Complex Nonparametric Models

复杂的非参数模型

• 批准号: 69219432
• 负责人: Professor Dr. Enno Mammen
• 金额: --
• 依托单位: Institut für Mathematik
• 依托单位国家: 德国
• 项目类别: Research Units
• 财政年份: 2008
• 资助国家: 德国
• 起止时间: 2007-12-31 至 2016-12-31
• 项目状态: 已结题
• 来源: https://gepris.dfg.de/gepris/projekt/69219432?language=en
• 关键词: Complex; Nonparametric; Models

In this project nonparametric models will be studied where several nonparametric components enter into the model. These models naturally generalize additive models where the nonparametric components are additively separable. In this project besides additive models the following type of such models will be considered: regression models with compositions of functions, models with missing data, models with shape constraints (with [A1]), transformation models, Markov models in finance (with [B4]) and inverse problems (with [B1],[B2],[B3]). More theoretical general aspects will be treated with [C3] and practical implementations in econometrics in collaboration with [A4] and [A5].

在这个项目中，非参数模型将研究几个非参数组件进入模型。这些模型自然地推广了非参数分量可加分离的加性模型。在本项目中，除了加法模型之外，还将考虑以下类型的此类模型：具有函数组合的回归模型，具有缺失数据的模型，具有形状约束的模型（[A1]），转换模型，金融中的马尔可夫模型（[B4]）和逆问题（[B1]，[B2]，[B3]）。更多的理论一般方面将与[C3]一起处理，并与[A4]和[A5]合作在计量经济学中进行实际实现。