Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
From MaRDI portal
Recommendations
- Nonparametric tests for conditional symmetry
- Nonparametric symmetry tests for statistical functionals.
- Nonparametric tests for conditional symmetry in dynamic models
- Asymptotic distribution of nonparametric estimates of distribution functions under a symmetry condition
- On consistent nonparametric statistical tests of symmetry hypotheses
- On nonparametric tests for symmetry
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- On nonparametric tests for symmetry in \(R^ m\)
Cites work
- A Cramer Von-Mises Type Statistic for Testing Symmetry
- A Look at Some Data on the Old Faithful Geyser
- A nonparametric test for bivariate symmetry
- A test for symmetries of multivariate probability distributions
- A Test for Symmetry Using the Sample Distribution Function
- Bandwidth selection for kernel conditional density estimation.
- Estimation of a symmetric density function
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Intentionally Biased Bootstrap Methods
- Linearity testing using local polynomial approximation
- Local likelihood density estimation
- Locally parametric nonparametric density estimation
- Nonparametric conditional predictive regions for time series
- Plots and tests for symmetry
- Smoothing methods in statistics
Cited in
(61)- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Approximating conditional density functions using dimension reduction
- Distribution of cost and profit efficiency: evidence from Indian banking
- Conditional density estimation with covariate measurement error
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- Smoothed kernel conditional density estimation
- Conditional density estimation using the local Gaussian correlation
- Nonparametric tests for conditional symmetry
- Pairwise distance-based tests for conditional symmetry
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- A simple test for multivariate conditional symmetry
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
- Bernstein conditional density estimation with application to conditional distribution and regression functions
- On the single-index model estimate of the conditional density function: consistency and implementation
- Estimation in a class of nonlinear heteroscedastic time series models
- Warped bases for conditional density estimation
- Conditional density estimation in a regression setting
- A test for model specification of diffusion processes
- Approximating conditional distribution functions using dimension reduction
- Non-parametric estimation of mutual information through the entropy of the linkage
- A smooth nonparametric conditional density test for categorical responses
- Nonlinear wavelet estimation of conditional density under left-truncated and -mixing assumptions
- Adaptive pointwise estimation of conditional density function
- Distribution-Free Runs Test for Conditional Symmetry
- Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations
- Asymptotic normality in conditional wavelet density with left-truncated -mixing observations
- Nonparametric analysis of replicated microarray experiments
- Empirical likelihood for conditional density under left truncation and -mixing condition
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Kernel estimation of conditional density with truncated, censored and dependent data
- Using conditional kernel density estimation for wind power density forecasting
- Asymptotic normality of conditional density estimation under truncated, censored and dependent data
- Some count-based nonparametric tests for circular symmetry of a bivariate distribution
- Adaptive recursive kernel conditional density estimators under censoring data
- Nonparametric confidence regions for the symmetry point‐based optimal cutpoint and associated sensitivity of a continuous‐scale diagnostic test
- Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional
- Functional data: local linear estimation of the conditional density and its application
- Testing conditional symmetry without smoothing
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
- Estimating the conditional density by histogram type estimators and model selection
- SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
- Nonparametric tests of the Markov hypothesis in continuous-time models
- Adaptive Estimation of a Conditional Density
- A kernel-based parametric method for conditional density estimation
- Non compact estimation of the conditional density from direct or noisy data
- Goodness-of-fit test for point processes first-order intensity
- Two-stage conditional density estimation based on Bernstein polynomials
- Non parametric estimation of transition density for second-order diffusion processes
- Semi-recursive kernel conditional density estimators under random censorship and dependent data
- Flexible conditional density estimation for time series
- Testing Conditional Mean Independence Under Symmetry
- Multivariate distribution correction of climate model outputs: a generalization of quantile mapping approaches
- Density Regression with Conditional Support Points
- A robust nonparametric test for conditional symmetry in high dimension
- Conditional symmetry test based on empirical characteristic function
- Asymptotic normality for weighted estimator of conditional density with truncated and censored data
- Copula-based measures and tests for conditional asymmetry
- Estimating a conditional density ratio model for asset returns and option demand
- Deep distribution regression
- A quantile-copula approach to conditional density estimation
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
This page was built for publication: Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4805922)
