Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10010849583
The statistic introduced in Fortiana and Grané (J R Stat Soc B 65(1):115–126, <CitationRef CitationID="CR6">2003</CitationRef>) is modified so that it can be used to test the goodness-of-fit of a censored sample, when the distribution function is fully specified. Exact and asymptotic distributions of three modified versions of this...</citationref>
Persistent link: https://www.econbiz.de/10011000085
Persistent link: https://www.econbiz.de/10005613197
The aim of this work is to introduce a new nonparametric regression technique in the context of functional covariate and scalar response. We propose a local linear regression estimator and study its asymptotic behaviour. Its finite-sample performance is compared with a Nadayara-Watson type...
Persistent link: https://www.econbiz.de/10005221639
Persistent link: https://www.econbiz.de/10008925336
Outliers in financial data can lead to model parameter estimation biases, invalid inferences and poor volatility forecasts. Therefore, their detection and correction should be taken seriously when modeling financial data. The present paper focuses on these issues and proposes a general detection...
Persistent link: https://www.econbiz.de/10008462360
Persistent link: https://www.econbiz.de/10011849609
Persistent link: https://www.econbiz.de/10012105339
Persistent link: https://www.econbiz.de/10012496481
Persistent link: https://www.econbiz.de/10012207207