메뉴 건너뛰기




Volumn 23, Issue 1, 2013, Pages 1-23

Functional data analysis for point processes with rare events

Author keywords

Bid arrival times; Cox process; Density function; Functional principal components; On line auction; Repeated events

Indexed keywords


EID: 84884236498     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2010.162     Document Type: Article
Times cited : (41)

References (30)
  • 1
    • 37049001653 scopus 로고    scopus 로고
    • Price formation and its dynamics in online auctions
    • Bapna, R., Jank, W. and Shmueli, G. (2008). Price formation and its dynamics in online auctions. Decis. Support Syst. 44, 641-656.
    • (2008) Decis. Support Syst. , vol.44 , pp. 641-656
    • Bapna, R.1    Jank, W.2    Shmueli, G.3
  • 3
    • 33646078793 scopus 로고    scopus 로고
    • Modeling the mean of a doubly stochastic Poisson process by functional data analysis
    • Bouzas, P. R., Valderrama, M., Aguilera, A. M. and Ruiz-Fuentes, N. (2006b). Modeling the mean of a doubly stochastic Poisson process by functional data analysis. Comput. Statist. Data Anal. 50, 2655-2667.
    • (2006) Comput. Statist. Data Anal. , vol.50 , pp. 2655-2667
    • Bouzas, P.R.1    Valderrama, M.2    Aguilera, A.M.3    Ruiz-Fuentes, N.4
  • 4
    • 0022806525 scopus 로고
    • Principal modes of variation for processes with continuous sample curves
    • Castro, P. E., Lawton, W. H. and Sylvestre, E. A. (1986). Principal modes of variation for processes with continuous sample curves. Technometrics 28, 329-337.
    • (1986) Technometrics , vol.28 , pp. 329-337
    • Castro, P.E.1    Lawton, W.H.2    Sylvestre, E.A.3
  • 6
    • 66549091332 scopus 로고    scopus 로고
    • Modeling hazard rates as functional data for the analysis of cohort lifetables and mortality forecasting
    • Chiou, J.-M. and Müller, H.-G. (2009). Modeling hazard rates as functional data for the analysis of cohort lifetables and mortality forecasting. J. Amer. Statist. Assoc. 104, 572-585.
    • (2009) J. Amer. Statist. Assoc. , vol.104 , pp. 572-585
    • Chiou, J.-M.1    Müller, H.-G.2
  • 9
    • 0000237857 scopus 로고
    • Equivalence of smoothing parameter selections in density and intensity estimation
    • Diggle, P. and Marron, J. (1988). Equivalence of smoothing parameter selections in density and intensity estimation. J. Amer. Statist. Assoc. 83, 793-800.
    • (1988) J. Amer. Statist. Assoc. , vol.83 , pp. 793-800
    • Diggle, P.1    Marron, J.2
  • 10
    • 0022249579 scopus 로고
    • A kernel method for smoothing point process data
    • Diggle, P. J. (1985). A kernel method for smoothing point process data. Appl. Statist. 34, 138-147.
    • (1985) Appl. Statist. , vol.34 , pp. 138-147
    • Diggle, P.J.1
  • 12
    • 0000944843 scopus 로고
    • On improving density estimators which are not bona fide functions
    • Gajek, L. (1986). On improving density estimators which are not bona fide functions. Ann. Statist. 14, 1612-1618.
    • (1986) Ann. Statist. , vol.14 , pp. 1612-1618
    • Gajek, L.1
  • 14
    • 54949119164 scopus 로고    scopus 로고
    • On consistent nonparametric intensity estimation for inhomogeneous spatial point processes
    • Guan, Y. (2008). On consistent nonparametric intensity estimation for inhomogeneous spatial point processes. J. Amer. Statist. Assoc. 103, 1238-1247.
    • (2008) J. Amer. Statist. Assoc. , vol.103 , pp. 1238-1247
    • Guan, Y.1
  • 15
    • 47649117281 scopus 로고    scopus 로고
    • Modeling sparse generalized longitudinal observations with latent gaussian processes
    • Hall, P., Müller, H.-G. and Yao, F. (2008). Modeling sparse generalized longitudinal observations with latent gaussian processes. J. Roy. Statist. Soc. Ser. B 70, 730-723.
