Pages that link to "Item:Q3837348"
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The following pages link to Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems (Q3837348):
Displaying 50 items.
- Efficient estimation in sufficient dimension reduction (Q101639) (← links)
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Non-parametric estimation of mutual information through the entropy of the linkage (Q280732) (← links)
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
- Posterior consistency in conditional distribution estimation (Q391574) (← links)
- Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
- Filter-type variable selection based on information measures for regression tasks (Q405995) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- A kernel-based parametric method for conditional density estimation (Q614083) (← links)
- Direct conditional probability density estimation with sparse feature selection (Q747244) (← links)
- Conditional density estimation and simulation through optimal transport (Q782433) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Nonparametric conditional efficiency measures: asymptotic properties (Q970148) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities (Q1020103) (← links)
- Nonparametric conditional hazard rate estimation: a local linear approach (Q1023572) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Dimension reduction based on conditional multiple index density function (Q1620937) (← links)
- Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data (Q1623427) (← links)
- Local linear estimation of residual entropy function of conditional distributions (Q1663272) (← links)
- Smoothed kernel conditional density estimation (Q1672877) (← links)
- A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- Nonparametric smooth estimation of the expected inactivity time function (Q1937203) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach (Q2054638) (← links)
- Kernel-based hidden Markov conditional densities (Q2076125) (← links)
- Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications (Q2080932) (← links)
- Minimax optimal conditional density estimation under total variation smoothness (Q2161185) (← links)
- Discovering interactions using covariate informed random partition models (Q2233126) (← links)
- Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
- Robust estimating equation-based sufficient dimension reduction (Q2254163) (← links)
- On the local linear modelization of the conditional distribution for functional data (Q2257033) (← links)
- Maximum likelihood method for bandwidth selection in kernel conditional density estimate (Q2282607) (← links)
- Estimating quantiles in imperfect simulation models using conditional density estimation (Q2304240) (← links)
- Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates (Q2306879) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Functional local linear estimate for functional relative-error regression (Q2321814) (← links)
- Bernstein conditional density estimation with application to conditional distribution and regression functions (Q2325315) (← links)
