Quadratic mode regression
DOI10.1016/0304-4076(93)90056-BzbMATH Open0776.62055OpenAlexW1965970970MaRDI QIDQ1801409FDOQ1801409
Publication date: 24 November 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)90056-b
density estimationlinear modelsimulationsmoothingconsistent estimatorestimation of the covariance matricesquadratic kernelrectangular kernelsymmetrically trimmed least squaresupper bound of the covariance matrix
Density estimation (62G07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)
Cites Work
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Cited In (38)
- A semiparametric regression estimator under left truncation and right censoring
- Quantile regression under random censoring.
- Event count estimation
- SIMEX estimation in parametric modal regression with measurement error
- Semiparametric partially linear varying coefficient modal regression
- A robust and efficient estimation method for single index models
- A semi-parametric mode regression with censored data
- Nonparametric statistical learning based on modal regression
- Statistical inference of mode regression with adaptive Lasso
- Dynamic Vector Mode Regression
- Modal non‐linear regression in the presence of Laplace measurement error
- Regularized modal regression with data-dependent hypothesis spaces
- Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models
- Modal regression using kernel density estimation: a review
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- Title not available (Why is that?)
- Semiparametric estimation of a truncated regression model
- Bootstrap Inference for Quantile-based Modal Regression
- A Statistical Learning Approach to Modal Regression
- Variable selection for mode regression
- Parametric modal regression with error in covariates
- Bayesian modal regression based on mixture distributions
- Non linear parametric mode regression
- Nonlinear kernel mode‐based regression for dependent data
- Properties of the QME under asymmetrically distributed disturbances
- Finite Sample Properties of the QME
- On Semiparametric Mode Regression Estimation
- Weighted and two-stage least squares estimation of semiparametric truncated regression models
- Robust linear regression: A review and comparison
- Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation
- Quantile regression approach to conditional mode estimation
- Estimators of regression parameters for truncated and censored data
- Estimation of a transformation model with truncation, interval observation and time‐varying covariates
- Bayesian mode regression using mixtures of triangular densities
- Regression towards the mode
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
- Information geometry of modal linear regression
- Semiparametric robust estimation of truncated and censored regression models
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