[图书][B] Nonlinear time series: nonparametric and parametric methods

J Fan, Q Yao - 2008 - books.google.com
Amongmanyexcitingdevelopmentsinstatistic…, nonlineartimeseriesanddata-
analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In …

The impact of climate extremes and irrigation on US crop yields

TJ Troy, C Kipgen, I Pal - Environmental Research Letters, 2015 - iopscience.iop.org
Climate variability and extremes are expected to increase due to climate change; this may
have significant negative impacts for agricultural production. Previous work has primarily …

Analyzing the Greek renewable energy sector: A Data Envelopment Analysis approach

GE Halkos, NG Tzeremes - Renewable and sustainable energy reviews, 2012 - Elsevier
This paper applies a bootstrapped Data Envelopment Analysis (DEA) formulation aiming to
evaluate the financial performance of the firms operating in the Greek renewable energy …

Bandwidth selection for kernel conditional density estimation

DM Bashtannyk, RJ Hyndman - Computational Statistics & Data Analysis, 2001 - Elsevier
We consider bandwidth selection for the kernel estimator of conditional density with one
explanatory variable. Several bandwidth selection methods are derived ranging from fast …

Distribution of cost and profit efficiency: Evidence from Indian banking

SC Ray, A Das - European journal of operational research, 2010 - Elsevier
This paper uses the nonparametric DEA methodology to estimate cost and profit efficiency of
Indian banks during the post-reform period. The results show considerable variation in …

Using conditional kernel density estimation for wind power density forecasting

J Jeon, JW Taylor - Journal of the American Statistical Association, 2012 - Taylor & Francis
Of the various renewable energy resources, wind power is widely recognized as one of the
most promising. The management of wind farms and electricity systems can benefit greatly …

Analyzing traffic violation behavior at urban intersections: A spatio-temporal kernel density estimation approach using automated enforcement system data

Y Li, M Abdel-Aty, J Yuan, Z Cheng, J Lu - Accident Analysis & Prevention, 2020 - Elsevier
Abstract The Automated Enforcement System (AES) has become the most important traffic
enforcement system in China. In this study, a spatio-temporal kernel density estimation …

Nonparametric Bayes conditional distribution modeling with variable selection

Y Chung, DB Dunson - Journal of the American Statistical …, 2009 - Taylor & Francis
This article considers a methodology for flexibly characterizing the relationship between a
response and multiple predictors. Goals are (1) to estimate the conditional response …

Optimal bandwidth selection for nonparametric conditional distribution and quantile functions

Q Li, J Lin, JS Racine - Journal of Business & Economic Statistics, 2013 - Taylor & Francis
We propose a data-driven least-square cross-validation method to optimally select
smoothing parameters for the nonparametric estimation of conditional cumulative …

A crossvalidation method for estimating conditional densities

J Fan, TH Yim - Biometrika, 2004 - academic.oup.com
We extend the idea of crossvalidation to choose the smoothing parameters of the 'double-
kernel'local linear regression for estimating a conditional density. Our selection rule …