ListarModelización, Optimización e Inferencia Estadística (MODES) por tema "Nonparametric estimation"

Mostrando ítems 1-6 de 6

    • A Doubly Smoothed PD Estimator in Credit Risk 

      Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI AG, 2020-09-01)
      [Abstract] In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD ...

    • Comments on: Nonparametric estimation in mixture cure models with covariates 

      Cao, Ricardo (Springer Science and Business Media Deutschland GmbH, 2023)
      [Abstract]: This paper discusses the invited paper by López-Cheda, Peng and Jácome on nonparametric mixture cure models with covariates. An alternative estimation procedure is proposed in this context. The situation when ...

    • Nonparametric geostatistical risk mapping 

      Fernández-Casal, Rubén; Castillo-Páez, Sergio; Francisco-Fernández, Mario (2018)
      In this work, a fully nonparametric geostatistical approach to estimate threshold exceeding probabilities is proposed. To estimate the large-scale variability (spatial trend) of the process, the nonparametric local linear ...

    • Probability of default estimation in credit risk using mixture cure models 

      Peláez, Rebeca; Keilegom, Ingrid Van; Cao, Ricardo; Vilar, Juan M. (Elsevier, 2024-01)
      [Abstract]: An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias ...

    • River flow modelling using nonparametric functional data analysis 

      Francisco-Fernández, Mario; Quintela-del-Río, Alejandro (John Wiley & Sons Ltd and The Chartered Institution of Water and Environmental Management (CIWEM), 2018)
      [Abstract]: Time series and extreme value analyses are two statistical approaches usually applied to study hydrological data. Classical techniques, such as autoregressive integrated moving-average models (in the case of ...

    • survPresmooth: An R Package for Presmoothed Estimation in Survival Analysis 

      López-de-Ullibarri, Ignacio; Jácome, M. A. (American Statistical Association, 2013-08)
      [Abstract] The survPresmooth package for R implements nonparametric presmoothed estimators of the main functions studied in survival analysis (survival, density, hazard and cumulative hazard functions). Presmoothed versions ...