Now showing items 1-10 of 15
Bancos y cajas de ahorros: modelización del margen de beneficio por regresión múltiple: análisis comparativo
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 ...
Recursive local polynomial regression under dependence conditions
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 ...
Bootstrap tests for nonparametric comparison of regression curves with dependent errors
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 ...
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 ...
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 ...
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
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 ...
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 ...
Local polynomial regression smoothers with AR-error structure
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 ...
Nonparametric estimation of the conditional variance function with correlated errors
(Taylor & Francis, 2006)