    • (2008) J. Roy. Statist. Soc. Ser. B , vol.70 , pp. 730-723
    • Hall, P.1    Müller, H.-G.2    Yao, F.3
  • 16
    • 84867689491 scopus 로고    scopus 로고
    • Principal component analysis for spatial point processes-assessing the appropriateness of the approach in an ecological context
    • Springer, New York
    • Illian, J., Benson, E., Crawford, J. and Staines, H. (2006). Principal component analysis for spatial point processes-assessing the appropriateness of the approach in an ecological context. In Case Studies in Spatial Point Process Modeling, 135-150. Springer, New York.
    • (2006) Case Studies in Spatial Point Process Modeling , pp. 135-150
    • Illian, J.1    Benson, E.2    Crawford, J.3    Staines, H.4
  • 19
    • 0036748962 scopus 로고    scopus 로고
    • The timing of bids in internet auctions: Market design, bidder behavior, and artificial agents
    • Ockenfels, A. and Roth, A. B. (2002). The timing of bids in internet auctions: Market design, bidder behavior, and artificial agents. AI Magazine 23.
    • (2002) AI Magazine , pp. 23
    • Ockenfels, A.1    Roth, A.B.2
  • 20
    • 0000895861 scopus 로고
    • Smoothing counting process intensities by means of kernel functions
    • Ramlau-Hansen, H. (1983). Smoothing counting process intensities by means of kernel functions. Ann. Statist. 11, 453-466.
    • (1983) Ann. Statist. , vol.11 , pp. 453-466
    • Ramlau-Hansen, H.1
  • 22
    • 0001597980 scopus 로고
    • Estimating the mean and covariance structure nonparametrically when the data are curves
    • Rice, J. A. and Silverman, B. W. (1991). Estimating the mean and covariance structure nonparametrically when the data are curves. J. Roy. Statist. Soc. Ser. B 53, 233-243.
    • (1991) J. Roy. Statist. Soc. Ser. B , vol.53 , pp. 233-243
    • Rice, J.A.1    Silverman, B.W.2
  • 23
    • 84947328369 scopus 로고    scopus 로고
    • Models of bidder activity consistent with self-similar bid arrivals
    • (Edited by W. Jank and G. Shmueli). Wiley, New York
    • Russo, R. P., Shmueli, G. and Shyamalkumar, N. D. (2008). Models of bidder activity consistent with self-similar bid arrivals. In Statistical Methods in eCommerce Research (Edited by W. Jank and G. Shmueli). Wiley, New York.
    • (2008) Statistical Methods in ECommerce Research
    • Russo, R.P.1    Shmueli, G.2    Shyamalkumar, N.D.3
  • 26
    • 54949085960 scopus 로고    scopus 로고
    • The barista: A model for bid arrivals in online auctions
    • Shmueli, G., Russo, R. P. and Jank, W. (2007). The barista: a model for bid arrivals in online auctions. Ann. Appl. Statist. 1, 412-441.
    • (2007) Ann. Appl. Statist. , vol.1 , pp. 412-441
    • Shmueli, G.1    Russo, R.P.2    Jank, W.3
  • 28
    • 0030537857 scopus 로고    scopus 로고
    • Smoothed functional principal components analysis by choice of norm
    • Silverman, B. W. (1996). Smoothed functional principal components analysis by choice of norm. Ann. Statist. 24, 1-24.
    • (1996) Ann. Statist. , vol.24 , pp. 1-24
    • Silverman, B.W.1
  • 29
    • 0001218245 scopus 로고
    • Nonparametric inference for rates with censored survival data
    • Yandell, B. S. (1983). Nonparametric inference for rates with censored survival data. Ann. Statist. 11, 1119-1135.
    • (1983) Ann. Statist. , vol.11 , pp. 1119-1135
    • Yandell, B.S.1
  • 30
    • 19744375466 scopus 로고    scopus 로고
    • Functional data analysis for sparse longitudinal data
    • Yao, F., Müller, H.-G. and Wang, J.-L. (2005). Functional data analysis for sparse longitudinal data. J. Amer. Statist. Assoc. 100, 577-590.
    • (2005) J. Amer. Statist. Assoc. , vol.100 , pp. 577-590
    • Yao, F.1    Müller, H.-G.2    Wang, J.-L.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.