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  • Search: subject:"Functional data analysis"
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Year of publication
Subject
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Functional data analysis 90 functional data analysis 52 Theorie 38 Theory 38 Forecasting model 27 Prognoseverfahren 27 Time series analysis 16 Estimation theory 15 Functional Data Analysis 15 Schätztheorie 15 Zeitreihenanalyse 15 Nonparametric statistics 13 Volatility 13 Volatilität 13 Estimation 11 Nichtparametrisches Verfahren 11 Schätzung 11 Principal component analysis 9 Hauptkomponentenanalyse 8 Yield curve 8 Zinsstruktur 8 Welt 7 World 7 Aktienmarkt 6 Electricity 6 Elektrizität 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 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 87 Free 66 CC license 5
Type of publication
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Article 118 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 62 Aufsatz in Zeitschrift 62 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 8 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 107 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 Vaz, Lucelia Viviane 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 Chen, Jiazi 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 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...
All
Computational Statistics & Data Analysis 8 Computational Statistics 6 International journal of forecasting 4 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 Energy economics 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 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 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of actuarial science 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
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Source
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ECONIS (ZBW) 80 RePEc 62 EconStor 16 BASE 7 Other ZBW resources 2
Showing 31 - 40 of 167
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Spatio-temporal dynamics of European innovation: An exploratory approach via multivariate functional data cluster analysis
Rhoden, Imke; Weller, Daniel; Voit, Ann-Katrin - 2021
We apply a functional data approach for mixture model-based multivariate innovation clustering to identify different regional innovation portfolios in Europe. Innovation concentration is considered as pattern of specialization among innovation types. We examine patent registration data and...
Persistent link: https://www.econbiz.de/10012797216
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Spatio-temporal dynamics of European innovation : an exploratory approach via multivariate functional data cluster analysis
Rhoden, Imke; Weller, Daniel; Voit, Ann-Katrin - 2021
We apply a functional data approach for mixture model-based multivariate innovation clustering to identify different regional innovation portfolios in Europe. Innovation concentration is considered as pattern of specialization among innovation types. We examine patent registration data and...
Persistent link: https://www.econbiz.de/10012792485
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Functional data analysis for Brazilian term structure of interest rate
Vaz, Lucelia Viviane; Raad, Rodrigo Jardim - 2021
Persistent link: https://www.econbiz.de/10013207456
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Heterogeneous consumer preferences for product quality and uncertainty
Maennig, Wolfgang; Mueller, Steffen Q. - 2021
We provide evidence for heterogeneous consumer preferences for product quality and game outcome uncertainty (GOU) in Major League Baseball. Using attendance data from 2013 to 2019, we explore functional data clustering techniques to detect common patterns in predictive margins of team-specific...
Persistent link: https://www.econbiz.de/10012794169
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Superconsistent estimation of points of impact in non‐parametric regression with functional predictors
Poß, Dominik; Liebl, Dominik; Kneip, Alois; … - In: Journal of the Royal Statistical Society: Series B … 82 (2020) 4, pp. 1115-1140
Predicting scalar outcomes by using functional predictors is a classical problem in functional data analysis. In many …
Persistent link: https://www.econbiz.de/10012620996
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Measurement and contagion modelling of systemic risk in China's financial sectors : evidence for functional data analysis and complex network
Tian, Sihua; Li, Shaofang; Gu, Qinen - In: International review of financial analysis 90 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014470541
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Testing stability in functional event observations with an application to IPO performance
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1262-1273
Persistent link: https://www.econbiz.de/10014448630
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Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China
Li, Bo; Boubaker, Sabri; Liu, Zhenya; Louhichi, Waël; … - In: Computational economics 62 (2023) 2, pp. 527-559
Persistent link: https://www.econbiz.de/10014382734
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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
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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
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