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Year of publication
Subject
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Gaussian process 154 Gauß-Prozess 65 Theorie 24 Theory 23 Kriging 13 Spatial statistics 12 Gaussian Process 11 Räumliche Statistik 10 USA 10 United States 10 Zinsstruktur 10 Regression analysis 9 Simulation 9 Stochastischer Prozess 9 Yield curve 9 Bayes-Statistik 8 Bayesian inference 8 Distribution function 8 Maximum likelihood estimation 8 Regressionsanalyse 8 metamodel 8 Bootstrap approach 7 Bootstrap-Verfahren 7 Maximum-Likelihood-Schätzung 7 Stochastic process 7 Estimation 5 Estimation theory 5 Leverage Effect 5 Modellierung 5 Schätztheorie 5 Scientific modelling 5 State space model 5 fractional Brownian motion 5 gaussian process 5 intrinsic Kriging 5 Bootstrap 4 Forecasting model 4 Game theory 4 Information costs 4 Informationskosten 4
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Online availability
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Free 85 Undetermined 64
Type of publication
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Article 87 Book / Working Paper 84
Type of publication (narrower categories)
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Working Paper 55 Graue Literatur 51 Non-commercial literature 51 Arbeitspapier 48 Article in journal 34 Aufsatz in Zeitschrift 34 Aufsatz im Buch 7 Book section 7 Hochschulschrift 4 Thesis 4 Article 3 Collection of articles written by one author 1 Sammlung 1
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Language
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English 114 Undetermined 55 French 1 Russian 1
Author
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Kleijnen, Jack P. C. 11 Linton, Oliver 10 Chernozhukov, Victor 9 Whang, Yoon-Jae 7 Mehdad, Ehsan 6 Belloni, Alexandre 5 Chetverikov, Denis 4 Fernández-Val, Iván 4 Kleijnen, Jack P.C. 4 Mehdad, E. 4 Yen, Yu-Min 4 Cho, Jin Seo 3 Fiorentini, Gabriele 3 Hall, Peter 3 Härdle, Wolfgang 3 Kato, Kengo 3 Kleinow, Torsten 3 Lee, Sokbae 3 Schmidt, Peter 3 Sentana, Enrique 3 Subramanian, Sundarraman 3 Whang, Yoon-jae 3 Woodford, Michael 3 Yen, Yu-min 3 Andrews, Donald W.K. 2 Beers, Wim C. M. van 2 Boucher, Jean-Philippe 2 Casassus, Jaime 2 Chung, Tsz Kin 2 Dambon, Jakob A. 2 Fahrländer, Stefan Sebastian 2 Gu, Jiaying 2 Hui, Cho H. 2 Hébert, Benjamin 2 Karlen, Saira 2 Koenker, Roger 2 Krichene, Noureddine 2 Krippner, Leo 2 Laha, Arnab Kumar 2 Lehner, Manuel 2
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Institution
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Tilburg University, Center for Economic Research 4 Cowles Foundation for Research in Economics, Yale University 3 Centre for Microdata Methods and Practice (CEMMAP) 2 International Monetary Fund (IMF) 2 Berkeley Electronic Press 1 Christian-Albrechts-Universität zu Kiel 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Institute of Economic Research, Korea University 1 London School of Economics (LSE) 1 National Bureau of Economic Research 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 11 Discussion paper / Center for Economic Research, Tilburg University 10 Stochastic Processes and their Applications 5 Annals of the Institute of Statistical Mathematics 4 Discussion Paper / Tilburg University, Center for Economic Research 4 Journal of Multivariate Analysis 4 Statistical Inference for Stochastic Processes 4 Statistics & Probability Letters 4 cemmap working paper 4 Computational Statistics & Data Analysis 3 Cowles Foundation Discussion Papers 3 European journal of operational research : EJOR 3 Statistical Papers / Springer 3 Working paper / National Bureau of Economic Research, Inc. 3 CeMMAP working papers 2 Discussion paper / Centre for Economic Policy Research 2 IMF Working Papers 2 IRTG 1792 Discussion Paper 2 International journal of production research 2 Journal of Global Optimization 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of econometrics 2 Operations research 2 Physica A: Statistical Mechanics and its Applications 2 Spatial econometrics: qualitative and limited dependent variables 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Tinbergen Institute research series 2 Working paper / Indian Institute of Management, Ahmedabad 2 AStA Advances in Statistical Analysis 1 American economic review 1 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Applied Econometrics 1 Applied Energy 1 Basic research program working papers / Series: Economics / National Research University, Higher School of Economics 1 Bayesian model comparison 1 CAMA working paper series 1 CEMFI working paper 1 CORE discussion papers : DP 1 CREATES Research Papers 1 CREATES research paper 1
