiana; Dell'Accio, Francesco; … - Dipartimento di Scienze Economiche, Statistiche e … - 2009

Persistent link: https://www.econbiz.de/10008472187

Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns

Gooijer, Jan G. de; Diks, Cees G.H.; Gatarek, Lukasz T. - Tinbergen Instituut - 2009

scalar response variable to a functional variable, it is natural to focus on functional data analysis. Both parametric and …

Persistent link: https://www.econbiz.de/10011256037

Information flows around the globe : predicting opening gaps from overnight foreign stock price patterns

Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009

functional variable, it is natural to focus on functional data analysis. Both parametric and non-parametric modeling strategies …

Persistent link: https://www.econbiz.de/10011379456

Strong convergence of robust equivariant nonparametric functional regression estimators

Boente, Graciela; Vahnovan, Alejandra - In: Statistics & Probability Letters 100 (2015) C, pp. 1-11

Robust nonparametric equivariant M-estimators for the regression function have been extensively studied when the covariates are in Rk. In this paper, we derive strong uniform convergence rates for kernel-based robust equivariant M-regression estimator when the covariates are functional.

Persistent link: https://www.econbiz.de/10011263153

Nested nonnegative cone analysis

Zhang, Lingsong; Lu, Shu; Marron, J.S. - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 100-110

Motivated by the analysis of nonnegative data objects, a novel Nested Nonnegative Cone Analysis (NNCA) approach is proposed to overcome some drawbacks of existing methods. The application of traditional PCA/SVD method to nonnegative data often cause the approximation matrix leave the nonnegative...

Persistent link: https://www.econbiz.de/10011264466

Functional Kriging Prediction of Pollution Series: The Geostatistical Alternative for Spatially-fixed Data/Predicción de series de contaminación mediante kriging funcional. La alternativa geoestadística cuando los datos están anclados al espacio

MONTERO, JOSÉ-MARÍA; FERNÁNDEZ-AVILÉS, GEMA - In: Estudios de Economía Aplicada 33 (2015) Enero, pp. 145-179

strategy for dealing with this type of data since it deals with functional data representing the observations recorded at each … functional data at some of the most polluted sites of the city. La calidad del aire es una cuestión de suma importancia. Por ello …

Persistent link: https://www.econbiz.de/10011115598

Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories

Cardot, Hervé; De Moliner, Anne; Goga, Camelia - In: Statistics & Probability Letters 99 (2015) C, pp. 156-166

This paper studies, in a survey sampling framework with unequal probability sampling designs, three nonparametric kernel estimators for the mean curve in presence of discretized trajectories with missing values. Their pointwise variances are approximated thanks to linearization techniques.

Persistent link: https://www.econbiz.de/10011208308

Canonical correlation analysis for irregularly and sparsely observed functional data

Shin, Hyejin; Lee, Seokho - In: Journal of Multivariate Analysis 134 (2015) C, pp. 1-18

paired functional data. However, the existing methods in the literature have been developed for dense and balanced functional … sparse fashion. In this paper, we model the associations between paired functional data into a linear mixed-effects model … irregularly or sparsely observed functional data, and brings a new insight into the interpretation of canonical correlation …

Persistent link: https://www.econbiz.de/10011189575