The following pages link to (Q3428623):
Displaying 50 items.
- Empirical foundation of valence using Aldrich-McKelvey scaling (Q2059098) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
- Sample selection models with monotone control functions (Q2074593) (← links)
- Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models (Q2078300) (← links)
- Estimation for a class of semiparametric Pareto mixture densities (Q2082338) (← links)
- Spatially smoothed kernel densities with application to crop yield distributions (Q2084428) (← links)
- Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Unified mean-variance feature screening for ultrahigh-dimensional regression (Q2095721) (← links)
- Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488) (← links)
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
- Generalized bagging (Q2132055) (← links)
- Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- Skill-biased technical change and labor market inefficiency (Q2152328) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Nonparametric estimation of first price auctions via density-quantile function (Q2158673) (← links)
- Outcome regression-based estimation of conditional average treatment effect (Q2164799) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Sieve extremum estimation of a semiparametric transformation model (Q2179767) (← links)
- A robust test for predictability with unknown persistence (Q2179772) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- A Mann-Whitney test of distributional effects in a multivalued treatment (Q2189101) (← links)
- Calculating degrees of freedom in multivariate local polynomial regression (Q2189128) (← links)
- Copula-based regression models with data missing at random (Q2201548) (← links)
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model (Q2219232) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Gender effect on microfinance social efficiency: a robust nonparametric approach (Q2239923) (← links)
- Managerial efficiency and efficiency differentials in adult education: a conditional and bias-corrected efficiency analysis (Q2240217) (← links)
- Fast multi-feature image segmentation (Q2241789) (← links)
- On IPW-based estimation of conditional average treatment effects (Q2242843) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- How to measure the impact of environmental factors in a nonparametric production model (Q2253400) (← links)
- Direction selection in stochastic directional distance functions (Q2272328) (← links)
- Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
- Computation and application of robust data-driven bandwidth selection for gradient function estimation (Q2279600) (← links)
- Semiparametric quasi maximum likelihood estimation of the fractional response model (Q2292757) (← links)
- Firm-heterogeneous biased technological change: a nonparametric approach under endogeneity (Q2294661) (← links)
- Efficient estimation in single index models through smoothing splines (Q2295045) (← links)
- Groupwise sufficient dimension reduction via conditional distance clustering (Q2303753) (← links)
- Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
- Estimation of a partially linear additive model with generated covariates (Q2306249) (← links)
- Kernel density estimation from complex surveys in the presence of complete auxiliary information (Q2312012) (← links)
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis (Q2312961) (← links)
- Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting (Q2312977) (← links)
- Bernstein conditional density estimation with application to conditional distribution and regression functions (Q2325315) (← links)