Search Results - subject:"smoothing factor"

Narrow search

SARIMA damp trend grey forecasting model for airline industry

Carmona-Benítez, Rafael Bernardo; Nieto, María Rosa - In: Journal of air transport management 82 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012253046

Excess smoothness of the US current account balance

Azar, Samih Antoine - In: International economics & finance journal : (IEFJ) 8 (2013) 2, pp. 135-144

Persistent link: https://www.econbiz.de/10010346390

Inequalities for a new data-based method for selecting nonparametric density estimates

Devroye, Luc; Lugosi, Gábor; Udina, Frederic - Department of Economics and Business, Universitat … - 1998

estimate is not larger than about three times the error of the estimate with the optimal smoothing factor and kernel plus a …

Persistent link: https://www.econbiz.de/10005772387

Variable Kernel estimates: On the impossibility of tuning the parameters

Devroye, Luc; Lugosi, Gábor - Department of Economics and Business, Universitat … - 1998

For the standard kernel density estimate, it is known that one can tune the bandwidth such that the expected L1 error is within a constant factor of the optimal L1 error (obtained when one is allowed to choose the bandwidth with knowledge of the density). In this paper, we pose the same problem...

Persistent link: https://www.econbiz.de/10005827507

Universal smoothing factor selection in density estimation: theory and practice

Devroye, Duc; Beirlant, J.; Cao, R.; Fraiman, R.; Hall, P. - In: TEST: An Official Journal of the Spanish Society of … 6 (1997) 2, pp. 223-320

Persistent link: https://www.econbiz.de/10005759584