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  • Search: subject:"Functional data analysis"
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Year of publication
Subject
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Functional data analysis 88 functional data analysis 50 Theorie 36 Theory 36 Forecasting model 25 Prognoseverfahren 25 Time series analysis 16 Functional Data Analysis 15 Zeitreihenanalyse 15 Estimation theory 14 Schätztheorie 14 Volatility 13 Volatilität 13 Nonparametric statistics 12 Estimation 11 Schätzung 11 Nichtparametrisches Verfahren 10 Principal component analysis 7 Welt 7 World 7 Yield curve 7 Zinsstruktur 7 Aktienmarkt 6 Hauptkomponentenanalyse 6 Multivariate Analyse 6 Multivariate analysis 6 Stock market 6 Bootstrap approach 5 Bootstrap-Verfahren 5 Börsenkurs 5 China 5 Close-to-open gap forecasting 5 Cluster analysis 5 Electricity 5 Elektrizität 5 Energiekonsum 5 Energy consumption 5 Functional principal component analysis 5 International stock markets 5 Share price 5
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Online availability
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Undetermined 85 Free 64 CC license 5
Type of publication
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Article 114 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 59 Aufsatz in Zeitschrift 59 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 7 Thesis 6 research-article 2 Bibliografie enthalten 1 Bibliography included 1 Lehrbuch 1 Statistik 1 Textbook 1
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Language
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English 103 Undetermined 59 German 1
Author
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Kokoszka, Piotr 5 Liu, Zhenya 5 Das, Sonali 4 Gallón, Santiago 4 Gatarek, Lukasz T. 4 Rhoden, Imke 4 Voit, Ann-Katrin 4 Weller, Daniel 4 Cummins, Mark 3 Diks, Cees G.H. 3 Galeano, Pedro 3 Gooijer, Jan G. de 3 Gupta, Rangan 3 Härdle, Wolfgang 3 Härdle, Wolfgang Karl 3 Kearney, Fearghal 3 Kneip, Alois 3 Maennig, Wolfgang 3 Mangisa, Siphumlile 3 Mueller, Steffen Q. 3 Murphy, Finbarr 3 Romo, Juan 3 Shang, Han Lin 3 Vantini, Simone 3 Vieu, Philippe 3 Wang, Shixuan 3 Aguilera, Ana 2 Benko, Michal 2 Boubaker, Sabri 2 Burdejova, Petra 2 Carey, Michelle 2 Carroll, Raymond J. 2 Cañón, Carlos Iván 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 2 Fagiolo, Giorgio 2 Gath, Eugene G. 2
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 4 Department of Econometrics and Business Statistics, Monash Business School 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centro Ricerche Nord Sud (CRENoS) 1 Department of Accountancy, Economics and Finance, School of Management and Languages 1 EconWPA 1 IGI Global 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...
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Computational Statistics & Data Analysis 8 Computational Statistics 6 Journal of Multivariate Analysis 4 Statistics and Econometrics Working Papers 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 International journal of forecasting 3 Monash Econometrics and Business Statistics Working Papers 3 Psychometrika 3 SFB 649 Discussion Paper 3 Statistics & Probability Letters 3 Working papers 3 AStA Advances in Statistical Analysis 2 Advances in Data Analysis and Classification 2 Applied economics 2 Energy economics 2 European journal of operational research : EJOR 2 Journal of Classification 2 Journal of forecasting 2 Journal of time series econometrics 2 Marketing science 2 Metrika 2 Quantitative finance 2 Research in international business and finance 2 SFB 649 Discussion Papers 2 SFB 649 discussion paper 2 Statistical Papers 2 Statistics & Risk Modeling 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Tinbergen Institute Discussion Papers 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Computational and mathematical organization theory 1 Computational economics 1 Computing in Economics and Finance 2005 1 Demographic Research 1 Department of Economics working paper series 1 Discussion paper / Tinbergen Institute 1 ECARES working paper 1
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Source
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ECONIS (ZBW) 77 RePEc 62 EconStor 15 BASE 7 Other ZBW resources 2
Showing 91 - 100 of 163
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Statistical computation and inference for functional data analysis
Jiang, Huijing - 2010
My doctoral research dissertation focuses on two aspects of functional data analysis (FDA): FDA under spatial … research work in multilevel functional data analysis is developing a statistical model for estimating temporal and spatial …
Persistent link: https://www.econbiz.de/10009475878
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Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach
Yasmeen, Farah; Hyndman, Rob J; Erbas, Bircan - Department of Econometrics and Business Statistics, … - 2010
The disparity in breast cancer mortality rates among white and black US women is widening with higher mortality rates among black women. We apply functional time series models on age-specific breast cancer mortality rates for each group of women, and forecast their mortality curves using...
Persistent link: https://www.econbiz.de/10008467330
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Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
de Gooijer, Jan G.; 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/10010325699
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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
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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
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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
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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
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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
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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
Several approaches for functional canonical correlation analysis have been developed to measure the association between paired functional data. However, the existing methods in the literature have been developed for dense and balanced functional data, and they cannot be directly applicable to...
Persistent link: https://www.econbiz.de/10011189575
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Generalized Functional Extended Redundancy Analysis
Hwang, Heungsun; Suk, Hye; Takane, Yoshio; Lee, Jang-Han; … - In: Psychometrika 80 (2015) 1, pp. 101-125
Functional extended redundancy analysis (FERA) was recently developed to integrate data reduction into functional linear models. This technique extracts a component from each of multiple sets of predictor data in such a way that the component accounts for the maximum variance of response data....
Persistent link: https://www.econbiz.de/10011241346
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