Browsing by Author "Ritov, Ya‘acov"

Now showing items 1-4 of 4

2007-05-03Diskussionspapier

From Animal Baits to Investors’ Preference

Ritov, Ya‘acov; Härdle, Wolfgang Karl

We consider two semiparametric models for the weight function in a biased sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed ...
2010-08-03Diskussionspapier

High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model

Song, Song; Härdle, Wolfgang Karl; Ritov, Ya‘acov

(High dimensional) time series which reveal nonstationary and possibly periodic behavior occur frequently in many fields of science. In this article, we separate the modeling of high dimensional time series to time propagation ...
2010-01-07Diskussionspapier

Partial Linear Quantile Regression and Bootstrap Confidence Bands

Härdle, Wolfgang Karl; Ritov, Ya‘acov; Song, Song

In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density ...
2013-10-28Diskussionspapier

Tie the straps

Härdle, Wolfgang Karl; Ritov, Ya‘acov; Wang, Weining

We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap ...