Nonparametric Estimation and Symmetry Tests for Conditional Density Functions

From MaRDI portal
Publication:4805922

DOI10.1080/10485250212374zbMath1013.62040OpenAlexW2044739400WikidataQ58297533 ScholiaQ58297533MaRDI QIDQ4805922

Rob Hyndman, Qiwei Yao

Publication date: 3 July 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/6092/



Related Items

Non-parametric estimation of mutual information through the entropy of the linkage, NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS, Deep distribution regression, Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations, Adaptive pointwise estimation of conditional density function, A quantile-copula approach to conditional density estimation, Functional data: local linear estimation of the conditional density and its application, Testing conditional symmetry without smoothing, Asymptotic normality of conditional density estimation under truncated, censored and dependent data, Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models, On the single-index model estimate of the conditional density function: consistency and implementation, Smoothed kernel conditional density estimation, Nonparametric tests of the Markov hypothesis in continuous-time models, Kernel estimation of conditional density with truncated, censored and dependent data, A simple test for multivariate conditional symmetry, A kernel-based parametric method for conditional density estimation, Estimating the conditional density by histogram type estimators and model selection, Adaptive Estimation of a Conditional Density, Estimation in a class of nonlinear heteroscedastic time series models, Non compact estimation of the conditional density from direct or noisy data, Conditional density estimation using the local Gaussian correlation, Warped bases for conditional density estimation, SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA, Empirical Likelihood for Conditional Density Under Left Truncation and α-Mixing Condition, Conditional density estimation in a regression setting, Distribution-Free Runs Test for Conditional Symmetry, A test for model specification of diffusion processes, Using Conditional Kernel Density Estimation for Wind Power Density Forecasting, Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data, Conditional density estimation with covariate measurement error, Pairwise distance-based tests for conditional symmetry, A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models, Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional, Unnamed Item, A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities, Approximating conditional density functions using dimension reduction, Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations, Bernstein conditional density estimation with application to conditional distribution and regression functions, Distribution of cost and profit efficiency: evidence from Indian banking, Approximating conditional distribution functions using dimension reduction, Nonparametric analysis of replicated microarray experiments



Cites Work