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Source
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ECONIS (ZBW) 94 RePEc 64 EconStor 10 BASE 2 USB Cologne (EcoSocSci) 1
Showing 1 - 50 of 171
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Examining the vintage effect in hedonic pricing using spatially varying coefficients models: A case study of single-family houses in the Canton of Zurich
Dambon, Jakob A.; Fahrländer, Stefan Sebastian; … - In: Swiss Journal of Economics and Statistics 158 (2022) 1, pp. 1-14
This article examines the spatially varying effect of age on single-family house (SFH) prices. Age has been shown to be a key driver for house depreciation and is usually associated with a negative price effect. In practice, however, there exist deviations from this behavior which are referred...
Persistent link: https://ebtypo.dmz1.zbw/10013205819
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Examining the vintage effect in hedonic pricing using spatially varying coefficients models : a case study of single-family houses in the Canton of Zurich
Dambon, Jakob A.; Fahrländer, Stefan Sebastian; … - In: Swiss journal of economics and statistics 158 (2022) 1, pp. 1-14
This article examines the spatially varying effect of age on single-family house (SFH) prices. Age has been shown to be a key driver for house depreciation and is usually associated with a negative price effect. In practice, however, there exist deviations from this behavior which are referred...
Persistent link: https://ebtypo.dmz1.zbw/10012793516
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Synthetic dataset generation of driver telematics
So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano - In: Risks 9 (2021) 4, pp. 1-19
This article describes the techniques employed in the production of a synthetic dataset of driver telematics emulated from a similar real insurance dataset. The synthetic dataset generated has 100,000 policies that included observations regarding driver's claims experience, together with...
Persistent link: https://ebtypo.dmz1.zbw/10013200727
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Synthetic dataset generation of driver telematics
So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano - In: Risks : open access journal 9 (2021) 4, pp. 1-19
This article describes the techniques employed in the production of a synthetic dataset of driver telematics emulated from a similar real insurance dataset. The synthetic dataset generated has 100,000 policies that included observations regarding driver's claims experience, together with...
Persistent link: https://ebtypo.dmz1.zbw/10012508585
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Nearly optimal central limit theorem and bootstrap approximations in high dimensions
Chernozhukov, Victor; Četverikov, Denis N.; Koike, Yuta - 2021
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of n independent high-dimensional centered random vectors X1, . . . , Xn over the class of rectangles in the case when the covariance matrix of the scaled average is non-degenerate. In the case...
Persistent link: https://ebtypo.dmz1.zbw/10012482915
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Confidence bands for a distribution function with merged data from multiple sources
Saegusa, Takumi - In: Statistics in Transition New Series 21 (2020) 4, pp. 144-158
We consider nonparametric estimation of a distribution function when data are collected from multiple overlapping data sources. Main statistical challenges include (1) heterogeneity of data sets, (2) unidentified duplicated records across data sets, and (3) dependence due to sampling without...
Persistent link: https://ebtypo.dmz1.zbw/10012600249
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Neighborhood-Based Information Costs
Hébert, Benjamin M. - 2020
We propose a new measure of the cost of information structures in rational inattention problems, the "neighborhood-based" cost functions, given that many applications involve states with a topological structure. These cost functions summarize the results of a sequential information sampling...
