Search Results - subject:"roughness penalty"

Bayesian inference of local projections with roughness penalty priors

Tanaka, Masahiro - In: Computational economics 55 (2020) 2, pp. 629-651

Persistent link: https://www.econbiz.de/10012223655

Smoothing noisy data for irregular regions using penalized bivariate splines on triangulations

Zhou, Lan; Pan, Huijun - In: Computational Statistics 29 (2014) 1, pp. 263-281

The penalized spline method has been widely used for estimating univariate smooth functions based on noisy data. This paper studies its extension to the two-dimensional case. To accommodate the need of handling data distributed on irregular regions, we consider bivariate splines defined on...

Persistent link: https://www.econbiz.de/10010847576

Application of Smoothing Techniques to Implied Volatility

Zeng, Jin - 2005

roughness penalty, which allows a flexible choice on the degree of smoothness, and is promising for future research work on the …

Persistent link: https://www.econbiz.de/10009467249

DUZGUNLESTIRILMIS FONKSIYONEL ANA BILESENLER ANALIZI ILE IMKB VERILERININ INCELENMESI

Ertas, Kadir; Keser, Istem Koymen - In: Istanbul University Econometrics and Statistics e-Journal 8 (2008) 1, pp. 1-32

coefficients resulted from an implementation of the Roughness Penalty Method. We then present a comprehensive theoretical …

Persistent link: https://www.econbiz.de/10005012089