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  • Search: subject:"Functional principal components"
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Year of publication
Subject
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Functional principal components 8 Theorie 6 functional principal components 6 Theory 5 Coronavirus 3 Estimation 3 Functional data analysis 3 Schätzung 3 Coping strategy 2 Coping-Strategie 2 Erwartungsbildung 2 Expectation formation 2 Functional Mahalanobis semi-distance 2 Impact assessment 2 Inflation 2 Inflation expectations 2 Inflationserwartung 2 Ornstein-Uhlenbeck process 2 Phillips curve 2 Phillips-Kurve 2 Rational expectations 2 Rationale Erwartung 2 Risikomanagement 2 Risikoprämie 2 Risk management 2 Survey expectations 2 Time series analysis 2 Wirkungsanalyse 2 Zeitreihenanalyse 2 generalized additive models 2 geographically weighted regression 2 risk premium 2 weather derivatives 2 ARMA model 1 ARMA-Modell 1 Adaptive group Lasso 1 Analysts' forecasts 1 Arbeitsproduktivität 1 Asymptotic normality 1 B-splines 1
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Online availability
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Free 11 Undetermined 8 CC license 3
Type of publication
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Article 13 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 3 Arbeitspapier 2 Graue Literatur 1 Non-commercial literature 1
Language
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English 12 Undetermined 8
Author
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Daadmehr, Elham 2 Galeano, Pedro 2 Härdle, Wolfgang Karl 2 Lillo, Rosa E. 2 Meeks, Roland 2 Monti, Francesca 2 Osipenko, Maria 2 Aguilera, Ana 1 Aguilera-Morillo, M. 1 Bali, Juan Lucas 1 Barrientos, Jorge Hugo 1 Benko, Michal 1 Boente, Graciela 1 Cremona, Marzia A. 1 Dadié, Éric 1 Escabias, Manuel 1 Esdras, Joseph 1 Gallón, Santiago 1 Hallin, Marc 1 Huynh, Kim P. 1 Härdle, Wolfgang 1 Hörmann, Siegfried 1 Jacho-Chávez, David T. 1 James, Gareth M. 1 Joaqui-Barandica, Orlando 1 Joseph, Esdras 1 Kneip, Alois 1 Kokoszka, Piotr 1 Lippi, Marco 1 Manotas-Duque, Diego F. 1 Panaretos, Victor M. 1 Petrunia, Robert J. 1 Reimherr, Matthew 1 Severino, Federico 1 Sood, Ashish 1 Tavakoli, Shahin 1 Tellis, Gerard J. 1 Uribe, Jorge 1 Valderrama, Mariano 1 Voia, Marcel-Christian 1
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2
Published in...
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SFB 649 Discussion Papers 2 Statistics and Econometrics Working Papers 2 Stochastic Processes and their Applications 2 Computational Statistics & Data Analysis 1 ECARES working paper 1 Economies : open access journal 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 International Journal of Energy Economics and Policy : IJEEP 1 Journal of monetary economics 1 Marketing Science 1 Review of Economic Analysis : REA 1 Risk management : an international journal 1 SFB 649 Discussion Paper 1 Staff working papers / Bank of England 1 Statistics & Probability Letters 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The energy journal 1
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Source
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RePEc 10 ECONIS (ZBW) 9 EconStor 1
Showing 11 - 20 of 20
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Spatial risk premium on weather derivatives and hedging weather exposure in electricity
Härdle, Wolfgang Karl; Osipenko, Maria - 2011
. The spatial derivative price distribution involves a risk premium. We examine functional principal components of …
Persistent link: https://www.econbiz.de/10010319196
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Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
Härdle, Wolfgang Karl; Osipenko, Maria - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
. The spatial derivative price distribution involves a risk premium. We examine functional principal components of …
Persistent link: https://www.econbiz.de/10008853979
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A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics
Huynh, Kim P.; Jacho-Chávez, David T.; Petrunia, Robert J. - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 337-360
Persistent link: https://www.econbiz.de/10011286410
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Consistency of a numerical approximation to the first principal component projection pursuit estimator
Bali, Juan Lucas; Boente, Graciela - In: Statistics & Probability Letters 94 (2014) C, pp. 181-191
We generalize to functional data, the approach given by Croux and Ruiz-Gazen (1996) to compute robust projection-pursuit principal direction estimators, allowing also for smoothness in the estimators. Consistency of the approximated first principal direction estimator is derived.
Persistent link: https://www.econbiz.de/10010930581
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Model detection for functional polynomial regression
Zhang, Tao; Zhang, Qingzhao; Wang, Qihua - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 183-197
A functional polynomial regression model which includes the functional linear model and functional quadratic model as two special cases is considered. In functional polynomial regression, one must balance the costs and benefits of using more parameters in the model. The method of model detection...
Persistent link: https://www.econbiz.de/10010719699
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Common Functional Principal Components
Benko, Michal; Härdle, Wolfgang; Kneip, Alois - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
in many applications, mainly for one sample problems. In this paper we consider common functional principal components …. Firstly we present a new method for estimation of functional principal components from discrete noisy data. Next we present … SFB 649 Discussion Paper 2006-010 Common Functional Principal Components Michal Benko …
Persistent link: https://www.econbiz.de/10005677915
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Asymptotic normality of the principal components of functional time series
Kokoszka, Piotr; Reimherr, Matthew - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1546-1562
convergence of the cross covariance operators of the sample functional principal components to their counterparts in the normal …
Persistent link: https://www.econbiz.de/10010875092
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Penalized spline approaches for functional logit regression
Aguilera-Morillo, M.; Aguilera, Ana; Escabias, Manuel; … - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 2, pp. 251-277
predictor variables a set of functional principal components. The functional parameter estimated by functional principal …
Persistent link: https://www.econbiz.de/10010994287
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Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series
Panaretos, Victor M.; Tavakoli, Shahin - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2779-2807
We develop a doubly spectral representation of a stationary functional time series, and study the properties of its empirical version. The representation decomposes the time series into an integral of uncorrelated frequency components (Cramér representation), each of which is in turn expanded...
Persistent link: https://www.econbiz.de/10010666236
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Functional Regression: A New Model for Predicting Market Penetration of New Products
Sood, Ashish; James, Gareth M.; Tellis, Gerard J. - In: Marketing Science 28 (2009) 1, pp. 36-51
The Bass model has been a standard for analyzing and predicting the market penetration of new products. We demonstrate the insights to be gained and predictive performance of functional data analysis (FDA), a new class of nonparametric techniques that has shown impressive results within the...
Persistent link: https://www.econbiz.de/10008789767
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