Methods for Estimating a Conditional Distribution Function
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(only showing first 100 items - show all)- Uniform convergence results for the local linear regression estimation of the conditional distribution
- Dimension reduction with missing response at random
- Comparison of presmoothing methods in kernel density estimation under censoring
- Distributional (Single) Index Models
- Confidence intervals for prediction intervals
- A direct approach to inference in nonparametric and semiparametric quantile models
- Estimating multivariate conditional distributions -- an application to the truck sales forecast
- Reweighted functional estimation of diffusion models
- Efficient estimation of varying coefficient models with serially correlated errors
- A location-scale model for non-crossing expectile curves
- Optimized fixed-size kernel models for large data sets
- Local Box–Cox transformation on time-varying parametric models for smoothing estimation of conditional CDF with longitudinal data
- Improved local quantile regression
- 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
- Pyramid Quantile Regression
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- Quantile treatment effects in the regression discontinuity design
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- Weighted Nadaraya-Watson regression estimation
- Conformal inference for random objects
- Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model
- Asymptotic normality for weighted estimator of conditional density with truncated and censored data
- Inferring welfare maximizing treatment assignment under budget constraints
- Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models
- Conditional quantile estimation by local logistic regression
- Nonparametric estimation of conditional VaR and expected shortfall
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- Minimax estimation of the conditional cumulative distribution function
- Additive density-on-scalar regression in Bayes Hilbert spaces with an application to gender economics
- Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth
- Estimation and inference for varying coefficient partially nonlinear models
- Wasserstein-Fréchet integration of conditional distributions
- Bootstrap confidence bands and partial linear quantile regression
- Two-stage conditional density estimation based on Bernstein polynomials
- A weighted estimator of conditional hazard rate with left-truncated and dependent data
- Bayesian non-crossing quantile regression for regularly varying distributions
- Bivariate distribution regression with application to insurance data
- Learning Multiple Quantiles With Neural Networks
- Probabilistic reachable sets of stochastic nonlinear systems with contextual uncertainties
- Nonparametric estimates for conditional quantiles of time series
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization
- Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional
- Modeling persistent trends in distributions
- Estimating the conditional error distribution in non-parametric regression
- Predictive inference for locally stationary time series with an application to climate data
- Approximating conditional density functions using dimension reduction
- Re-weighted functional estimation of second-order diffusion processes
- Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics
- Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
- When copulas and smoothing met: an interview with Irène Gijbels
- Nonparametric estimation for time-varying transformation models with longitudinal data
- Boundary adaptive local polynomial conditional density estimators
- Estimation of conditional quantiles from data with additional measurement errors
- Asymptotically efficient estimation of the conditional expected shortfall
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- A nonparametric approach for quantile regression
- An estimator of a conditional quantile in the presence of auxiliary information
- Estimation of nonseparable models with censored dependent variables and endogenous regressors
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
- Bandwidth selection for nonparametric modal regression
- scientific article; zbMATH DE number 7625205 (Why is no real title available?)
- Instrumental variable estimation of the proportional hazards model by presmoothing
- Single-index modelling of conditional probabilities in two-way contingency tables
- New estimation and inference procedures for a single-index conditional distribution model
- Conditional hazard estimate for functional random fields
- Efficient estimation in dynamic conditional quantile models
- Nonparametric curve estimation and bootstrap bandwidth selection
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Adaptive Bayesian density regression for high-dimensional data
- Fixed design regression quantiles for time series
- Bandwidth selection for kernel conditional density estimation.
- Bounds in Wasserstein distance for locally stationary functional time series
- Confidence bands in quantile regression
- Adaptive Estimation of a Conditional Density
- A kernel-based parametric method for conditional density estimation
- Direct conditional probability density estimation with sparse feature selection
- Smooth conditional distribution estimators using Bernstein polynomials
- Conditional copulas, association measures and their applications
- Numerical method for estimating multivariate conditional distributions
- Additive functional regression for densities as responses
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
- Learning sparse conditional distribution: an efficient kernel-based approach
- Nonparametric identification and estimation of the extended Roy model
- No-Crossing Single-Index Quantile Regression Curve Estimation
- On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
- Econometric modeling of risk measures: a selective review of the recent literature
- Multivariate distribution correction of climate model outputs: a generalization of quantile mapping approaches
- Minimax optimal conditional density estimation under total variation smoothness
- Regression adjustment for estimating distributional treatment effects in randomized controlled trials
- Wasserstein generative regression
- Identification of incomplete information allocation-transfer games in monotone equilibrium
- Reweighted Nadaraya-Watson estimation of jump-diffusion models
- Estimation of additive quantile regression
- Time series quantile regression using random forests
- A model for time series analysis
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