Pages that link to "Item:Q1403418"

The following pages link to Nonparametric estimation of distributions with categorical and continuous data (Q1403418):

Displaying 36 items.

• A generic approach to nonparametric function estimation with mixed data (Q96449) (← links)
• Asymptotic analysis of the jittering kernel density estimator (Q96450) (← links)
• Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
• Growth and convergence: a profile of distribution dynamics and mobility (Q278268) (← links)
• A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
• Nonparametric instrumental variable estimation in practice (Q312371) (← links)
• Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
• Uniform in bandwidth consistency of kernel estimators of the density of mixed data (Q491414) (← links)
• A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods (Q523581) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
• On discrete Epanechnikov kernel functions (Q1658406) (← links)
• Minimum volume peeling: a robust nonparametric estimator of the multivariate mode (Q1660236) (← links)
• Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets (Q1731197) (← links)
• Uniform convergence rate of kernel estimation with mixed categorical and continuous data (Q1927750) (← links)
• Determining the number of effective parameters in kernel density estimation (Q2008139) (← links)
• Shrinkage for categorical regressors (Q2024479) (← links)
• Nonparametric estimation for big-but-biased data (Q2074678) (← links)
• New multivariate kernel density estimator for uncertain data classification (Q2241191) (← links)
• Challenging the curse of dimensionality in multivariate local linear regression (Q2255912) (← links)
• A nonparametric approach to solving a simple one-sector stochastic growth model (Q2345270) (← links)
• Testing for separability in structural equations (Q2451798) (← links)
• THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS (Q3375349) (← links)
• Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models (Q3430301) (← links)
• TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
• KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST (Q3632397) (← links)
• NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY (Q4643222) (← links)
• A Dependence Metric for Possibly Nonlinear Processes (Q4677035) (← links)
• Institutions and Economic Outcomes: A Dominance-Based Analysis (Q5080543) (← links)
• Cross-validation and the estimation of probability distributions with categorical data (Q5291821) (← links)
• The smooth Colonel meets the Reverend (Q5321915) (← links)
• Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions (Q5864657) (← links)
• Comments on: ``Hybrid semiparametric Bayesian networks'' (Q5970833) (← links)
• Shape Constrained Kernel PDF and PMF Estimation (Q6185129) (← links)
• Testing the missing at random assumption in generalized linear models in the presence of instrumental variables (Q6196805) (← links)