Nonparametric and semiparametric models.
From MaRDI portal
Publication:1883269
zbMath1059.62032MaRDI QIDQ1883269
Axel Werwatz, Stefan Sperlich, Marlene Müller, Wolfgang Karl Härdle
Publication date: 4 October 2004
Published in: Springer Series in Statistics (Search for Journal in Brave)
additive modelssemiparametric regressionkernel methoddensity estimationnonparametric regressionpartial linear modelssingle index models
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Generalized linear models (logistic models) (62J12) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Forecasting turbulent modes with nonparametric diffusion models: learning from noisy data, Quantile treatment effect estimation with dimension reduction, Estimation for generalized partially functional linear additive regression model, Penalized spline estimation in the partially linear model, Nonparametric comparison of quantile curves: a stochastic process approach, Unnamed Item, Comparing Conditional Quantile Curves, Identification for partially linear regression model with autoregressive errors, The shape of small sample biases in pricing kernel estimations, A new difference-based weighted mixed Liu estimator in partially linear models, Profile likelihood ratio tests for parameter inferences in generalised single-index models, A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates, Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse, Rates of convergence in conditional covariance matrix with nonparametric entries estimation, Unnamed Item, Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study), Bandwidth matrix selectors for kernel regression, On functional central limit theorems of Bayesian nonparametric priors, The single-index support vector regression model to address the problem of high dimensionality, Nonparametric modelling for functional data: selected survey and tracks for future, Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models, Univariate fast initial response statistical process control with taut strings, Asymptotic properties of nonparametric quantile estimation with spatial dependency, Partially linear models with \(p\)-order autoregressive skew-normal errors, On sufficient conditions for the consistency of local linear kernel estimators, Interval-valued data regression using partial linear model, Classification with the pot-pot plot, Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration, Ultrahigh dimensional feature screening for additive model with multivariate response, A new classifier for imbalanced data based on a generalized density ratio model, M-LDQ feature embedding and regression modeling for distribution-valued data, A Novel Estimation Method in Generalized Single Index Models, Hedging cryptos with Bitcoin futures, Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates, Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level, Focused information criterion and model averaging for generalized additive partial linear models, Identification and estimation of generalized additive partial linear models with nonignorable missing response, A generalized Nadaraya–Watson estimator for observations obtained from a mixture, Adaptive estimation in the single-index model via oracle approach, Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects, Spatial Regression With Partial Differential Equation Regularisation, Density-Difference Estimation, Information-Maximization Clustering Based on Squared-Loss Mutual Information, An alternative circular smoothing method to nonparametric estimation of periodic functions, Integrated conditional moment test for partially linear single index models incorporating dimension-reduction, Testing a Specification Form in Single Functional Index Model, A semi-parametric approach to robust parameter design, Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates, Partially linear single index models for repeated measurements, On multivariate smoothed bootstrap consistency, Testing linearity in semi-parametric functional data analysis, Binary classification with pFDR‐pFNR losses, Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator, A single-index model procedure for interpolation intervals in time series, Automatic and location-adaptive estimation in functional single-index regression, Liu-type estimator in semiparametric regression models, Colour harmonization in car manufacturing processes, Hypothesis testing in multivariate partially linear models, Plug-in marginal estimation under a general regression model with missing responses and covariates, Using information quality for volatility model combinations, Density estimation using non-parametric and semi-parametric mixtures, Unnamed Item, Comments on: ``Probability enhanced effective dimension reduction for classifying sparse functional data, Analysis and numerics for an age- and sex-structured population model, Polynomial Spline Estimation for a Generalized Additive Coefficient Model, Sequential change‐point detection based on direct density‐ratio estimation, Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors, Kernel estimations for multivariate density functional with bootstrap, Unnamed Item, Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating, GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES, Testing for Trends in High-Dimensional Time Series, Computational aspects in local image denoising and reconstruction with correlated errors, Nonparametric relative recursive regression estimators for censored data, Estimation and diagnostic for skew-normal partially linear models, On kernel-based mode estimation using different stratified sampling designs, A kernel regression procedure in the 3D shape space with an application to online sales of children's wear, Detection of coupling in Duffing oscillator systems, Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data, Robust inference in partially linear models with missing responses, Comments on: ``Hybrid semiparametric Bayesian networks, Nonparametric multidimensional fixed effects panel data models, Estimating the conditional single-index error distribution with a partial linear mean regression, Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model, Model averaging estimation for varying-coefficient single-index models, Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials, A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach, A robust nonparametric framework for reconstruction of stochastic differential equation models, Bandwidth selection for kernel density estimation: a review