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Bandwidth Selection for Prediction in Regression
(M D P I AG, 2019-08-05)
[Abstract] There exist many different methods to choose the bandwidth in kernel regression. If, however, the target is regression based prediction for samples or populations with potentially different distributions, then ...
Nonparametric forecasting in time series: a comparative study
(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 ...
Introducción a la simulación y a la teoría de colas
(Netbiblo, 2002)
[Resumen] Esta Obra cubre los contenidos basicos de las materias: Simulacion y Teoria de Colas; son de indudable interes en titulaciones universitarias como la Ingenieria Informatica o de Telecomunicaciones y resultando ...
Computationally Efficient Bootstrap Expressions for Bandwidth Selection in Nonparametric Curve Estimation
(M D P I AG, 2018-09-17)
[Abstract] Bootstrap methods are used for bandwidth selection in: (1) nonparametric kernel density estimation with dependent data (smoothed stationary bootstrap and smoothed moving blocks bootstrap), and (2) nonparametric ...
Nonlinear regression model checking via local polynomial smoothing
(2007-05-14)
A goodness-of-fitt test statistic for nonlinear regression models based on local polynomial estimation is proposed in this paper. The criterion used to construct the test is the distance between the parametric fitt and the ...
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 ...
Analysis of interval‐grouped data in weed science: The binnednp Rcpp package
(John Wiley & Sons Ltd., 2019-09-13)
[Abstract] Weed scientists are usually interested in the study of the distribution and density functions of the random variable that relates weed emergence with environmental indices like the hydrothermal time (HTT). ...
Big-But-Biased Data Analytics for Air Quality
(MDPI AG, 2020-09-22)
[Abstract]
Air pollution is one of the big concerns for smart cities. The problem of applying big data analytics to sampling bias in the context of urban air quality is studied in this paper. A nonparametric estimator ...
A Doubly Smoothed PD Estimator in Credit Risk
(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 ...
Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator
(MDPI, 2021)
[Abstract] This work proposes a resampling technique to approximate the smoothing parameter of Beran’s estimator. It is based on resampling by the smoothed bootstrap and minimising the bootstrap approximation of the mean ...