Persistent link: https://ebtypo.dmz1.zbw/10012479267
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Who are the hand-to-mouth
Aguiar, Mark; Bils, Mark; Boar, Corina - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012179247
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Neighborhood-based information costs
Hébert, Benjamin; Woodford, Michael - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012194915
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Confidence bands for a distribution function with merged data from multiple sources
Saegusa, Takumi - In: Statistics in transition : an international journal of … 21 (2020) 4, pp. 144-158
We consider nonparametric estimation of a distribution function when data are collected from multiple overlapping data sources. Main statistical challenges include (1) heterogeneity of data sets, (2) unidentified duplicated records across data sets, and (3) dependence due to sampling without...
Persistent link: https://ebtypo.dmz1.zbw/10012317732
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Statistical tests for cross-validation of Kriging models
Kleijnen, Jack P. C.; Beers, Wim C. M. van - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012010856
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Uniform inference in high-dimensional gaussian graphical models
Klaassen, Sven; Kück, Jannis; Spindler, Martin; … - 2019 - Version November 2018
Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models with the number of target parameters d being possible much...
Persistent link: https://ebtypo.dmz1.zbw/10012014044
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Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - 2019 - This version: August 2019
Persistent link: https://ebtypo.dmz1.zbw/10012316842
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Stochastic intrinsic kriging for simulation metamodelling
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2015 - Revised version of CentER Discussion Paper No. 2014-054
Persistent link: https://ebtypo.dmz1.zbw/10011349910
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Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao; Wang, Jianjun; Ma, Yizhong; Tu, Yiliu - In: International journal of production research 59 (2021) 9, pp. 2772-2788
Persistent link: https://ebtypo.dmz1.zbw/10012516258
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Managing members, donors, and member-donors for effective nonprofit fundraising
Kim, Sungjin; Gupta, Sachin; Lee, Clarence - In: Journal of marketing 85 (2021) 3, pp. 220-239
Persistent link: https://ebtypo.dmz1.zbw/10012522236
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Neighborhood-based information costs
Hébert, Benjamin; Woodford, Michael - In: American economic review 111 (2021) 10, pp. 3225-3255
Persistent link: https://ebtypo.dmz1.zbw/10012656012
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An optimal inventory policy when purchase price follows geometric Brownian motion process
Kharvi, Suresha; Pakkala, T. P. M. - In: Opsearch : journal of the Operational Research Society … 58 (2021) 4, pp. 835-851
Persistent link: https://ebtypo.dmz1.zbw/10012659088
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Optimal replacement and investment strategy in a defined benefit pension plan with cyclically changing economic environment
Mao, Hong; Wen, Zhongkai - In: The journal of insurance issues : official journal of … 44 (2021) 1, pp. 65-89
Persistent link: https://ebtypo.dmz1.zbw/10012623601
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Multi-output Gaussian processes for multi-population longevity modelling
Nhan Huynh; Ludkovski, Mike - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 318-345
Persistent link: https://ebtypo.dmz1.zbw/10012593583
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Directed particle swarm optimization with Gaussian-process-based function forecasting
Jakubik, Johannes; Binding, Adrian; Feuerriegel, Stefan - In: European journal of operational research : EJOR 295 (2021) 1, pp. 157-169
Persistent link: https://ebtypo.dmz1.zbw/10012595958
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Inference in predictive regression models with persistent regressors
Hillmann, Benjamin - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012663790
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Gaussian Process Forecast with multidimensional distributional entries
Bachoc, Francois; Suvorikova, Alexandra; Loubes, Jean-Michel - 2018
In this work, we propose to define Gaussian Processes indexed by multidimensional distributions. In the framework where the distributions can be modeled as i.i.d realizations of a measure on the set of distributions, we prove that the kernel defined as the quadratic distance between the...
Persistent link: https://ebtypo.dmz1.zbw/10012433179
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Instrumental variables regression
Koziuk, Andzhey; Spokoiny, Vladimir - 2018
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identication in the IV model. The work also contains a multiplier-bootstrap justication.
