Search Results - subject:"Nonparametric regression"

Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators

Hagmann-von Arx, Matthias; Scaillet, O.; Baker … - 2004

We consider semiparametric asymmetric kernel density estimators when the unknown density has support on [0, ∞). We provide a unifying framework which contains asymmetric kernel versions of several semiparametric density estimators considered previously in the literature. This framework allows...

Persistent link: https://www.econbiz.de/10014074330

A nonparametric/parametric analysis of the Universal Soil Loss Equation.

Sonneveld, B.G.J.S.; Nearing, M.A. - 2003

Due to its modest data demands and transparent model structure, the Universal Soil Loss Equation (USLE) remains the most popular tool for water erosion hazard assessment. However, the model has several shortcomings, two of which are likely to have prominent implications for the model results....

Persistent link: https://www.econbiz.de/10009429549

Non-Linear Aspects of Capital Market Integration

Mancuso, Anthony Joseph - 2003

According to classic economic theory, if global capital markets are fully integrated then arbitrage should force real interests rates to be equal among countries. However, a large body of empirical evidence suggests that this parity is not achieved. One potential factor in this failure of...

Persistent link: https://www.econbiz.de/10009431329

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors

Feng, Yuanhua - 2003

This paper considers estimation of the regression function and its derivatives in nonparametric regression with …

Persistent link: https://www.econbiz.de/10010263412

Robust adaptive estimation of dimension reduction space

Čížek, Pavel; Härdle, Wolfgang - 2003

Most dimension reduction methods based on nonparametric smoothing are highly sensitive to outliers and to data coming from heavy tailed distributions. We show that the recently proposed MAVE and OPG methods by Xia et al. (2002) allow us to make them robust in a relatively straightforward way...

Persistent link: https://www.econbiz.de/10010296438

Jump-preserving monitoring of dependent time series using pilot estimators

Steland, Ansgar - 2003

An important problem of the statistical analysis of time series is to detect change-points in the mean structure. Since this problem is a one-dimensional version of the higher dimensional problem of detecting edges in images, we study detection rules which benefit from results obtained in image...

Persistent link: https://www.econbiz.de/10010306257

Testing for symmetric error distribution in nonparametric regression models

Neumeyer, Natalie; Dette, Holger - 2003

For the problem of testing symmetry of the error distribution in a nonparametric regression model we propose as a test …

Persistent link: https://www.econbiz.de/10010306258

A note on nonparametric estimation of the effective dose in quantal bioassay

Dette, Holger; Neumeyer, Natalie; Pilz, Kay F. - 2003

For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0 ? 1). The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method...

Persistent link: https://www.econbiz.de/10010306272

Optimal sequential kernel detection for dependent processes

Steland, Ansgar - 2003

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential nonparametric kernel procedures under local nonparametric...

Persistent link: https://www.econbiz.de/10010306289

Bayesian Semiparametric Inference in Multiple Equation Models

Koop, Gary; Poirier, Dale; Tobias, Justin - Department of Economics, Leicester University - 2003

approach treats the points on each nonparametric regression line as unknown parameters and uses a prior on the degree of … of California at Irvine jtobias@uci.edu June 19, 2003 KEYWORDS: nonparametric regression, nonparametric instrumental … simultaneous equations models with nonparametric components. The approach treats the points on each nonparametric regression line …

Persistent link: https://www.econbiz.de/10005385015