The following pages link to (Q3428623):
Displayed 50 items.
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors (Q962206) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach (Q1037695) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Wavelet estimation for derivative of a density in the presence of additive noise (Q1620934) (← links)
- Nonparametric estimation of first-price auctions with risk-averse bidders (Q1644248) (← links)
- An estimate of the root mean square error incurred when approximating an \(f\in L^2(\mathbb R)\) by a partial sum of its Hermite series (Q1649150) (← links)
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Nonparametric estimation of dynamic discrete choice models for time series data (Q1658465) (← links)
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
- Iterated imputation estimation for generalized linear models with missing response and covariate values (Q1658989) (← links)
- Generalized nonparametric smoothing with mixed discrete and continuous data (Q1659130) (← links)
- Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
- A new non-parametric estimator for instant system availability (Q1662057) (← links)
- Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
- Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- A note on using ratio variables in regression analysis (Q1672765) (← links)
- Finding the right yardstick: regulation of electricity networks under heterogeneous environments (Q1681300) (← links)
- Environmental factors in frontier estimation -- a Monte Carlo analysis (Q1681333) (← links)
- High quantile regression for extreme events (Q1690455) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models (Q1727889) (← links)
- A smooth nonparametric approach to determining cut-points of a continuous scale (Q1727932) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis (Q1734362) (← links)
- The influence of public subsidies on farm technical efficiency: a robust conditional nonparametric approach (Q1751935) (← links)
- Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis (Q1752248) (← links)
- Efficient semiparametric estimation for Gini inequality treatment effects (Q1783466) (← links)
- On the density estimation of air pollution in Beijing (Q1787289) (← links)
- Nonparametric estimates of the clean and dirty energy substitutability (Q1787620) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Instrumental variable estimation of heteroskedasticity adaptive error component models (Q1926091) (← links)
- Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators (Q1927072) (← links)
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
- CDF and survival function estimation with infinite-order kernels (Q1952031) (← links)
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator (Q2000875) (← links)
- Determining the number of effective parameters in kernel density estimation (Q2008139) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Projection-based consistent test for linear regression model with missing response and covariates (Q2025239) (← links)
- Adaptive and optimal pointwise deconvolution density estimations by wavelets (Q2026119) (← links)
- Impact evaluation in a multi-input multi-output setting: evidence on the effect of additional resources for schools (Q2029933) (← links)
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model (Q2051519) (← links)