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Persistent link: https://www.econbiz.de/10014450204
We propose a new method to find spatially adaptive smoothing splines. This new method breaks down the interval [0, 1] into p disjoint sub-intervals. Then we define p functional components in [0, 1], which have two importantfeatures. First, the purpose of each of these p components is to estimate...
Persistent link: https://www.econbiz.de/10009429662
In the common nonparametric regression model we consider the problem of constructing optimal designs, if the unknown curve is estimated by a smoothing spline. A new basis for the space of natural splines is derived, and the local minimax property for these splines is used to derive two...
Persistent link: https://www.econbiz.de/10010298210
This research deals with some statistical modeling problems that are motivated by credit risk analysis. Credit risk modeling has been the subject of considerable research interest in finance and has recently drawn the attention of statistical researchers. In the first chapter, we provide an...
Persistent link: https://www.econbiz.de/10009476967
The U.S. National Airspace System (NAS) is inherently highly stochastic. Yet,many existing decision support tools for air traffic flow management take a deterministic approach to problem solving. In this study, we focus on the flight departure delays because such delays serve as inputs to many...
Persistent link: https://www.econbiz.de/10009450938
In this work we propose a method to obtain the MOSFET transistor threshold voltage, which is known to be an essential magnitude from the modeling viewpoint. Generally, there are a large number N of experimental data, and the use of smoothing splines leads to resolution of linear systems of size...
Persistent link: https://www.econbiz.de/10011050778
Normalization of expression levels applied to microarray data can help in reducing measurement error. Different methods, including cyclic loess, quantile normalization and median or mean normalization, have been utilized to normalize microarray data. Although there is considerable literature...
Persistent link: https://www.econbiz.de/10005585091
Persistent link: https://www.econbiz.de/10005755496
Consider two tectonic plates diverging at a mid-ocean ridge. Geophysicists are able to estimate the rotation of one plate relative to the other at a discrete sequence of times in the earth's history; also they usually have information as to the likely errors in these rotation estimates. We...
Persistent link: https://www.econbiz.de/10005153094
Estimates of the real term structure for the euro area implied by French index-linked bonds are obtained by means of a smoothing spline methodology. The real term structure allows computation of the constant-maturity inflation compensation, which is compared with the surveyed inflation...
Persistent link: https://www.econbiz.de/10009645794