Pages that link to "Item:Q2569246"
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The following pages link to Approximating conditional distribution functions using dimension reduction (Q2569246):
Displaying 28 items.
- Goodness-of-fit tests for conditional models under censoring and truncation (Q291111) (← links)
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
- Proving consistency of non-standard kernel estimators (Q438677) (← links)
- New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
- International market links and volatility transmission (Q528027) (← links)
- On an asymptotically more efficient estimation of the single-index model (Q979243) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Conditional empirical processes (Q1077107) (← links)
- A dimension reduction approach for conditional Kaplan-Meier estimators (Q1616695) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization (Q2121427) (← links)
- Minimax optimal conditional density estimation under total variation smoothness (Q2161185) (← links)
- Some recent developments in modeling quantile treatment effects (Q2194707) (← links)
- Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
- A new minimum contrast approach for inference in single-index models (Q2359675) (← links)
- Conditional density estimation in a regression setting (Q2473073) (← links)
- MODEL-FREE INFERENCE FOR TAIL RISK MEASURES (Q2786682) (← links)
- Incorporating covariates in the measurement of welfare and inequality: methods and applications (Q2895995) (← links)
- Analysis of Double Single Index Models (Q2965532) (← links)
- Global sensitivity analysis for repeated measures studies with informative drop-out: A semi-parametric approach (Q3119826) (← links)
- A Semiparametric Approach to Canonical Analysis (Q3631458) (← links)
- Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)
- Estimating the conditional density by histogram type estimators and model selection (Q5350274) (← links)
- Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index (Q5738834) (← links)
- Estimation and Inference of Distributional Partial Effects: Theory and Application (Q6634838) (← links)
- Conditional likelihood based inference on single-index models for motor insurance claim severity (Q6643151) (← links)
