Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
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DOI: 10.1007/s00184-019-00735-4
Abstract: This paper discusses the problem of testing the equality of two nonparametric regression functions against two-sided alternatives in the presence of long memory in the common covariate and errors. The proposed test is based on… read more here.
Keywords: nonparametric regression; two nonparametric; presence long; long memory ... See more keywords
Two nonparametric approaches to mean absolute deviation portfolio selection model
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DOI: 10.3934/jimo.2019054
Abstract: In this paper, we apply two nonparametric approaches to mean absolute deviation (MAD) portfolio selection model. The first one is to use the nonparametric kernel mean estimation to replace the returns of assets with five… read more here.
Keywords: approaches mean; portfolio; model; two nonparametric ... See more keywords