Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident

DOI10.1214/18-AOAS1230zbMath1423.62166arXiv1711.03367WikidataQ127664049 ScholiaQ127664049MaRDI QIDQ2318676

Dominik Liebl

Publication date: 15 August 2019

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.03367

zbMATH Keywords

time series analysisfunctional data analysissparse functional datalocal linear kernel estimationelectricity spot pricesnuclear power phaseout

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (5)

On the optimal reconstruction of partially observed functional data ⋮ Integrated Depths for Partially Observed Functional Data ⋮ Inferential procedures for partially observed functional data ⋮ Localization processes for functional data analysis ⋮ Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident

Uses Software

• R
• MASS (R)
• fda (R)

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