Methods for Estimating a Conditional Distribution Function
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(only showing first 100 items - show all)- Approximating conditional density functions using dimension reduction
- Comparison of presmoothing methods in kernel density estimation under censoring
- Dimension reduction with missing response at random
- Nonparametric estimates for conditional quantiles of time series
- Smooth conditional distribution estimators using Bernstein polynomials
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
- A weighted estimator of conditional hazard rate with left-truncated and dependent data
- Fixed design regression quantiles for time series
- Re-weighted functional estimation of second-order diffusion processes
- Reweighted Nadaraya-Watson estimation of jump-diffusion models
- Learning sparse conditional distribution: an efficient kernel-based approach
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization
- Minimax optimal conditional density estimation under total variation smoothness
- Rank dynamics for functional data
- On the local linear modelization of the conditional distribution for functional data
- Econometric modeling of risk measures: a selective review of the recent literature
- Estimation of conditional quantiles from data with additional measurement errors
- Exceedance probability score: a novel measure for comparing probabilistic predictions
- Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data
- Conditional hazard estimate for functional random fields
- Bernstein conditional density estimation with application to conditional distribution and regression functions
- A selective overview of nonparametric methods in financial econometrics
- Regression discontinuity with categorical outcomes
- Warped bases for conditional density estimation
- Optimized fixed-size kernel models for large data sets
- Conditional density estimation in a regression setting
- Numerical method for estimating multivariate conditional distributions
- Approximating conditional distribution functions using dimension reduction
- Estimating the conditional error distribution in non-parametric regression
- Nonparametric estimation of conditional VaR and expected shortfall
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Single-index modelling of conditional probabilities in two-way contingency tables
- Global sensitivity analysis for repeated measures studies with informative drop-out: a semi-parametric approach
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- Pyramid Quantile Regression
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Conditional quantile estimation by local logistic regression
- Reweighted functional estimation of diffusion models
- Confidence bands in quantile regression
- Confidence intervals for prediction intervals
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- Estimation and inference for varying coefficient partially nonlinear models
- Bootstrap confidence bands and partial linear quantile regression
- Asymptotically efficient estimation of the conditional expected shortfall
- New estimation and inference procedures for a single-index conditional distribution model
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES
- Modeling persistent trends in distributions
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
- A model for time series analysis
- On projection-type estimators of multivariate isotonic functions
- Predictive inference for locally stationary time series with an application to climate data
- scientific article; zbMATH DE number 7625205 (Why is no real title available?)
- Learning Multiple Quantiles With Neural Networks
- Bandwidth selection for nonparametric modal regression
- Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth
- Local Box–Cox transformation on time-varying parametric models for smoothing estimation of conditional CDF with longitudinal data
- Bayesian non-crossing quantile regression for regularly varying distributions
- New non-parametric tests for independence
- Additive functional regression for densities as responses
- Improved local quantile regression
- Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional
- Nonparametric estimation for time-varying transformation models with longitudinal data
- Quantile treatment effects in the regression discontinuity design
- Estimating multivariate conditional distributions -- an application to the truck sales forecast
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- Minimax estimation of the conditional cumulative distribution function
- Estimation of nonseparable models with censored dependent variables and endogenous regressors
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
- Weighted Nadaraya-Watson regression estimation
- Bandwidth selection for kernel conditional density estimation.
- An estimator of a conditional quantile in the presence of auxiliary information
- Adaptive Bayesian density regression for high-dimensional data
- Comment on: ``Local quantile regression
- Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics
- Adaptive Estimation of a Conditional Density
- Distributional (Single) Index Models
- Nonparametric identification and estimation of the extended Roy model
- A kernel-based parametric method for conditional density estimation
- Bivariate distribution regression with application to insurance data
- When copulas and smoothing met: an interview with Irène Gijbels
- Uniform convergence results for the local linear regression estimation of the conditional distribution
- No-Crossing Single-Index Quantile Regression Curve Estimation
- On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
- A location-scale model for non-crossing expectile curves
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
- Dynamic copula-based methods for estimating rank-tracking probabilities with longitudinal data
- Two-stage conditional density estimation based on Bernstein polynomials
- Boundary adaptive local polynomial conditional density estimators
- Nonparametric curve estimation and bootstrap bandwidth selection
- Multivariate distribution correction of climate model outputs: a generalization of quantile mapping approaches
- Time series quantile regression using random forests
- Conditional likelihood based inference on single-index models for motor insurance claim severity
- Efficient estimation of varying coefficient models with serially correlated errors
- Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models
- Regression adjustment for estimating distributional treatment effects in randomized controlled trials
- Wasserstein generative regression
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