Improving point and interval estimators of monotone functions by rearrangement

From MaRDI portal
Revision as of 18:27, 4 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3399070

DOI10.1093/BIOMET/ASP030zbMath1170.62025arXiv0806.4730OpenAlexW2164952673MaRDI QIDQ3399070

Victor Chernozhukov, Iván Fernández-Val, Alfred Galichon

Publication date: 29 September 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.4730






Related Items (60)

Small area prediction of quantiles for zero-inflated data and an informative sample designSensitivity Analysis via the Proportion of Unmeasured ConfoundingGlobal correction of projection estimators under local constraintSemiparametric modeling of multiple quantilesExact mean integrated squared error and bandwidth selection for kernel distribution function estimatorsApproximation, characterization, and continuity of multivariate monotonic regression functionsNonparametric estimation and inference under shape restrictionsNonparametric estimation of non-exchangeable latent-variable modelsPredicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theoryAdaptive estimation of the conditional cumulative distribution function from current status dataQuantile regression for additive coefficient models in high dimensionsBayesian non-crossing quantile regression for regularly varying distributionsNonparametric identification and estimation of the extended Roy modelNonparametric density and survival function estimation in the multiplicative censoring modelNoncrossing structured additive multiple-output Bayesian quantile regression modelsBivariate distribution regression with application to insurance dataShape Constrained Kernel PDF and PMF EstimationCorrecting an estimator of a multivariate monotone function with isotonic regressionNetwork and panel quantile effects via distribution regressionmBART: multidimensional monotone BARTA semiparametric nonlinear quantile regression model for financial returnsEstimation of a discrete monotone distributionEstimation and hypotheses testing in boundary regression modelsLimit properties of the monotone rearrangement for density and regression function estimationCalibration of self-decomposable Lévy modelsBounding quantile demand functions using revealed preference inequalitiesSimultaneous fitting of Bayesian penalised quantile splinesSMOOTH DENSITY SPATIAL QUANTILE REGRESSIONUnnamed ItemEmpirical implementation of nonparametric first-price auction modelsUniform confidence bands for functions estimated nonparametrically with instrumental variablesQuantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticityMinimax estimation of the conditional cumulative distribution functionRearranged dependence measuresOn multivariate quantiles under partial ordersConditional analysis for mixed covariates, with application to feed intake of lactating sowsDetecting relevant changes in the mean of nonstationary processes -- a mass excess approachEstimation and inference for distribution functions and quantile functions in treatment effect modelsComputation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR}Monotone nonparametric regression with random designPrediction of small area quantiles for the conservation effects assessment project using a mixed effects quantile regression modelCounterfactual Treatment Effects: Estimation and InferenceEstimation in functional linear quantile regressionFunctional quantile autoregressionParametric estimation of non-crossing quantile functionsJoint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficientsSimultaneous estimation of linear conditional quantiles with penalized splinesNon-Crossing Non-Parametric Estimates of Quantile CurvesShape constrained kernel density estimationPyramid Quantile RegressionInference for monotone single-index conditional means: a Lorenz regression approachNonparametric survival function estimation for data subject to interval censoring case 2Improved density and distribution function estimationConditional quantile processes based on series or many regressorsPositive quadrant dependence testing and constrained copula estimationEquimeasurable Rearrangements with CapacitiesEstimation and inference for distribution and quantile functions in endogenous treatment effect modelsMonotonicity-constrained nonparametric estimation and inference for first-price auctionsLandmark-Warped Emulators for Models with Misaligned Functional ResponseMeasuring association via lack of co-monotonicity: the loc index and a problem of educational assessment


Uses Software






This page was built for publication: Improving point and interval estimators of monotone functions by rearrangement