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Fully Nonparametric Interest Rate Modelling
Basic themes of document: interest rate modelling; nonparametric estimates; kernel estimate...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Nonparametric extension of Item Response Theory models and its usefulness for assessment of dimensionality of motor tests
The nonparametric extension of the well known item response theory (IRT) models will be presented for dichotomous and polytomous items. In addition two types of nonparametric IRT models......
FH - Neurologie, neurochirurgie, neurovědy
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A Nonparametric Model for Analysis of the EURO Bond Market
We analyse the positions of individual countries within the EURO bond market by a two-stage nonparametric regression model and provide a nonparametric bootstrap test. We assume the individual yield curves as a sum of common...
BA - Obecná matematika
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A nonparametric model for analysis of the EURO yield curve
A nonparametric model for analysis of the EURO yield curve...
BA - Obecná matematika
- 1999 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Consistency of a nonparametric Bayesian estimator
Consistency of nonparametric Bayesian estimators is not automatically guaranteed due to infinite number of parameters. In the paper consistency of posterior distribution and of nonparametric Bayesian estimators of reliability functi...
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Tests for the error distribution in nonparametric possibly heteroscedastic regression models
Proposed goodness-of-fit tests of the error distrubution in nonparametric regresion setup. Procedures based on empirical cahracteristics function....
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Term structure of interest rates: comparison of the Czech Republic and Germany
and disadvantages of parametric models (Nelson-Siegel and Svensson class model) and nonparametric models are presented. The nonparametric methods based on a kernel estimation and nonparametric me...
AH - Ekonomie
- 2015 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Nonparametric Bayesian estimators in the Koziol-Green model of random censorship
The paper presents a nonparametric Bayes estimator of the survival function under the Koziol-Green model of random censorship. Gamma process is assumed as a prior distribution of the cumulative hazard rate....
BA - Obecná matematika
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Remarks on nonparametric test procedures in change point analysis
The paper concerns nonparametric test procedures for detection of changes in location models. Limit behavior is studied.
BA - Obecná matematika
- 2005 •
- D
Rok uplatnění
D - Stať ve sborníku
An application of nonparametric Cox regression model in reliability analysis: A case study
The contribution deals with the application of nonparametric version of the Cox regression model to the analysis of failure rate of technical devices. The objective is to recall the method of statistical analysis of such a model...
BB - Aplikovaná statistika, operační výzkum
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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