53 citations · 53 across the 9 of their papers we have counts for
8 papers · 1 filter
Nonparametric Testing and Variable Selection for ARCH-m(X) Model
Adriano Zanin Zambom, Qing Wang
We introduce the ARCH-m(X) model, a semiparametric extension of the ARCH-X framework in which the effect of a multivariate exogenous covariate vector X on the conditional variance…
Consistent Variable Selection for GARCH-X Models
Adriano Zanin Zambom, Beck Saunders
In this paper we develop a consistent variable selection procedure for GARCH-X models that identifies the truly relevant exogenous covariates influencing volatility dynamics. The p…
A Basis Approach to Surface Clustering
Adriano Zanin Zambom, Qing Wang, Ronaldo Dias
This paper presents a novel method for clustering surfaces. The proposal involves first using basis functions in a tensor product to smooth the data and thus reduce the dimension t…
Selection of the Number of Clusters in Functional Data Analysis
Adriano Zanin Zambom, Julian A. Collazos, Ronaldo Dias
Identifying the number of clusters in a dataset is one of the most difficult problems in clustering analysis. A choice of that correctly characterizes the features of the d…
Genetic Algorithm for Constrained Optimization with Stochastic Feasibility Region with Application to Vehicle Path Planning
Adriano Zanin Zambom, Julian A. A. Collazos, Ronaldo Dias
In real-time trajectory planning for unmanned vehicles, on-board sensors, radars and other instruments are used to collect information on possible obstacles to be avoided and pathw…
A Review of Kernel Density Estimation with Applications to Econometrics
Adriano Zanin Zambom, Ronaldo Dias
Nonparametric density estimation is of great importance when econometricians want to model the probabilistic or stochastic structure of a data set. This comprehensive review summar…