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WIREs Comp Stat
Wiley Interdisciplinary Reviews:
WIREs Computational Statistics
Volume 12 Issue 3 (May 2020)
Page 0 - 0

Overview

Analysis of shape data: From landmarks to elastic curves
Published Online: Jan 17 2020
DOI: 10.1002/wics.1495
Elastic shape statistics for 76 planar curves representing mouse vertebrae. (Left) Mean shape and (Right) three principal directions of shape variability, with the mean shape in red, and the three shapes to its right and left representing shapes that are one, two and three standard deviations from the mean.
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Advanced Reviews

On nonparametric conditional independence tests for continuous variables
Published Online: Dec 26 2019
DOI: 10.1002/wics.1489
Conditional independence tests are checking whether P(X,Y|Z) is equal to P(X|Z)P(Y|Z). In the dependence graph, this corresponds to whether the link between X and Y exists conditional on the other two links exist.
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Robust nonparametric regression: A review
Published Online: Dec 12 2019
DOI: 10.1002/wics.1492
Effects of outliers on robust and non‐robust nonparametric estimators.
Abstract Full article on Wiley Online Library:   HTML | PDF
Nonparametric curve estimation and bootstrap bandwidth selection
Published Online: Oct 27 2019
DOI: 10.1002/wics.1488
The bootstrap method can be used for bandwidth selection in nonparametric curve estimation.
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Focus Article

Nonparametric volatility prediction
Published Online: Jan 07 2020
DOI: 10.1002/wics.1491
(a) Predictions of the next day squared logarithmic returns (red) and realized values (black). (b) Predictions of 20‐day realized volatility (red) and realized values (black). (c) A time series of differences of cumulative sums of squared prediction errors when the benchmark is the GARCH(1,1) predictor and the competitor is the Heston‐Nandi predictor. (d) The corresponding time series when the competitor is the exponentially weighted moving average with the smoothing parameter chosen by cross‐validation.
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