2 citations · 3 across the 24 of their papers we have counts for
8 papers · 1 filter
Penalized spatial function-on-function regression
Ufuk Beyaztas, Han Lin Shang, Gizel Bakicierler Sezer
The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regres…
Mortality Models Ensemble via Shapley Value
Giovanna Bimonte, Maria Russolillo, Han Lin Shang +1
Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields…
Spatial Scalar-on-Function Quantile Regression Model
Muge Mutis, Ufuk Beyaztas, Filiz Karaman +1
This paper introduces a novel spatial scalar-on-function quantile regression model that extends classical scalar-on-function models to account for spatial dependence and heterogene…
Age-period modeling of mortality gaps: the cases of cancer and circulatory diseases
Giacomo Lanfiuti Baldi, Andrea Nigri, Han Lin Shang
Understanding and modeling mortality patterns, especially differences in mortality rates between populations, is vital for demographic analysis and public health planning. We compa…
Extending finite mixture models with skew-normal distributions and hidden Markov models for time series
Andrea Nigri, Marco Forti, Han Lin Shang
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability…
Stock Return Prediction based on a Functional Capital Asset Pricing Model
Ufuk Beyaztas, Kaiying Ji, Han Lin Shang +1
The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intrada…
Penalized function-on-function linear quantile regression
Ufuk Beyaztas, Han Lin Shang, Semanur Saricam
We introduce a novel function-on-function linear quantile regression model to characterize the entire conditional distribution of a functional response for a given functional predi…
Testing for integer integration in functional time series
Won-Ki Seo, Han Lin Shang
We develop a statistical testing procedure to examine whether the curve-valued time series of interest is integrated of order d for an integer d. The proposed procedure can disting…