Pages that link to "Item:Q2405904"
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The following pages link to Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach (Q2405904):
Displaying 14 items.
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- Baseline drift estimation for air quality data using quantile trend filtering (Q2194449) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles (Q2324301) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
- A simple nonparametric conditional quantile estimator for time series with thin tails (Q6140018) (← links)
- General jackknife empirical likelihood and its applications (Q6172934) (← links)
- Quantile ratio regression (Q6547762) (← links)
- Nonparametric modal regression with mixed variables and application to analyze the GDP data (Q6556768) (← links)
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)
- A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test (Q6626355) (← links)
