Yield curve estimation by kernel smoothing methods

Journal of Econometrics ◽

10.1016/s0304-4076(01)00075-6 ◽

2001 ◽

Vol 105 (1) ◽

pp. 185-223 ◽

Author(s):

Oliver Linton ◽

Enno Mammen ◽

Jans Perch Nielsen ◽

Carsten Tanggaard

Keyword(s):

Kernel Smoothing ◽

Yield Curve ◽

Curve Estimation ◽

Smoothing Methods

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Yield Curve Estimation by Kernel Smoothing Methods

SSRN Electronic Journal ◽

10.2139/ssrn.222369 ◽

2000 ◽

Author(s):

Oliver B. Linton ◽

Enno Mammen ◽

Jens Perch Nielsen ◽

Carsten Tanggaard

Keyword(s):

Kernel Smoothing ◽

Yield Curve ◽

Curve Estimation ◽

Smoothing Methods

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RMB Yield Curve Estimation Based on Indirect Bootstrap Method

2006 International Conference on Management Science and Engineering ◽

10.1109/icmse.2006.314052 ◽

2006 ◽

Author(s):

Liu Xun-yi ◽

Yu Bo

Keyword(s):

Yield Curve ◽

Bootstrap Method ◽

Curve Estimation

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Yield curve estimation of the Nelson-Siegel class model by using hybrid method with L-BFGS-B iterations approach

Applied Mathematical Sciences ◽

10.12988/ams.2015.43209 ◽

2015 ◽

Vol 9 ◽

pp. 1201-1212

Author(s):

Muslim ◽

Dedi Rosadi ◽

Gunardi ◽

Abdurakhman

Keyword(s):

Hybrid Method ◽

Yield Curve ◽

Class Model ◽

Curve Estimation

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Estimating Semiparametric ARCH (infinity) Models by Kernel Smoothing Methods

SSRN Electronic Journal ◽

10.2139/ssrn.489342 ◽

2003 ◽

Author(s):

Enno Mammen ◽

Oliver B. Linton

Keyword(s):

Kernel Smoothing ◽

Smoothing Methods

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Yield Curve Estimation Under Extreme Conditions: Do RBF Networks Perform Better?

Neural Advances in Processing Nonlinear Dynamic Signals - Smart Innovation, Systems and Technologies ◽

10.1007/978-3-319-95098-3_22 ◽

2018 ◽

pp. 241-251 ◽

Author(s):

Alessia Cafferata ◽

Pier Giuseppe Giribone ◽

Marco Neffelli ◽

Marina Resta

Keyword(s):

Yield Curve ◽

Extreme Conditions ◽

Rbf Networks ◽

Curve Estimation

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Kernel Smoothing Methods

The Elements of Statistical Learning - Springer Series in Statistics ◽

10.1007/b94608_6 ◽

2008 ◽

pp. 1-28 ◽

Author(s):

Trevor Hastie ◽

Robert Tibshirani ◽

Jerome Friedman

Keyword(s):

Kernel Smoothing ◽

Smoothing Methods

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Corporate Bond Yield Curve Estimation using Parametric Approach

2008 4th International Conference on Wireless Communications, Networking and Mobile Computing ◽

10.1109/wicom.2008.2385 ◽

2008 ◽

Author(s):

Jie Ren

Keyword(s):

Yield Curve ◽

Corporate Bond ◽

Parametric Approach ◽

Curve Estimation ◽

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HIV-1 Coreceptor Usage Prediction via Indexed Local Kernel Smoothing Methods and Grid-Based Multiple Statistical Validation

Twentieth IEEE International Symposium on Computer-Based Medical Systems (CBMS'07) ◽

10.1109/cbms.2007.55 ◽

2007 ◽

Author(s):

Iuri Fanti ◽

Mattia CF Prosperi ◽

Giovanni Ulivi ◽

Alessandro Micarelli

Keyword(s):

Kernel Smoothing ◽

Coreceptor Usage ◽

Statistical Validation ◽

Smoothing Methods ◽

Hiv 1 ◽

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Estimation of Hazard Function and its Associated Factors in Gastric Cancer Patients using Wavelet and Kernel Smoothing Methods

Asian Pacific Journal of Cancer Prevention ◽

10.7314/apjcp.2012.13.11.5643 ◽

2012 ◽

Vol 13 (11) ◽

pp. 5643-5646

Author(s):

Azadeh Ahmadi ◽

Masoud Roudbari ◽

Mahmood Reza Gohari ◽

Bistoon Hosseini

Keyword(s):

Gastric Cancer ◽

Cancer Patients ◽

Associated Factors ◽

Hazard Function ◽

Kernel Smoothing ◽

Smoothing Methods ◽

Gastric Cancer Patients

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Center-based clustering of categorical data using kernel smoothing methods

Frontiers of Computer Science ◽

10.1007/s11704-018-7186-x ◽

2018 ◽

Vol 12 (5) ◽

pp. 1032-1034

Author(s):

Xuanhui Yan ◽

Lifei Chen ◽

Gongde Guo

Keyword(s):

Categorical Data ◽

Kernel Smoothing ◽

Smoothing Methods

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