Dynamic Vector Mode Regression
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Cites work
- scientific article; zbMATH DE number 3423438 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- A new regression model: modal linear regression
- A note on prediction via estimation of the conditional mode function
- Adaptive estimation of the mode of a multivariate density
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- An Iterative Method for Estimating a Multivariate Mode and Isopleth
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Efficient estimation of the mode of continuous multivariate data
- Estimation of a multivariate mode
- Identifiability in Linear Models
- Impulse response analysis in nonlinear multivariate models
- Instrumental variable estimation based on conditional median restriction
- Mode regression
- Nonparametric modal regression
- On the Asymptotic Normality of the Mode of Multidimensional Distributions
- On the evolution of the monetary policy transmission mechanism
- On weak convergence and optimality of kernel density estimates of the mode
- Optimum kernel estimators
- Outlier Detection in Multivariate Time Series by Projection Pursuit
- Outliers in multivariate time series
- Quadratic mode regression
- Regression towards the mode
- Robust estimation for vector autoregressive models
- Robust estimation in simultaneous equations models
- Robust estimators for simultaneous equations models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Simple estimation of the mode of a multivariate density
- Small sample properties of forecasts from autoregressive models under structural breaks
- Statistical Quality Control
- Structural vector autoregressive analysis
- The Elements of Statistical Learning
- The Estimation of Economic Relationships using Instrumental Variables
- The Statistical Implications of a System of Simultaneous Equations
- The law of the iterated logarithm for the multivariate kernel mode estimator
- The multivariate least-trimmed squares estimator
- Time Varying Structural Vector Autoregressions and Monetary Policy
- VAR for VaR: measuring tail dependence using multivariate regression quantiles
Cited in
(8)- Semiparametric modal regression with varying coefficients and measurement error
- Modal volatility function
- Optimal Subsampling for Functional Quasi-Mode Regression with Big Data
- Statistical inference of mode regression with adaptive Lasso
- Nonlinear modal regression for dependent data with application for predicting COVID-19
- Semi-functional varying coefficient mode-based regression
- Advances in modal regression: from theoretical foundations to practical implementations
- Parametric modal regression with error in covariates
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