• Title of article

    Self-modelling warping functions

  • Author/Authors

    Gervini، Daniel نويسنده , , Gasser، Theo نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    -958
  • From page
    959
  • To page
    0
  • Abstract
    The paper introduces a semiparametric model for functional data. The warping functions are assumed to be linear combinations of q common components, which are estimated from the data (hence the name ‘self-modelling’). Even small values of q provide remarkable model flexibility, comparable with nonparametric methods. At the same time, this approach avoids overfitting because the common components are estimated combining data across individuals. As a convenient by-product, component scores are often interpretable and can be used for statistical inference (an example of classification based on scores is given).
  • Keywords
    Term structure of interest rates , Yield curve , General equilibrium , Leading indicators
  • Journal title
    Journal of Royal Statistical Society (Series B)
  • Serial Year
    2004
  • Journal title
    Journal of Royal Statistical Society (Series B)
  • Record number

    85001