scientific article

From MaRDI portal
Revision as of 21:52, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3125064

zbMath0873.62037MaRDI QIDQ3125064

Irène Gijbels, Jianqing Fan

Publication date: 16 March 1997


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Nonparametric regression on random fields with random design using wavelet methodEfficient estimation for the heteroscedastic single-index varying coefficient modelsQuantile regression for single-index-coefficient regression modelsA two-step estimation approach for logistic varying coefficient modeling of longitudinal dataA semiparametric GARCH model for foreign exchange volatilityFunctional coefficient instrumental variables modelsWeighted composite quantile regression for single-index modelsTesting for change points in partially linear modelsTrending time-varying coefficient time series models with serially correlated errorsNonparametric stochastic frontiers: a local maximum likelihood approachCell-average multiresolution based on local polynomial regression. application to image processingEfficient information theoretic inference for conditional moment restrictionsLocal independence feature screening for nonparametric and semiparametric models by marginal empirical likelihoodA discontinuity test for identification in triangular nonseparable modelsProbability-enhanced effective dimension reduction for classifying sparse functional dataComparing several parametric and nonparametric approaches to time series clustering: a simulation studyLocal multiplicative bias correction for asymmetric kernel density estimatorsAn adaptive empirical likelihood test for parametric time series regression modelsLocal \(M\)-estimation for conditional variance function with dependent dataConfidence intervals for high-dimensional partially linear single-index modelsAdaptive jump-preserving estimates in varying-coefficient modelsRegression discontinuity designs: a guide to practiceManipulation of the running variable in the regression discontinuity design: a density testNonparametric simultaneous testing for structural breaksDetections of changes in return by a wavelet smoother with conditional heteroscedastic volatilityLocal polynomial estimation of nonparametric simultaneous equations modelsDynamic bivariate normal copulaLocal likelihood estimation of truncated regression and its partial derivatives: theory and applicationMeasuring the impacts of production risk on technical efficiency: a state-contingent conditional order-\(m\) approachNonparametric estimation of conditional VaR and expected shortfallFunctional-coefficient models for nonstationary time series dataEstimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequalityPredictive density estimators for daily volatility based on the use of realized measuresConvolutional autoregressive models for functional time seriesRobust estimation for varying index coefficient modelsA semiparametric multivariate partially linear model: a difference approachA nonparametric approach to measuring the sensitivity of an asset's return to the marketStatistical inference on restricted linear regression models with partial distortion measurement errorsZero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approachThe adaptive LASSO spline estimation of single-index modelRolling window selection for out-of-sample forecasting with time-varying parametersEstimating smooth structural change in cointegration modelsAsymptotic normality of DHD estimators in a partially linear modelNonparametric \(M\)-type regression estimation under missing response dataDiffusion tensor smoothing through weighted Karcher meansAn updated review of goodness-of-fit tests for regression modelsStatistical inference for right-censored data with nonignorable missing censoring indicatorsNonparametric regression with the scale depending on auxiliary variableA new nonparametric stability test with an application to major Chinese macroeconomic time seriesA semiparametric Bayesian approach to joint mean and variance modelsBias and bandwidth for local likelihood density estimationAsymptotic normality for a local composite quantile regression estimator of regression function with truncated dataModeling and forecasting electricity spot prices: a functional data perspectiveQuadratic inference functions for partially linear single-index models with longitudinal dataStatistical testing of covariate effects in conditional copula modelsA robust and efficient estimation method for single index modelsLocal linear-additive estimation for multiple nonparametric regressionsStatistical inference in the partial linear models with the double smoothing local linear regression methodModel averaging procedure for partially linear single-index modelsEstimation and inference for varying coefficient partially nonlinear modelsNonparametric estimation of a log-variance function in scale-spaceReducing the mean squared error in kernel density estimationLetters to the editor on the paper ``Dynamic wavelet and equivalent modelsConfidence bands for least squares support vector machine classifiers: a regression approachError covariance matrix correction based approach to functional coefficient regression models with generated covariatesNonparametric quasi-likelihood for right censored dataEstimation in semi-parametric regression with non-stationary regressorsA bias corrected nonparametric regression estimatorPolynomial spline confidence bands for time series trendProfiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-atesModelling time trend via spline confidence bandA smoothing filter based on fuzzy transformExploring US business cycles with bivariate loops using penalized spline regressionAsymptotically efficient estimation of the conditional expected shortfallEmpirical likelihood for varying-coefficient single-index model with right-censored dataSpline confidence bands for functional derivativesNonparametric estimation of the regression function having a change point in generalized linear modelsEstimation for the single-index models with random effectsAn alternating determination-optimization approach for an additive multi-index modelROC curve and covariates: extending induced methodology to the non-parametric frameworkA generic approach to nonparametric function estimation with mixed dataProbit transformation for kernel density estimation on the unit intervalSufficient forecasting using factor modelsModel misspecification in peaks over threshold analysisLikelihood estimation of the extremal indexEstimation and testing for partially linear single-index modelsVariable selection for partially linear models via partial correlationFast covariance estimation for sparse functional dataConditional density estimation with covariate measurement errorLocal polynomial expectile regressionA constructive approach to the estimation of dimension reduction directionsFréchet regression for random objects with Euclidean predictorsA simple nonparametric estimator of a strictly monotone regression functionComparison of presmoothing methods in kernel density estimation under censoringA nonparametric bootstrap method for spatial dataNonparametric estimation of nonlinear dynamics by metric-based local linear approximationSingle-index composite quantile regression with heteroscedasticity and general error distributionsTesting for jumps in the presence of smooth changes in trends of nonstationary time seriesDoes matching overcome LaLonde's critique of nonexperimental estimators?Nonparametric estimation of structural change points in volatility models for time series







This page was built for publication: