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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
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Undetermined 156 Free 113 CC license 10
Type of publication
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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 201 - 210 of 287
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Functional data analysis with applications in finance
Benko, Michal - 2007
.g. days) or for different underlyings, a bunch (sample) of functions is obtained - a functional data set. The first topic … smoothing. The second part of the thesis is devoted to the functional data analysis (FDA) and its connection to the problems …
Persistent link: https://www.econbiz.de/10009467092
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Representing, Visualizing, and Modeling Online Auction Data
Hyde, Valerie - 2007
The wide and growing popularity of online auctions creates enormous amounts of publicly available bid data providing an important topic for research. These data pose unique statistical challenges because of their special structures. This research focuses on methods for representing, visualizing,...
Persistent link: https://www.econbiz.de/10009450765
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Exploring and Modeling Online Auctions Using Functional Data Analysis
Wang, Shanshan - 2007
by using modern functional data analysis techniques. We also use the functional context to systematically describe …
Persistent link: https://www.econbiz.de/10009450766
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Topics in functional data analysis with biological applications
Carroll, Raymond J. (contributor); Hsing, Tailen (contributor) - 2006
Functional data analysis (FDA) is an active field of statistics, in which the primary subjectsin the study are curves …
Persistent link: https://www.econbiz.de/10009464813
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Stochastic population forecasts using functional data models for mortality, fertility and migration
Hyndman, Rob J; Booth, Heather - Department of Econometrics and Business Statistics, … - 2006
, fertility and net migration. Functional data models with time series coefficients are used to model age-specific mortality and … mortality data. This estimate, which includes error, is also modeled using a functional data model. The three models involve …
Persistent link: https://www.econbiz.de/10005427608
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Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
Booth, Heather; Hyndman, Rob J; Tickle, Leonie; Jong, … - Department of Econometrics and Business Statistics, … - 2006
We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman-Ullah and De Jong-Tickle extensions. These...
Persistent link: https://www.econbiz.de/10005087612
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Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
Booth, Heather; Hyndman, Rob; Tickle, Leonie; Jong, Piet de - In: Demographic Research 15 (2006) 9, pp. 289-310
We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman-Ullah and De Jong-Tickle extensions. These...
Persistent link: https://www.econbiz.de/10005700021
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Assessing biodiversity profile through FDA
Battista, Tonio Di; Fortuna, Francesca - In: Statistica 73 (2013) 1, pp. 69-85
The past few years have highlighted the need to protect diversity in its broader concept and, in particular, with reference to the ecological context for environmental protection. In this context, the problem of the definition and the measurement of diversity becomes fundamental. This paper...
Persistent link: https://www.econbiz.de/10010735133
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Combining functions and the closure principle for performing follow-up tests in functional analysis of variance
Vsevolozhskaya, O.A.; Greenwood, M.C.; Bellante, G.J.; … - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 175-184
Functional analysis of variance involves testing for differences in functional means across k groups in n functional responses. If a significant overall difference in the mean curves is detected, one may want to identify the location of these differences. Cox and Lee (2008) proposed performing a...
Persistent link: https://www.econbiz.de/10010871314
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Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models
Hyndman, Rob; Booth, Heather; Yasmeen, Farah - In: Demography 50 (2013) 1, pp. 261-283
When independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for coherent forecasting of mortality rates for two or more subpopulations, based on functional principal components models of simple and interpretable...
Persistent link: https://www.econbiz.de/10010844699
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