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Springer series in statistics
The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …
[KİTAP][B] Semiparametric regression
Semiparametric regression is concerned with the flexible incorporation of non-linear
functional relationships in regression analyses. Any application area that benefits from …
functional relationships in regression analyses. Any application area that benefits from …
[PDF][PDF] Nonparametric quantile estimation.
In regression, the desired estimate of y| x is not always given by a conditional mean,
although this is most common. Sometimes one wants to obtain a good estimate that satisfies …
although this is most common. Sometimes one wants to obtain a good estimate that satisfies …
Estimating the impact of school closure on social mixing behaviour and the transmission of close contact infections in eight European countries
Background Mathematical modelling of infectious disease is increasingly used to help guide
public health policy. As directly transmitted infections, such as influenza and tuberculosis …
public health policy. As directly transmitted infections, such as influenza and tuberculosis …
Nonparametric kernel regression subject to monotonicity constraints
P Hall, LS Huang - The Annals of Statistics, 2001 - projecteuclid.org
We suggest a method for monotonizing general kernel-type estimators, for example local
linear estimators and Nadaraya. Watson estimators. Attributes of our approach include the …
linear estimators and Nadaraya. Watson estimators. Attributes of our approach include the …
Shape-constrained symbolic regression—improving extrapolation with prior knowledge
We investigate the addition of constraints on the function image and its derivatives for the
incorporation of prior knowledge in symbolic regression. The approach is called shape …
incorporation of prior knowledge in symbolic regression. The approach is called shape …
[KİTAP][B] Nonparametric system identification
W Greblicki, M Pawlak - 2008 - nzdr.ru
The aim of this book is to show that the nonparametric regression can be successfully
applied to system identification and how much can be achieved in this way. It gathers what …
applied to system identification and how much can be achieved in this way. It gathers what …
[KİTAP][B] Modeling infectious disease parameters based on serological and social contact data: a modern statistical perspective
Mathematical epidemiology of infectious diseases usually involves describing the flow of
individuals between mutually exclusive infection states. One of the key parameters …
individuals between mutually exclusive infection states. One of the key parameters …
Improving point and interval estimators of monotone functions by rearrangement
Suppose that a target function is monotonic and an available original estimate of this target
function is not monotonic. Rearrangements, univariate and multivariate, transform the …
function is not monotonic. Rearrangements, univariate and multivariate, transform the …
Arbitrage-free smoothing of the implied volatility surface
MR Fengler - Quantitative Finance, 2009 - Taylor & Francis
The pricing accuracy and pricing performance of local volatility models depends on the
absence of arbitrage in the implied volatility surface. An input implied volatility surface that is …
absence of arbitrage in the implied volatility surface. An input implied volatility surface that is …