Nonparametric regression models: theories and applications in R

Les modèles de régression non paramétriques: théories et applications sous R

Sami Mestiri

Working Papers from HAL

Abstract: To analyze a set of data, a statistician has several tools. One of the most common is regression, where a link is established between a response variable and one or more explanatory variables. The types of the possibly parametric link a family of possible curves are chosen then the parametric ones are estimated or non-parametric one chooses a larger function space in which one wishes to obtain a very smooth curve. In this book focusing our interest on nonparametric regression, various nonparametric models have been introduced such as the nonparametric Poisson model to model the granting of credit and the nonparametric GARCH model to model the variability of Bitcoin

Keywords: Poisson; Garch; Bitcoin; Credit (search for similar items in EconPapers)
Date: 2023-02-24
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