of fully automatic selectors, TENET: tail-event driven network risk, Computing confidence intervals for log-concave densities, On data-driven choice of \(\lambda\) in nonparametric Gaussian regression via propagation-separation approach, Partially linear structure identification in generalized additive models with NP-dimensionality, Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse, Robust estimation for semi-functional linear regression models, Kernel density estimation based on progressive type-II censoring, The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes, Univariate subdivision schemes for noisy data with geometric applications, Smooth bootstrapping of copula functionals, On nonparametric conditional quantile estimation for non-stationary random fields, Implied basket correlation dynamics, Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data, On dimension reduction models for functional data, Notes on kernel density based mode estimation using more efficient sampling designs, Probabilistic constrained optimization on flow networks, Robust and efficient estimation for the treatment effect in causal inference and missing data problems, Nonparametric models and their estimation, Fiducial generalized \(p\)-values for testing zero-variance components in linear mixed-effects models, Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes, Estimation of reliability with semi-parametric modeling of degradation, Nonparametric regression with doubly truncated data, Improved mean shift segmentation approach for natural images, Approximate maximum likelihood estimation for population genetic inference, A multiplicative seasonal component in commodity derivative pricing, Dimensionality determination: a thresholding double ridge ratio approach, A new class of semi-mixed effects models and its application in small area estimation, Estimation of the covariance matrix in multivariate partially linear models, Lack-of-fit tests based on weighted ratio of residuals and variances, Partial linear single index models with distortion measurement errors, Robust estimates in generalized partially linear single-index models, Bootstrap confidence bands and partial linear quantile regression, A note on Bayes factor consistency in partial linear models, The taut string approach to statistical inverse problems: theory and applications, Canonical dependency analysis based on squared-loss mutual information, Statistical analysis of kernel-based least-squares density-ratio estimation, A relative error estimation approach for multiplicative single index model, A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets, Surface functional models, A smoothing filter based on fuzzy transform, Multivariate fuzzy transform of complex-valued functions determined by monomial basis, Nonparametric estimation of conditional medians for linear and related processes, Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid, Estimating the diffusion coefficient function for a diversified world stock index, Bandwidth choice for robust nonparametric scale function estimation, Semiparametric regression models with additive nonparametric components and high dimensional parametric components, Curse of dimensionality and related issues in nonparametric functional regression, Change point detection for nonparametric regression under strongly mixing process, Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics, Robust estimation for nonparametric generalized regression, Mining outlying aspects on numeric data, A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector, Kernel-based regression of drift and diffusion coefficients of stochastic processes, Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\), Oracally efficient estimation for single-index link function with simultaneous confidence band, State price densities implied from weather derivatives, Variable selection for generalized varying coefficient partially linear models with diverging number of parameters, Robust nonparametric estimation with missing data, The recovery of ridge functions on the hypercube suffers from the curse of dimensionality, A new approach to bootstrap inference in functional coefficient models, Estimating generalized semiparametric additive models using parameter cascading, Goodness-of-fit tests in semi-linear models, Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data, Dimension reduced kernel estimation for distribution function with incomplete data, Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search, Heteroscedasticity checks for single index models, A semi-parametric approach to dual modeling when no replication exists, On nonparametric comparison of images and regression surfaces, Model averaging for semiparametric additive partial linear models, Dimensionality reduction for density ratio estimation in high-dimensional spaces, Regularizing Double Machine Learning in Partially Linear Endogenous Models, Clustering Data with Nonignorable Missingness using Semi-Parametric Mixture Models, A generalized partially linear framework for variance functions, Semiparametric modeling: correcting low-dimensional model error in parametric models, On regression model selection for the data with correlated errors, Polynomial alias higher degree fuzzy transform of complex-valued functions, Examining heterogeneity in implied equity risk premium using penalized splines, Density estimation with distribution element trees, Direct importance estimation for covariate shift adaptation, Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth, A partitioned single functional index model, Editorial to the special issue on applicable semiparametrics of computational statistics, Functional coefficient seasonal time series models with an application of Hawaii tourism data, Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach, Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts, Optimal learning for sequential sampling with non-parametric beliefs, Machine learning with squared-loss mutual information, A time series bootstrap procedure for interpolation intervals, Fitting generalized linear models with unspecified link function: a P-spline approach, Favorability functions based on kernel density estimation for logistic models: a case study, Difference based ridge and Liu type estimators in semiparametric regression models, High-dimensional additive modeling, A robust spline approach in partially linear additive models, Kernel-based semiparametric multinomial logit modelling of political party preferences
Uses Software
