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Central limit theorem for asymmetric kernel functionals
(Escola de Pós-Graduação em Economia da FGV, 2004-02-01)
Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels ...
Sharp estimates for eigenvalues of integral operators generated by dot product kernels on the sphere
(Academic PressElsevierSan Diego, 2014-01)
We obtain explicit formulas for the eigenvalues of integral operators generated by continuous dot product kernels defined on the sphere via the usual gamma function. Using them, we present both, a procedure to
describe ...
Non-parametric specification tests for conditional duration models
(Escola de Pós-Graduação em Economia da FGV, 2000-03-23)
This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or ...
Nonparametric specification tests for conditional duration models
(Escola de Pós-Graduação em Economia da FGV, 2003-10-06)
This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric ...
Caracteriza????o de embalados de rejeitos radioativos utilizando Microshield
(Associa????o Brasileira de Energia Nuclear, 2020)
Spiking Activity of a LIF Neuron in Distributed Delay Framework
Evolution of membrane potential and spiking
activity for a single leaky integrate-and-fire (LIF) neuron in
distributed delay framework (DDF) is investigated. DDF provides
a mechanism to incorporate memory element in ...
Nonparametric extreme value mixture models: applications to insurance losses
(2021-05-28)
Modelling insurance losses is a challenging topic to actuaries and practitioners in the insurance industry. Commonly used loss models based on standard parametric density functions (Lognormal, Gamma, Weibull, Burr Type ...