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Spline-based model specification and prediction for least squares and quantile regression
Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. PhD, Universität Regensburg.Date of publication of this fulltext: 22 May 2014 14:19
Thesis of the University of Regensburg
DOI to cite this document: 10.5283/epub.29858
Abstract (English)
This dissertation focuses on non- and semiparametric specification of regression models for the conditional expectation and for conditional quantiles. For modeling the nonparametric component, essentially B-splines are applied. Different aspects of estimation and/or prediction are emphasized in the chapters and are applied in empirical as well as in simulated analyses.
Translation of the abstract (German)
Die Dissertation beschäftigt sich mit der nicht- bzw. semiparametrischen Spezifikation von Regressionsmodellen für den bedingten Erwartungswert und für bedingte Quantile. Dabei werden vor allem B-Splines verwendet, um die nicht-parametrische Komponente zu modellieren. In den einzelnen Kapiteln werden unterschiedliche Aspekte der Schätzung und/oder Prognose hervorgehoben und das Vorgehen in empirischen sowie in simulierten Analysen angewandt.
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Details
| Item type | Thesis of the University of Regensburg (PhD) |
| Date | 22 May 2014 |
| Referee | Prof. Dr. Rolf Tschernig |
| Date of exam | 16 March 2012 |
| Institutions | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Ökonometrie (Prof. Dr. Rolf Tschernig) |
| Keywords | regression, splines, prediction, quantile regression, model specification, hat matrix |
| Dewey Decimal Classification | 300 Social sciences > 310 General statistics |
| Status | Published |
| Refereed | Unknown |
| Created at the University of Regensburg | Yes |
| URN of the UB Regensburg | urn:nbn:de:bvb:355-epub-298581 |
| Item ID | 29858 |
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