Listar GI-MODES - Artigos por data de publicación
Mostrando ítems 1-20 de 144
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Recursive local polynomial regression under dependence conditions
(Springer, 2000)In the case of the random design nonparametric regression, one recursive local polynomial smoother is considered. Expressions for the bias and the variance matrix of the estimators of the regression function and its ... -
Local polynomial regression estimation with correlated errors
(Taylor & Francis, 2001)In this paper, we study the nonparametric estimation of the regression function and its derivatives using weighted local polynomial fitting. Consider the fixed regression model and suppose that the random observation ... -
Local polynomial regression smoothers with AR-error structure
(Springer, 2002)Consider the fixed regression model with random observation error that follows an AR(1) correlation structure. In this paper, we study the nonparametric estimation of the regression function and its derivatives using a ... -
On the uniform strong consistency of local polynomial regression under dependence conditions
(Taylor & Francis, 2003)[Abstract] In this paper, nonparametric estimators of the regression function, and its derivatives, obtained by means of weighted local polynomial fitting are studied. Consider the fixed regression model where the error ... -
Bayesian estimation for the M/G/1 queue using a phase-type approximation
(Elsevier, 2004)This article deals with Bayesian inference and prediction for M/G/1 queueing systems. The general service time density is approximated with a class of Erlang mixtures which are phase-type distributions. Given this phase-type ... -
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 ... -
Nonparametric estimation of the conditional variance function with correlated errors
(Taylor & Francis, 2006) -
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 ... -
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 ... -
Asymptotic properties of Local Polynomial regression with missing data and correlated errors
(2007)The main objective of this work is the nonparametric estimation of the regression function with correlated errors when observations are missing in the response variable. Two nonparametric estimators of the regression ... -
Bayesian control of the number of servers in a GI/M/c queueing system
(Elsevier, 2007)In this paper we consider the problem of designing a GI/M/c queueing system. Given arrival and service data, our objective is to choose the optimal number of servers so as to minimize an expected cost function which depends ... -
Queues in Reliability
(Wiley, 2007)Queueing models can be useful in solving many complex reliability problems. Component failures are usually interpreted as the arrival of customers and the repair or replacement of failed components is typically associated ... -
An introduction to quadrature and other numerical integration techniques
(Wiley, 2007)The objective in numerical integration is the approximation of a definite integral using numerical techniques. There are a large number of numerical integration methods in the literature and this article overviews some of ... -
Bootstrap tests for nonparametric comparison of regression curves with dependent errors
(Springer, 2007)In this paper, the problem of testing the equality of regression curves with dependent data is studied. Several methods based on nonparametric estimators of the regression function are described. In this setting, the ... -
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 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 ... -
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 ... -
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 ... -
survPresmooth: An R Package for Presmoothed Estimation in Survival Analysis
(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 ... -
Small area estimation of labour force indicators under a multinomial model with correlated time and area effects
(Wiley-Blackwell Publishing Ltd., 2014-09-30)[Abstract] The aim of the paper is the estimation of small area labour force indicators like totals of employed and unemployed people and unemployment rates. Small area estimators of these quantities are derived from four ...