Search Results - subject:"nonparametric regression"

Estimating the shadow prices of SO2 and NOx for U.S. coal power plants: A convex nonparametric least squares approach

Mekaroonreung, Maethee; Johnson, Andrew L. - In: Energy Economics 34 (2012) 3, pp. 723-732

Weak disposability between outputs and pollutants, defined as a simultaneous proportional reduction of both outputs and pollutants, assumes that pollutants are byproducts of the output generation process and that a firm can “freely dispose” of both by scaling down production levels, leaving...

Persistent link: https://www.econbiz.de/10011039625

Strongly consistent density estimation of the regression residual

Györfi, László; Walk, Harro - In: Statistics & Probability Letters 82 (2012) 11, pp. 1923-1929

Consider the regression problem with a response variable Y and with a d-dimensional feature vector X. For the regression function m(x)=E{Y|X=x}, this paper investigates methods for estimating the density of the residual Y−m(X) from independent and identically distributed data. For...

Persistent link: https://www.econbiz.de/10011039810

L1-consistent estimation of the density of residuals in random design regression models

Devroye, Luc; Felber, Tina; Kohler, Michael; Krzyżak, Adam - In: Statistics & Probability Letters 82 (2012) 1, pp. 173-179

In this paper we study the problem of estimating the density of the error distribution in a random design regression model, where the error is assumed to be independent of the design variable. Our main result is that the L1 error of the kernel density estimate applied to residuals of a...

Persistent link: https://www.econbiz.de/10011040025

Asymptotic normality of support vector machine variants and other regularized kernel methods

Hable, Robert - In: Journal of Multivariate Analysis 106 (2012) C, pp. 92-117

In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods (simply called SVMs here) can be seen as regularized...

Persistent link: https://www.econbiz.de/10011041934

Local Walsh-average regression

Feng, Long; Zou, Changliang; Wang, Zhaojun - In: Journal of Multivariate Analysis 106 (2012) C, pp. 36-48

Local polynomial regression is widely used for nonparametric regression. However, the efficiency of least squares (LS …) [13] propose a nonparametric regression technique called local composite quantile regression (LCQR) smoothing to improve … estimating the nonparametric regression function or its derivatives and in some cases the new approach performs better than the …

Persistent link: https://www.econbiz.de/10011042049

Nonparametric regression models for right-censored data using Bernstein polynomials

Osman, Muhtarjan; Ghosh, Sujit K. - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 559-573

nonparametric regression model for the conditional hazard rate using a suitable sieve of Bernstein polynomials. The proposed …

Persistent link: https://www.econbiz.de/10010574492

Smoothing splines using compactly supported, positive definite, radial basis functions

Zhang, Guoyi - In: Computational Statistics 27 (2012) 3, pp. 573-584

In this paper, we develop a fast algorithm for a smoothing spline estimator in multivariate regression. To accomplish this, we employ general concepts associated with roughness penalty methods in conjunction with the theory of radial basis functions and reproducing kernel Hilbert spaces. It is...

Persistent link: https://www.econbiz.de/10010998495

Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

Gospodinov, Nikolay; Hirukawa, Masayuki - In: Journal of Empirical Finance 19 (2012) 4, pp. 595-609

This paper proposes an asymmetric kernel-based method for nonparametric estimation of scalar diffusion models of spot interest rates. We derive the asymptotic theory for the asymmetric kernel estimators of the drift and diffusion functions for general and positive recurrent processes and...

Persistent link: https://www.econbiz.de/10010942988

A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure

Zhou, Xing-cai; Lin, Jin-guan - In: Statistics & Probability Letters 82 (2012) 11, pp. 1914-1922

Consider the wavelet estimator of a nonparametric regression model with repeated measurements under martingale …

Persistent link: https://www.econbiz.de/10010593924

Local Walsh-average regression for semiparametric varying-coefficient models

Shang, Suoping; Zou, Changliang; Wang, Zhaojun - In: Statistics & Probability Letters 82 (2012) 10, pp. 1815-1822

This work is concerned with robust estimation in a semiparametric varying-coefficient partially linear model when the underlying error distribution deviates from a normal distribution. We develop a robust estimator by minimizing a locally Walsh-average-based loss function. We show theoretically...

Persistent link: https://www.econbiz.de/10010597141