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Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA
(Kluwer Academic Publishers, 2004)
This paper presents an overview of the existing literature on the nonparametric local
polynomial (LPR) estimator of the regression function and its derivatives when the observations are
dependent. When the errors of the ...
Bancos y cajas de ahorros: modelización del margen de beneficio por regresión múltiple: análisis comparativo
(2006)
Este trabajo desarrolla un modelo teórico que relaciona el margen de beneficio de las entidades financieras con variables estratégicas clave relativas a su tamaño (cuotas de mercado de depósitos y de préstamos) y variables ...
Bayesian prediction of the transient behaviour and busy period in short and long-tailed GI/G/1 queueing systems
(Elsevier, 2007)
Bayesian inference for the transient behavior and duration of a busy period in a single server queueing
system with general, unknown distributions for the interarrival and service times is investigated. Both
the interarrival ...
Bayesian estimation of ruin probabilities with heterogeneous and heavy-tailed insurance claim size distribution
(2007-08-09)
This paper describes a Bayesian approach to make inference for risk reserve processes with unknown claim size distribution. A flexible model based on mixtures of Erlang distributions is proposed to approximate the special ...
Empirical best prediction under area-level Poisson mixed models
(Springer, 2015-12-19)
[Abstract] The paper studies the applicability of area-level Poisson mixed models to estimate small area counting indicators. Among the available procedures for fitting generalized linear models, the method of moments (MM) ...
A posteriori error analysis of an augmented mixed formulation in linear elasticity with mixed and Dirichlet boundary conditions
(Elsevier BV, 2011-01)
[Abstract] We develop a residual-based a posteriori error analysis for the augmented mixed methods introduced in and for the problem of linear elasticity in the plane. We prove that the proposed a posteriori error estimators ...
Burned area prediction with semiparametric models
(CSIRO Publishing, 2016-04-27)
[Abstract] Wildfires are one of the main causes of forest destruction, especially in Galicia (north-west Spain), where the area burned by forest fires in spring and summer is quite high. This work uses two semiparametric ...
Bayesian estimation of the Gaussian mixture GARCH model
(Elsevier, 2007)
Bayesian inference and prediction for a generalized autoregressive conditional heteroskedastic (GARCH) model where the
innovations are assumed to follow a mixture of two Gaussian distributions is performed. The mixture ...
Poisson mixed models for predicting number of fires
(CSIRO, 2019-03)
[Abstract]: Wildfires are considered one of the main causes of forest destruction. In recent years, the number of forest fires and burned area in Mediterranean regions have increased. This problem particularly affects ...
Bandwidth selection for statistical matching and prediction
(Springer, 2022)
[Abstract]: While there exist many bandwidth selectors for estimation, bandwidth selection for statistical matching and prediction has hardly been studied so far. We introduce a computationally attractive selector for ...