Persistent link: https://ebtypo.dmz1.zbw/10012433180
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High-dimensional econometrics and regularized GMM
Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis - 2018
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small relative to the sample size. We first present results in...
Persistent link: https://ebtypo.dmz1.zbw/10011865610
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Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele; Sentana, Enrique - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011797680
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GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku; Luoto, Jani - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011800283
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Electricity consumption forecasting in Thailand using hybrid model SARIMA and Gaussian process with combine Kernel Function technique
Poonpong Suksawang; Sukonthip Suphachan; Kanokkarn Kaewnuch - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 98-109
Persistent link: https://ebtypo.dmz1.zbw/10011881420
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Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele; Sentana, Enrique - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011884227
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Prediction for big data through Kriging : small sequential and one-shot designs
Kleijnen, Jack P. C.; Beers, Wim C. M. van - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011872235
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Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique; Fiorentini, Gabriele - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011916573
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Impact du financement par fonds de pension sur la performance des entreprises du CAC 40
Durand, Pierre - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012236870
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Diffusion approximation for efficiency-driven queues when customers are patient
He, Shuangchi - In: Operations research 68 (2020) 4, pp. 1265-1284
Persistent link: https://ebtypo.dmz1.zbw/10012288441
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Kriging : methods and applications
Kleijnen, Jack P. C. - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011751019
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Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C. - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011659473
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Design and analysis of simulation experiments : tutorial
Kleijnen, Jack P. C. - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011643247
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New approaches to prediction using functional data analysis
Laha, Arnab Kumar; Rathi, Poonam - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011809757
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Are the temperature of Indian cities increasing? : some insights using change point analysis with functional data
Laha, Arnab Kumar; Rathi, Poonam - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011809776
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Estimation of low-rank covariance function
Koltchinskii, Vladimir; Lounici, K.; Cybakov, Aleksandr B. - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011855350
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Sequentially testing polynomial model hypotheses using power transforms of regressors
Cho, Jin Seo; Phillips, Peter C. B. - 2016 - This version: July, 2016
Persistent link: https://ebtypo.dmz1.zbw/10011647393
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Conditional quantile processes based on series or many regressors
Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis - 2016 - This version of August 28, 2016
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR-series framework, covering many regressors as a special...
Persistent link: https://ebtypo.dmz1.zbw/10011525883
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Flexible mixture-amount models for business and industry using Gaussian processes
Ruseckaite, Aiste; Fok, Dennis; Goos, Peter - 2016
Many products and services can be described as mixtures of ingredients whose proportions sum to one. Specialized models have been developed for linking the mixture proportions to outcome variables, such as preference, quality and liking. In many scenarios, only the mixture proportions matter for...
Persistent link: https://ebtypo.dmz1.zbw/10011531150
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Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko; Dufour, Jean-Marie - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011502519
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Advantage of filtering for portfolio optimization in financial markets with partial information
Ruderer, Leonie Maria - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011459988
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Graphical interpretations of rank conditions for identification of linear Gaussian models
Arefiev, Nikolay - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011550964
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Non-parametric estimation of conditional densities : a new method
Otneim, Håkon; Tjostheim, Dag - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011575737
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Oil and stock markets before and after financial crises: a local Gaussian correlation approach
Bampinas, Georgios; Panagiōtidēs, Theodōros - 2016
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Persistent link: https://ebtypo.dmz1.zbw/10011596938
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Functional autoregression for sparsely sampled data
Kowal, Daniel R.; Matteson, David S.; Ruppert, David - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 97-109
Persistent link: https://ebtypo.dmz1.zbw/10012176502
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Conditional quantile processes based on series or many regressors
Belloni, Alexandre; Chernozhukov, Victor; Četverikov, … - In: Journal of econometrics 213 (2019) 1, pp. 4-29
Persistent link: https://ebtypo.dmz1.zbw/10012304540
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Term-structure modelling at the zero lower bound : implications for estimating the term premium
Chung, Tsz Kin; Hui, Cho H.; Li, Ka Fai - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011384200
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