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中山大学岭南学院高级计量经济学课件（I）CH3 Functional Form, Nonlinearity and Specification
中山大学岭南学院 高级计量经济学 课件（I） CH3 Functional Form, Nonlinearity and Specification
2017/6/14
中山大学岭南学院高级计量经济学课件（I）CH3 Functional Form, Nonlinearity and Specification。
Refining network reconstruction based on functional reliability
Directed acyclic graph Discover causes and effects Sequential structural learning
2016/1/25
Given a target variable and observational data, we propose a sequential learning approach for discovering direct cause and effect variables of the target under the causal network frame-work. In the ap...
A functional Hungarian construction for the sequential empirical process
functional Hungarian construction sequential empirical process
2015/8/25
We establish a KMT coupling for the sequential empirical process and the KieferMüller process. The processesare indexed by functions f from a Hölder class H, but the supremum over f ∈ H is taken ...
A FUNCTIONAL HUNGARIAN CONSTRUCTION FOR SUMS OF INDEPENDENT RANDOM VARIABLES
Komlos-Major–Tusnády inequality Partial sum process Non-identically distributed variables Function classes Asymptotic equivalence of statistical experiments
2015/8/25
We develop a Hungarian construction for the partial sum process of independent non-identically distributed random variables. The process is indexed by functions f from a class H, but the supremum over...
Principal component models for sparse functional data
Functional data analysis Principal components Mixed effects model Reduced rank estimation Growth curve
2015/8/21
The elements of a multivariate data set are often curves rather than single points. Functional principal components can be used to describe the modes of variation of such curves. If one has complete m...
Functional Linear Discriminant Analysis for Irregularly Sampled Curves
Classification Filtering Functional data Linear discriminant analysis Low dimensional representation Reduced rank Regularized discriminant analysis Sparse curves
2015/8/21
We introduce a technique for extending the classical method of Linear Discriminant Analysis to data sets where the predictor variables are curves or functions. This procedure, which we call functional...
Minimax adaptive tests for the Functional Linear model
Functional linear regression eigenfunction principal com-ponent analysis adaptive testing minimax hypothesis testing
2012/6/21
We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections o...
Local Polynomial Regression Based on Functional Data
Local polynomial smoothing derivative estimation functional data sampling density optimal bandwidth asymptotic normality
2011/9/15
Abstract: Suppose that $n$ statistical units are observed, each following the model $Y(x_j)=m(x_j)+ \epsilon(x_j),\, j=1,...,N,$ where $m$ is a regression function, $0 \leq x_1 <...
Functional kernel estimators of large conditional quantiles
Conditional quantiles heavy-tailed distributions functional kernel estimator extreme-value theory
2011/9/2
Abstract: We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases. In a first time, we inv...
Estimation of the mean of functional time series and a two sample problem
Functional data analysis Time series Two sample problem Long–run variance Eurodollar futures
2011/6/15
This paper is concerned with inference based on the mean function of a functional
time series, which is defined as a collection of curves obtained by splitting a continuous
time record, e.g. into da...
Detecting changes in functional linear models
functional data projections weak dependence change point weak convergence
2011/6/15
We observe two sequences of curve which are connected via an integral operator. Our model includes linear models as well as autoregressive models in Hilbert spaces. We wish to test the null hypothesis...
A test of significance in functional quadratic regression
Absorption spectra Asymptotics Functional data analysis Polynomial regression Prediction Principal component analysis
2011/6/15
We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to test the significance...
Functional Bethe ansatz methods for the open XXX chain
Functional Bethe ansatz methods open XXX chain
2010/12/15
We study the spectrum of the integrable open XXX Heisenberg spin chain subject to non-diagonal boundary magnetic fields. The spectral problem for this model can be formulated in terms of functional eq...