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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)
All
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
All
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 81 - 90 of 287
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Permutation tests for equality of distributions of functional data
Bugni, Federico A.; Horowitz, Joel - 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/10011941827
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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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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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Multivariate factorisable sparse asymmetric least squares regression
Chao, Shih-Kang; Härdle, Wolfgang Karl; Huang, Chen - 2016
More and more data are observed in form of curves. Numerous applications in finance, neuroeconomics, demographics and also weather and climate analysis make it necessary to extract common patterns and prompt joint modelling of individual curve variation. Focus of such joint variation analysis...
Persistent link: https://www.econbiz.de/10011663440
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Functional systemic risk, complementarities and early warnings
Cañón, Carlos Iván; Gallón, Santiago; Olivar, Santiago - 2016
This paper proposes a systemic risk index based on Functional Data Analysis (FDA), overcoming salient shortcomings of …
Persistent link: https://www.econbiz.de/10011788936
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Factorisable sparse tail event curves with expectiles
Härdle, Wolfgang Karl; Huang, Chen; Chao, Shih-Kang - 2016
Persistent link: https://www.econbiz.de/10011531894
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Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management.
López Cabrera, Brenda; Schulz, Franziska - 2016
The increasing exposure to renewable energy has amplified the need for risk management in electricity markets. Electricity price risk poses a major challenge to market participants. We propose an approach to model and fore- cast electricity prices taking into account information on renewable...
Persistent link: https://www.econbiz.de/10011580433
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Principal component analysis in an asymmetric norm
Tran, Ngoc Mai; Burdejová, Petra; Osipenko, Maria; … - 2016
Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of high-dimensional data. However, in many applications such as risk quantification in finance or climatology, one is interested in capturing the tail variations rather than variation around the mean. In...
Persistent link: https://www.econbiz.de/10011580438
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Cover Image
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management.
López Cabrera, Brenda; Schulz, Franziska - 2016
The increasing exposure to renewable energy has amplified the need for risk management in electricity markets. Electricity price risk poses a major challenge to market participants. We propose an approach to model and fore- cast electricity prices taking into account information on renewable...
Persistent link: https://www.econbiz.de/10011538153
Saved in:
Cover Image
Factorisable sparse tail event curves with expectiles
Härdle, Wolfgang; Huang, Chen; Chao, Shih-Kang - 2016
Persistent link: https://www.econbiz.de/10011452923
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