Listar por tema "Local linear estimation"

Mostrando ítems 1-2 de 2

    • Nonparametric Conditional Risk Mapping Under Heteroscedasticity 

      Fernández-Casal, Rubén; Castillo-Páez, Sergio; Francisco-Fernández, Mario (Springer Nature, 2024-03)
      [Absctract]: A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that ...

    • Nonparametric forecasting in time series: a comparative study 

      Vilar, Juan M.; Cao, Ricardo (Taylor & Francis, 2007)
      The problem of predicting a future value of a time series is considered in this paper. If the series follows a stationary Markov process, this can be done by nonparametric estimation of the autoregression function. Two ...