Search Results - subject:"Gaussian kernel"

Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity

Malugin, Vladimir; Vasilkov, Mikhail - In: Applied Econometrics 22 (2011) 2, pp. 78-92

The problems of the analysis of stochastic systems described by nonlinear statistical models with heterogeneous functional forms are considered in the space of «essential dependent» features. It is supposed that functional heterogeneity is conditioned by the existing of the different classes...

Persistent link: https://www.econbiz.de/10009140903

Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels

SCAILLET, Olivier - Institut de Recherche Économique et Sociale (IRES), … - 2001

This paper introduces two new nonparametric estimators for probability density functions which have support on the non-negative half-line. These kernel estimators are based on some inverse Gaussian and reciprocal inverse Gaussian probability density functions used as kernels. We show that they...

Persistent link: https://www.econbiz.de/10004985341

A Nonparametric Kernel Representation of the Agricultural Production Function: Implications for Economic Measures of Technology

Livanis, Grigorios T.; Salois, Matthew J.; Moss, Charles B. - 2009

The issue of production function estimation has received recent attention, particularly in agricultural economics with the advent of precision farming. Yet, the evidence to date is far from unanimous on theproper form of the production function. This paper reexamines the use ofthe primal...

Persistent link: https://www.econbiz.de/10009444809

A Nonparametric Kernel Representation of the Agricultural Production Function: Implications for Economic Measures of Technology

Livanis, Grigorios T.; Salois, Matthew J.; Moss, Charles B. - Agricultural Economics Society - AES - 2009

The issue of production function estimation has received recent attention, particularly in agricultural economics with the advent of precision farming. Yet, the evidence to date is far from unanimous on the proper form of the production function. This paper reexamines the use of the primal...

Persistent link: https://www.econbiz.de/10004964507

Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density

Shang, Han - In: Computational Statistics 29 (2014) 3, pp. 829-848

In the context of semi-functional partial linear regression model, we study the problem of error density estimation. The unknown error density is approximated by a mixture of Gaussian densities with means being the individual residuals, and variance a constant parameter. This mixture error...

Persistent link: https://www.econbiz.de/10010847818

A Gaussian kernel-based approach for modeling vehicle headway distributions

Zhang, Guohui; Wang, Yinhai - In: Transportation science : a journal of the Institute for … 48 (2014) 2, pp. 206-216

Persistent link: https://www.econbiz.de/10010367188

Community structure discovery method based on the Gaussian kernel similarity matrix

Guo, Chonghui; Zhao, Haipeng - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 6, pp. 2268-2278

academic research has become one of the hot spots. Based on the Gaussian kernel similarity matrix and spectral bisection, this … paper proposes a new community structure discovery method. First, by adjusting the Gaussian kernel parameter to change the … the largest relatively. Second, the changes of the Gaussian kernel parameter would lead to the unstable nodes jumping off …

Persistent link: https://www.econbiz.de/10010873714

A heuristic method for parameter selection in LS-SVM: Application to time series prediction

Rubio, Ginés; Pomares, Héctor; Rojas, Ignacio; … - In: International Journal of Forecasting 27 (2011) 3, pp. 725-739

paper a heuristic method for setting both the σ parameter of the Gaussian kernel and the regularization hyperparameter based …

Persistent link: https://www.econbiz.de/10011051478

Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing

Dagum, Estela; Luati, Alessandra - In: Studies in Nonlinear Dynamics & Econometrics 8 (2007) 2, pp. 1204-1204

estimators, Loess of degree 1 and 2, the cubic smoothing spline, the Gaussian kernel, and the 13-term Henderson filter.Our aim is …

Persistent link: https://www.econbiz.de/10004966184

Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels

FERNANDES, Marcelo; MENDES, Eduardo F.; SCAILLET, Olivier

We derive nonparametric tests of symmetry using asymmetric kernels with either shrinking or fixed bandwidths. We show how to extend the approach to examine conditional symmetry by deriving conditions under which our tests are applicable to residuals from semiparametric models with a...

Persistent link: https://www.econbiz.de/10010550296