Showing 41 - 50 of 643,762
Persistent link: https://www.econbiz.de/10003978815
asymptotic normality. Simulation evidence strongly corroborates with the asymptotic theory. -- Bandwidths ; B spline ; knots …
Persistent link: https://www.econbiz.de/10008905999
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of independent...
Persistent link: https://www.econbiz.de/10008906011
Persistent link: https://www.econbiz.de/10003950520
In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf) for residuals. It is known that the approximation error...
Persistent link: https://www.econbiz.de/10003952788
extreme value theory. The out-of-sample forecasting performance of our methods turns out to be clearly superior to different … management ; extreme value theory ; monotonization ; CAViaR …
Persistent link: https://www.econbiz.de/10003952845
Persistent link: https://www.econbiz.de/10003955339
Persistent link: https://www.econbiz.de/10003989052
Persistent link: https://www.econbiz.de/10008736209
Persistent link: https://www.econbiz.de/10008823614