Nonparametric estimation for a general repair model

Nonparametric Regression Estimation under Kernel Polynomial Model for Unstructured Data

The nonparametric estimation(NE) of kernel polynomial regression (KPR) model is a powerful tool to visually depict the effect of covariates on response variable, when there exist unstructured and heterogeneous data. In this paper we introduce KPR model that is the mixture of nonparametric regression models with bootstrap algorithm, which is considered in a heterogeneous and unstructured framewo...

A MODIFICATION ON RIDGE ESTIMATION FOR FUZZY NONPARAMETRIC REGRESSION

This paper deals with ridge estimation of fuzzy nonparametric regression models using triangular fuzzy numbers. This estimation method is obtained by implementing ridge regression learning algorithm in the La- grangian dual space. The distance measure for fuzzy numbers that suggested by Diamond is used and the local linear smoothing technique with the cross- validation procedure for selecting t...

Nonparametric estimation for a stochastic volatility model

In this paper we derive nonparametric stochastic volatility models in discrete time. These models generalize parametric autoregressive random variance models, which have been applied quite successfully to nancial time series. For the proposed models we investigate nonparametric kernel smoothers. It is seen that so-called nonparametric deconvolution estimators could be applied in this situation ...

Adaptive Drift Estimation for Nonparametric Diffusion Model

We consider a nonparametric diffusion process whose drift and diffusion coefficients are nonparametric functions of the state variable. The goal is to estimate the unknown drift coefficient. We apply a locally linear smoother with a data-driven bandwidth choice. The procedure is fully adaptive and nearly optimal up to a log log factor. The results about the quality of estimation are nonasymptot...

Nonparametric estimation of a switching regression model