Search Results - subject:"smoothing parameter selection"

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Optimal smoothing parameter selection in single-index model derivative estimation

Yao, Shuang; Liu, Guannan - In: Econometric reviews 43 (2024) 8, pp. 559-580

Persistent link: https://www.econbiz.de/10015050621

A semiparametric spatio-temporal model of crop yield trend and its implication to insurance rating

Wen, Kuangyu - In: Agricultural economics : the journal of the … 54 (2023) 5, pp. 662-673

Persistent link: https://www.econbiz.de/10014432223

Forecasting natural gas consumption in residential and commercial sectors in the US

Zu, Xingxing; Wang, Xiaoyin; Cui, Yunwei - In: Journal of business analytics 6 (2023) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10013536149

A data-driven P-spline smoother and the P-Spline-GARCH models

Feng, Yuanhua; Härdle, Wolfgang Karl - 2020

Penalized spline smoothing of time series and its asymptotic properties are studied. A data-driven algorithm for selecting the smoothing parameter is developed. The proposal is applied to de ne a semiparametric extension of the well-known Spline- GARCH, called a P-Spline-GARCH, based on the...

Persistent link: https://www.econbiz.de/10012433260

Adaptive testing using data-driven method selecting smoothing parameters

Wang, Luya - In: Economics letters 215 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013448291

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics 4 (2016) 2, pp. 1-27

of symmetry and is consistent under the alternative. A test-oriented smoothing parameter selection method is also …

Persistent link: https://www.econbiz.de/10011755333

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics : open access journal 4 (2016) 2, pp. 1-27

of symmetry and is consistent under the alternative. A test-oriented smoothing parameter selection method is also …

Persistent link: https://www.econbiz.de/10011506402

Functional regression modeling via regularized Gaussian basis expansions

Araki, Yuko; Konishi, Sadanori; Kawano, Shuichi; … - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 811-833

Persistent link: https://www.econbiz.de/10008467094

Selection of smoothing parameters inB-spline nonparametric regression models using information criteria

Imoto, Seiya; Konishi, Sadanori - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 671-687

Persistent link: https://www.econbiz.de/10005616403

Local minima in cross validation functions

Hall, Peter; Marron, J.S. - University of Bonn, Germany - 1988

Persistent link: https://www.econbiz.de/10005028213

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