Measuring timeliness of annual reports filing by jump additive models

DOI10.1214/20-AOAS1365MaRDI QIDQ2078728zbMATH OpenOpenAlexFDO

Authors Yicheng Kang

Publication date 3 March 2022

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

Full work available at URL https://doi.org/10.1214/20-aoas1365

zbMATH Keywords

backfittingdecision usefulnessjump detectionjump-preserving estimationmarket reactionshortened reporting lag

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• A Flexible and Fast Method for Automatic Smoothing
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• A general method for the construction of interpolating or smoothing spline-functions
• A jump-detecting procedure based on spline estimation
• Alternatives to the Median Absolute Deviation
• An Effective Bandwidth Selector for Local Least Squares Regression
• Bandwidth selection: Classical or plug-in?
• Bootstrap test for change-points in nonparametric regression
• Change-point detection in high-dimensional covariance structure
• Consistent Blind Image Deblurring Using Jump-Preserving Extrapolation
• Estimating Optimal Transformations for Multiple Regression and Correlation
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• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
• Image Processing and Jump Regression Analysis
• Inference of Trends in Time Series
• Interval and band estimation for curves with jumps
• Jump and sharp cusp detection by wavelets
• Jump information criterion for statistical inference in estimating discontinuous curves
• Linear smoothers and additive models
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• Nonparametric estimation of a regression function
• Oscillation matrices with spline smoothing
• Robust estimators for estimating discontinuous functions

Describes a project that uses

Uses Software

• ElemStatLearn

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