Implementation of nonparametric method and numerical applications

Author(s):  
D. Bosq
Keyword(s):  
1982 ◽  
Vol 72 (2) ◽  
pp. 615-636
Author(s):  
Robert F. Nau ◽  
Robert M. Oliver ◽  
Karl S. Pister

Abstract This paper describes models used to simulate earthquake accelerograms and analyses of these artificial accelerogram records for use in structural response studies. The artificial accelerogram records are generated by a class of linear linear difference equations which have been previously identified as suitable for describing ground motions. The major contributions of the paper are the use of Kalman filters for estimating time-varying model parameters, and the development of an effective nonparametric method for estimating the variance envelopes of the accelerogram records.


2018 ◽  
Vol 11 (3) ◽  
pp. 44 ◽  
Author(s):  
Karen Yan ◽  
Qi Li

This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an additive individual fixed effects. The proposed method is easy to implement, it does not require numerical optimization and automatically ensures quantile monotonicity by construction. Monte Carlo simulations show that the proposed estimator performs well in finite samples.


1989 ◽  
Vol 58 (1) ◽  
pp. 48-54 ◽  
Author(s):  
Yoshifumi TAMURA ◽  
Kunio TAKEZAWA ◽  
Takamitsu KONNO ◽  
Sukeyuki ONO ◽  
Hiroshi SEINO ◽  
...  

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