Predicting pregnancy outcomes using longitudinal information: a penalized splines mixed-effects model approach.
Sign Up to like & getrecommendations! Published in 2017 at "Statistics in medicine"
DOI: 10.1002/sim.7256
Abstract: We propose a semiparametric nonlinear mixed-effects model (SNMM) using penalized splines to classify longitudinal data and improve the prediction of a binary outcome. The work is motivated by a study in which different hormone levels… read more here.
Keywords: information; pregnancy; penalized splines; mixed effects ... See more keywords
Forecasting in nonlinear univariate time series using penalized splines
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DOI: 10.1007/s00362-015-0711-1
Abstract: In this article we discuss penalized splines for fitting and forecasting univariate nonlinear time series models. While penalized splines have been excessively used in smooth regression, their use in nonlinear time series models is less… read more here.
Keywords: time series; penalized splines; time; series models ... See more keywords
Solving Euler equations via two-stage nonparametric penalized splines
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DOI: 10.1016/j.jeconom.2020.04.042
Abstract: Abstract This study proposes a novel estimation-based approach to solving asset pricing models for both stationary and time-varying observations. Our method is robust to misspecification errors while inheriting a closed-form solution. By representing the Euler… read more here.
Keywords: penalized splines; solving euler; stage nonparametric; two stage ... See more keywords
Asymptotic properties of penalized splines for functional data
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DOI: 10.3150/20-bej1209
Abstract: Penalized spline methods are popular for functional data analysis but their asymptotic properties have not been developed. We present a theoretic study of the L2 and uniform convergence of penalized spline estimators for estimating the… read more here.
Keywords: properties penalized; penalized splines; splines functional; asymptotic properties ... See more keywords