Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 26 for “"local polynomial"”.
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Chaos control using local polynomial approximation
… of chaos control was [CCdF99], in which a polynomial model is used. This dissertation proposes using local Taylor polynomial models as a basis for chaos control.
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Local polynomial chaos expansion method for high dimensional stochastic differential equations
<p>Polynomial chaos expansion is a widely adopted method to determine evolution of uncertainty in dynamical system with probabilistic uncertainties in parameters. In particular, we focus on linear stochastic problems with high dimensional random inputs. Most of the existing methods enjoyed the …
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CROSS VALIDATION METHOD ON WEIGHTED ISOTONIC REGRESSION FOR NONPARAMETRIC REGRESSION FITTING
This thesis discusses the local polynomial regression and the isotonic regression method to solve the nonparametric regression problem subject to the non-decreasing condition. To solve the continuous isotonic regression problem, Pool Adjacent Violators Algorithm (PAVA) is used by updating the local …
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Bias Assessment and Reduction in Kernel Smoothing
When performing local polynomial regression (LPR) with kernel smoothing, the choice of the smoothing parameter, or bandwidth, is critical. The performance of the method is often evaluated using the Mean Square Error (MSE). Bias and variance are two components of MSE. Kernel methods are known to …
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Extrapolation and bandwidth choice in the regression discontinuity design
… an adaptive bandwidth choice algorithm for local polynomial regression-based RD estimators. The first chapter develops a latent factor-based approach to RD extrapolation that is then used to estimate effects of exam school attendance for infra-marginal 7th grade applicants. Achievement gains …
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Mollified piecewise polynomial approximants of arbitrary order and smoothness
… smooth basis functions that reproduce global polynomial and is easy to construct on polytopic cells. We propose the mollified basis functions of arbitrary degree and smoothness on non-overlapping partitions consisting of convex polytopes. On each polytope, an independent local polynomial …
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Approximating the distributions of x2-type mixtures via matching four cumulants
… to nonparametric goodness-of-fit test based on local polynomial smoother is investigated. Two simulation studies are conducted to compare the non-central chi-square-approximation, the central chi-square-approximation and the normal approximation numerically. The methodologies are illustrated …
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Testing the profitability of technical analysis in Singapore and Malaysian stock markets
… a pattern recognition algorithm based on local polynomial regression to identify technical chart patterns that is an improvement over the kernel regression approach developed by Lo, Mamaysky and Wang.
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Statistical Methods for Dating Collections of Historical Documents
… using nonparametric regression techniques of local polynomial fitting with kernel weight to generalized linear models. We combine the estimated probability of occurrences of words of a text to estimate the probability of occurrence of a text as a function of its feature -- the feature in this …
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Model robust regression: combining parametric, nonparametric, and semiparametric methods
… nonparametric regression (kernel or local polynomial regression, for example) has no dependence on an underlying parametric model, but instead depends entirely on the distances between regressor coordinates and the prediction point of interest. This procedure avoids the necessity of a …
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Kernel Estimators in Complex Data Analysis
… treatment effect, which involves applying a local polynomial estimator based nonparametric test to the pseudo outcomes aiming for causal effect estimation. We will also see under this framework how classical nonparametric statistical methods could collaborate with modern machine learning …
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One and Two-Step Estimation of Time Variant Parameters and Nonparametric Quantiles
… data with a nonparametric method like kernel, local polynomial or spline smoothing. We demonstrate both in application and simulation that this two-step procedure of quantile estimation is superior to the parametric quantile regression. We then develop a one-step method which combines the …
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The impact of livestock and gender on household expenditure patterns in the Copperbelt province of Zambia
… this type. The thesis first uses non-parametric local polynomial smoothing estimation to create Engel curves for households exogenously treated with livestock ownership and control households. Next, budget share regressions are run using Seemingly Unrelated Regressions (SUR). A relationship …
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Learning manifolds with the Parametrized Self-Organizing Map and Unsupervised Kernel Regression
… the computational cost, and 4) Unsupervised Local Polynomial Regression, where the Nadaraya-Watson estimator is replaced by local linear or local quadratic regression models, the latter showing less bias in the presence of curvature.
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Smooth regression quantile estimation
… thesis, attention will be mainly focused on the local linear kernel regression quantile estimation. Different estimators within this class have been proposed, developed asymptotically and applied to real applications. I include algorithmdesign and selection of smoothing parameters. Chapter 2 …
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Portfolio optimization with quantile-based risk measures
… use of a nonparametric statistical technique (local polynomial regression - LPR) for the estimation of the gradient. This gradient has interesting financial applications where quantile-based risk measures like the V aR and the shortfall are used: it can be used to calculate a portfolio …
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Methods for Quantitatively Describing Tree Crown Profiles of Loblolly pine (<I>Pinus taeda</I> L.)
… a curve. The modeler determines the amount of local curvature to be depicted in the curve. A class of local-polynomial estimators which contains the popular kernel estimator as a special case was investigated. Kernel regression appears to fit closely to the interior data points but often …
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Bandwidth Selection for Level Set Estimation in the Context of Regression and a Simulation Study for Non Parametric Level Set Estimation When the Density Is Log-Concave
… for the level set estimation problem which is local in nature. For a function $g$, the level set is the set LSλ = {x : g(x) ≥ λ}. In the first part of this thesis we study optimal bandwidth selection for the Nadaraya-Watson kernel estimator in one dimension. We present a local loss function as …
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What is an adequate living wage level for South Africa?
… individuals' self-reported income levels using a local polynomial regression (locally estimated scatterplot smoothing or LOESS). The results showed that both methods led to similar results. A monthly living wage of at least R10,000 – R11,000 would allow South Africans to achieve a good QoL. In the …
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