Multiscale clustering of nonparametric regression curves
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Publication:2305994
DOI10.1016/j.jeconom.2020.01.020zbMath1456.62078arXiv1903.01459OpenAlexW3003592318MaRDI QIDQ2305994
Michael Vogt, Oliver B. Linton
Publication date: 20 March 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.01459
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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Uses Software
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