Search Results - subject:"Functional data"

On optimal regression trees to detect critical intervals for multivariate functional data

Blanquero, Rafael; Carrizosa, Emilio; Molero-Río, Cristina - In: Computers & operations research : and their … 152 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014266490

The evolvement of momentum effects in China : evidence from functional data analysis

Li, Bo; Liu, Zhenya; Teka, Hanen; Wang, Shixuan - In: Research in international business and finance 64 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014279043

Game outcome uncertainty revisited : a clustering analysis of team-specific game attendance predictions

Maennig, Wolfgang; Mueller, Steffen Q. - In: Applied economics 55 (2023) 30, pp. 3487-3497

Persistent link: https://www.econbiz.de/10014299166

High-dimensional functional factor models

Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin - 2019

Persistent link: https://www.econbiz.de/10012064780

Inference on the dimension of the nonstationary subspace in functional time series

Nielsen, Morten Ørregaard; Seo, Won-Ki; Seong, Dakyung - 2019

We propose a statistical procedure to determine the dimension of the nonstationary subspace of cointegrated functional time series taking values in the Hilbert space of square-integrable functions defined on a compact interval. The procedure is based on sequential application of a proposed test...

Persistent link: https://www.econbiz.de/10012183480

Inference on the dimension of the nonstationary subspace in functional time series

Nielsen, Morten Ørregaard; Seo, Won-Ki; Seong, Dakyung - 2019

Persistent link: https://www.econbiz.de/10012431063

A Gaussian Process Framework for Overlap and Causal Effect Estimation with High-Dimensional Covariates

Ghosh, Debashis; Cruz Cortés, Efrén - In: Journal of Causal Inference 7 (2019) 2

Abstract A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in which high-dimensional covariates are present and...

Persistent link: https://www.econbiz.de/10014610878

Analyzing the difference evolution of provincial energy consumption in China using the functional data analysis method

Wang, You; Gong, Xu - In: Energy economics 105 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013201955

Analyzing the impact of Brexit on global uncertainty using functional linear regression with point of impact : the role of currency and equity markets

Mangisa, Siphumlile; Das, Sonali; Gupta, Rangan - In: The Singapore economic review 67 (2022) 4, pp. 1377-1388

Persistent link: https://www.econbiz.de/10014235382

Functional profile techniques for claims reserving

Maciak, Matúš; Mizera, Ivan; Pešta, Michal - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 449-482

Persistent link: https://www.econbiz.de/10013270074