np

swMATH10543MaRDI QIDQ22502FDOQ22502

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Cited In (only showing first 100 items - show all)

• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
• A two-stage procedure to pool information across quantile levels in linear quantile regression
• Emulation of Stochastic Simulators Using Generalized Lambda Models
• Bayesian beta nonlinear models with constrained parameters to describe ruminal degradation kinetics
• Partial linear regression of compositional data
• Variable bandwidth kernel regression estimation
• OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS
• Standard Errors for Nonparametric Regression
• Moran's I statistic-based nonparametric test with spatio-temporal observations
• Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
• The smooth colonel and the reverend find common ground
• Stochastic frontier models using R
• Evaluation of volatility predictions in a VaR framework
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions
• A control function approach to estimate panel data binary response model
• Learning the smoothness of noisy curves with application to online curve estimation
• An Omnibus Non-Parametric Test of Equality in Distribution for Unknown Functions
• Challenging the curse of dimensionality in multivariate local linear regression
• Interactive nonparametric analysis of nonlinear systems
• Unstable volatility: the break-preserving local linear estimator
• An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics
• Household budget-share distributions and welfare implications: an application of multivariate distributional statistics
• Kernel regression estimation with errors-in-variables for random fields
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
• Nonparametric estimation of multivariate CDF with categorical and continuous data
• Nonparametric and semiparametric methods in R
• A solution to aggregation and an application to multidimensional `well-being' frontiers
• Measuring the discrepancy of a parametric model via local polynomial smoothing
• A new recognition algorithm for ``head-and-shoulders price patterns
• Title not available (Why is that?)
• Modeling heterogeneous treatment effects in the presence of endogeneity
• Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
• A simple approach to construct confidence bands for a regression function with incomplete data
• ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES
• On density and regression estimation with incomplete data
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
• On asymptotic properties of Bayesian partially linear models
• On estimating the nonparametric multiplicative error models
• Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis
• Public Provision, Commodity Demand, and Hours of Work: An Empirical Analysis
• Boosted coefficient models
• Copula density estimation by finite mixture of parametric copula densities
• Multivariate adaptive warped kernel estimation
• Nonparametric estimation of the conditional mean residual life function with censored data
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
• Kernel density estimation from complex surveys in the presence of complete auxiliary information
• Efficient propensity score regression estimators of multivalued treatment effects for the treated
• Kernel density estimation with missing data and auxiliary variables
• Generalized bagging
• On clustering procedures and nonparametric mixture estimation
• Nonparametric instrumental variable derivative estimation
• Efficiency dynamics in Indian banking: a conditional directional distance approach
• Determining the number of effective parameters in kernel density estimation
• Flexible copula density estimation with penalized hierarchical B-splines
• Approximation of conditional densities by smooth mixtures of regressions
• Functional Principal Component Analysis of Density Families With Categorical and Continuous Data on Canadian Entrant Manufacturing Firms
• Effects of associated kernels in nonparametric multiple regressions
• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
• Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
• A Partially Linear Kernel Estimator for Categorical Data
• Bivariate non-normality in the sample selection model
• Teaching nonparametric econometrics to undergraduates
• One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms
• Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression
• Some models and methods for the analysis of observational data
• The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation
• Assessing productive efficiency of banks using integrated fuzzy-DEA and bootstrapping: a case of Mozambican banks
• Stochastically ordered multiple regression
• Function compositional adjustments of conditional quantile curves
• On histogram-based regression and classification with incomplete data
• Kernel approximation: from regression to interpolation
• Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
• Applied Econometrics with R
• Root-\(n\) consistent kernel density estimation in practice
• Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators
• Efficient estimation in single index models through smoothing splines
• D-vine copula based quantile regression
• Generalized Additive and Index Models with Shape Constraints
• Computational statistics with R
• POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
• Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis
• Re-evaluating the effectiveness of inflation targeting
• The Hellinger Correlation
• Most Likely Transformations
• An efficient semiparametric maxima estimator of the extremal index
• Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
• A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions
• Rates of convergence in conditional covariance matrix with nonparametric entries estimation
• Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
• Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth
• Pairwise local Fisher and naive Bayes: improving two standard discriminants
• Conditional density estimation using the local Gaussian correlation
• Parallel statistical computing for statistical inference
• On the maximal deviation of kernel regression estimators with NMAR response variables
• On the \(L_p\) norms of kernel regression estimators for incomplete data with applications to classification
• Regression towards the mode
• Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
• Tests for validity of the semiparametric heteroskedastic transformation model
• The covariate-adjusted ROC curve: the concept and its importance, review of inferential methods, and a new Bayesian estimator
• Bayesian modeling of joint and conditional distributions

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