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  • Search: subject:"functional principal component analysis"
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Year of publication
Subject
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Functional principal component analysis 28 Hauptkomponentenanalyse 15 Principal component analysis 15 functional principal component analysis 14 Theorie 12 Theory 12 Forecasting model 11 Prognoseverfahren 11 Estimation 10 Schätzung 10 Estimation theory 8 Schätztheorie 8 Functional data analysis 7 Time series analysis 7 Zeitreihenanalyse 7 Functional Principal Component Analysis 4 Asian demography 3 Einkommensverteilung 3 Fertility forecasting 3 Forecast 3 Income distribution 3 Latin America 3 Mortality 3 Mortality forecasting 3 Nonparametric smoothing 3 Prognose 3 Regression analysis 3 Regressionsanalyse 3 Smile 3 Statistical distribution 3 Statistische Verteilung 3 Sterblichkeit 3 Yield curve 3 Zinsstruktur 3 generalized additive model 3 Backfitting 2 Bevölkerungsprognose 2 Bolivia 2 Brasilien 2 Brazil 2
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Online availability
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Undetermined 24 Free 22
Type of publication
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Article 30 Book / Working Paper 20
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Working Paper 11 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 1 Thesis 1
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Language
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English 33 Undetermined 17
Author
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Shang, Han Lin 11 Chang, Yoosoon 5 Park, Joon Y. 5 Härdle, Wolfgang 4 Mammen, Enno 4 Carvajal-Osorio, Luis C. 3 Fang, Lei 3 Fengler, Matthias R. 3 Kim, Chang Sik 3 Liu, Zhenya 3 Canavire-Bacarreza, Gustavo 2 Choi, Yongok 2 Haberman, Steven 2 Horváth, Lajos 2 Härdle, Wolfgang Karl 2 Jacques, Julien 2 Kim, Yong Gun 2 Kwak, Boreum 2 Li, Bo 2 Miller, J. Isaac 2 Preda, Cristian 2 Raad, Rodrigo Jardim 2 Tsay, Ruey S. 2 Bijak, Jakub 1 Billor, Nedret 1 Boubaker, Sabri 1 Canavire Bacarreza, Gustavo J 1 Cao, Ruanmin 1 Chen, Yi-ting 1 Chen, Ying 1 Delahaye, Daniel 1 Densing, M. 1 Ertas, Kadir 1 Fengler, Matthias 1 Feron, Eric 1 Hofmans, Joeri 1 Huang, Mian 1 Hyndman, Rob J 1 Hyndman, Rob.J. 1 Härdle, Wolfgang K. 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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International journal of forecasting 4 Monash Econometrics and Business Statistics Working Papers 3 Advances in Data Analysis and Classification 2 Computational Statistics & Data Analysis 2 Journal of Multivariate Analysis 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 ASTIN bulletin : the journal of the International Actuarial Association 1 BOK working paper 1 CAEPR working papers 1 Central European Journal of Economic Modelling and Econometrics 1 Discussion paper series / IZA 1 Econometric reviews 1 Economics letters 1 Energy economics 1 IZA Discussion Papers 1 Insurance / Mathematics & economics 1 Istanbul University Econometrics and Statistics e-Journal 1 Journal of air transport management 1 Journal of econometrics 1 Journal of forecasting 1 Journal of labor research 1 Journal of the Royal Statistical Society: Series A (Statistics in Society) 1 Journal of time series econometrics 1 MPRA Paper 1 Mathematics and Computers in Simulation (MATCOM) 1 Organizational research methods : ORM 1 Physica A: Statistical Mechanics and its Applications 1 Review of quantitative finance and accounting 1 Revista Brasileira de Finanças : RBFin 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 SFB 649 discussion paper 1 Textos para discussão / Centro de Desenvolvimento e Planejamento Regional 1 Working paper / Indian Institute of Management, Ahmedabad 1 Working paper series / Department of Economics, University of Missouri-Columbia 1
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Source
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ECONIS (ZBW) 26 RePEc 18 EconStor 5 BASE 1
Showing 41 - 50 of 50
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Crop decision planning under yield and price uncertainties
Kantanantha, Nantachai - 2007
This research focuses on developing a crop decision planning model to help farmers make decisions for an upcoming crop year. The decisions consist of which crops to plant, the amount of land to allocate to each crop, when to grow, when to harvest, and when to sell. The objective is to maximize...
Persistent link: https://www.econbiz.de/10009475761
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M-type smoothing spline estimators for principal functions
Lee, Seokho; Shin, Hyejin; Billor, Nedret - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 89-100
functional principal component analysis into alternating penalized M-regression with a bounded loss function. The resulting … method on simulated and real data and compare it with the conventional functional principal component analysis and other … robust functional principal component analysis techniques. …
Persistent link: https://www.econbiz.de/10010871313
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A dynamic semiparametric factor model for implied volatility string dynamics
Fengler, Matthias R.; Härdle, Wolfgang Karl; Mammen, Enno - 2005
methods from functional principal component analysis and backfitting techniques for additive models. The model is found to …
Persistent link: https://www.econbiz.de/10010274108
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A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics
Fengler, Matthias; Härdle, Wolfgang; Mammen, Enno - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005
methods from functional principal component analysis and backfitting techniques for additive models. The model is found to …
Persistent link: https://www.econbiz.de/10005678019
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Sparse estimation in functional linear regression
Lee, Eun Ryung; Park, Byeong U. - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 1-17
As a useful tool in functional data analysis, the functional linear regression model has become increasingly common and been studied extensively in recent years. In this paper, we consider a sparse functional linear regression model which is generated by a finite number of basis functions in an...
Persistent link: https://www.econbiz.de/10010576500
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Occupation times of the Ornstein–Uhlenbeck process: Functional PCA and evidence from electricity prices
Densing, M. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 23, pp. 5818-5826
We discuss the functional principal component analysis (FPCA) of the occupation times of the Ornstein–Uhlenbeck process …
Persistent link: https://www.econbiz.de/10010589958
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Implied volatility string dynamics
Fengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno - 2003
functional principal component analysis and backfitting techniques for additive models. The model is found to have an approximate …
Persistent link: https://www.econbiz.de/10010310798
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Implied volatility string dynamics
Fengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno - Sonderforschungsbereich 373, Quantifikation und … - 2003
functional principal component analysis and backfitting techniques for additive models. The model is found to have an approximate …
Persistent link: https://www.econbiz.de/10010983799
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Nonparametric time series forecasting with dynamic updating
Shang, Han Lin; Hyndman, Rob.J. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 7, pp. 1310-1324
. We propose first to reduce the dimensionality by applying functional principal component analysis to the historical …
Persistent link: https://www.econbiz.de/10010749993
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Large and Moderate Deviations Principles for Infinite Dimensional Autoregressive Processes.
Mas, A.; Menneteau, L. - 2001
We consider large and moderate deviations for the empirical mean and covariance of hilbertian autoregressive processes. As an application we obtain moderate deviation principles for the eigenvalues and associated projectors of the empirical covariance sequence.
Persistent link: https://www.econbiz.de/10005780789
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