Search Results - subject:"Local polynomial regression"

The geography of innovation in the Luxembourg metropolitan region: an intra-regional approach

Vincent, DAUTEL; Olivier, WALTHER - Luxembourg Institute of Socio-Economic Research … - 2011

The main objective of the paper is to analyse the local determinants of innovation in the Luxembourg metropolitan region. We are particularly interested in the impact of the local milieu and characteristics of firms. Our paper addresses two specific research questions. Firstly, we examine the...

Persistent link: https://www.econbiz.de/10009207099

Prognose mit nichtparametrischen Verfahren

Härdle, Wolfgang Karl; Schulz, Rainer; Wang, Weining - 2010

Statistische Prognosen basieren auf der Annahme, dass ein funktionaler Zusammenhang zwischen der zu prognostizierenden Variable y und anderen j-dimensional beobachtbaren Variablen x = (x1,...xl) besteht. Kann der funktionale Zusammenhang geschätzt werden, so kann im Prinzip für jedes x der...

Persistent link: https://www.econbiz.de/10010281577

Prognose mit nichtparametrischen Verfahren

Härdle, Wolfgang Karl; Schulz, Rainer; Wang, Weining - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010

Persistent link: https://www.econbiz.de/10008525434

Nonparametric regression for dependent data in the errors-in-variables problem

Honda, Toshio - Institute of Economic Research, Hitotsubashi University - 2009

We consider the nonparametric estimation of the regression functions for dependent data. Suppose that the covariates are observed with additive errors in the data and we employ nonparametric deconvolution kernel techniques to estimate the regression functions in this paper. We investigate how...

Persistent link: https://www.econbiz.de/10008495553

Nonparametric significance testing and group variable selection

Zambom, Adriano Zanin; Akritas, Michael G. - In: Journal of Multivariate Analysis 133 (2015) C, pp. 51-60

In the context of a heteroscedastic nonparametric regression model, we develop a test for the null hypothesis that a subset of the predictors has no influence on the regression function. The test uses residuals obtained from local polynomial fitting of the null model and is based on a test...

Persistent link: https://www.econbiz.de/10011116237

Robust comparison of regression curves

Feng, Long; Zou, Changliang; Wang, Zhaojun; Zhu, Lixing - In: TEST: An Official Journal of the Spanish Society of … 24 (2015) 1, pp. 185-204

<Para ID="Par1">This paper is concerned about robust comparison of two regression curves. Most of the procedures in the literature are least-squares-based methods with local polynomial approximation to nonparametric regression. However, the efficiency of these methods is adversely affected by outlying...</para>

Persistent link: https://www.econbiz.de/10011240917

L' adoption d'innovations technologiques et/ou organisationnelles dans la région métropolitaine de Luxembourg

Dautel, Vincent - In: Economie & prévision : EP 206/207 (2015) 1/2, pp. 71-90

Persistent link: https://www.econbiz.de/10011549141

On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing

Luati, Alessandra; Proietti, Tommaso - Volkswirtschaftliche Fakultät, … - 2008

polynomial regression and kernel smoothing. Specifically, they enable to derive the optimal kernel associated with a particular … polynomial regression it is shown that there is a class of covariance structures, associated with non-invertible moving average … is equivalent to the weighted least squares estimator. The equivalence conditions have interesting applications in local …

Persistent link: https://www.econbiz.de/10005616805

The geography of innovation in a small metropolitan region : an intra-regional approach in Luxembourg

Dautel, Vincent; Walther, Olivier - In: Papers in regional science : the journal of the … 93 (2014) 4, pp. 703-725

Persistent link: https://www.econbiz.de/10010479068

A nonparametric anallysis of welfare and the economic shocks

Rosati, Nicoletta - 2006

polynomial regression models to estimate the variance of the shocks conditional on welfare level. Italian data covering the … using both consumption and income measures. After testing for heteroskedasticity of the economic shocks, we use local …

Persistent link: https://www.econbiz.de/10010318507