Pages that link to "Item:Q4541202"

The following pages link to Methods for Estimating a Conditional Distribution Function (Q4541202):

Displaying 50 items.

• Comparison of presmoothing methods in kernel density estimation under censoring (Q142857) (← links)
• Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
• Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
• Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
• New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
• An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
• Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Minimax estimation of the conditional cumulative distribution function (Q541768) (← links)
• A kernel-based parametric method for conditional density estimation (Q614083) (← links)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
• Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models (Q683868) (← links)
• A nonparametric approach for quantile regression (Q724304) (← links)
• Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
• Inferring welfare maximizing treatment assignment under budget constraints (Q738143) (← links)
• Direct conditional probability density estimation with sparse feature selection (Q747244) (← links)
• Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model (Q826680) (← links)
• A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
• Conditional copulas, association measures and their applications (Q901578) (← links)
• Estimation of additive quantile regression (Q907098) (← links)
• Approximating conditional density functions using dimension reduction (Q1036923) (← links)
• Dimension reduction with missing response at random (Q1615199) (← links)
• Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
• Smooth conditional distribution estimators using Bernstein polynomials (Q1654241) (← links)
• Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
• A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
• Fixed design regression quantiles for time series (Q1771423) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
• Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
• Estimation of conditional distribution functions from data with additional errors applied to shape optimization (Q2121427) (← links)
• Minimax optimal conditional density estimation under total variation smoothness (Q2161185) (← links)
• Rank dynamics for functional data (Q2189596) (← links)
• On the local linear modelization of the conditional distribution for functional data (Q2257033) (← links)
• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
• Exceedance probability score: a novel measure for comparing probabilistic predictions (Q2320780) (← links)
• Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data (Q2320837) (← links)
• Conditional hazard estimate for functional random fields (Q2320899) (← links)
• Bernstein conditional density estimation with application to conditional distribution and regression functions (Q2325315) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Regression discontinuity with categorical outcomes (Q2405901) (← links)
• Warped bases for conditional density estimation (Q2439928) (← links)
• Optimized fixed-size kernel models for large data sets (Q2445599) (← links)
• Conditional density estimation in a regression setting (Q2473073) (← links)
• Approximating conditional distribution functions using dimension reduction (Q2569246) (← links)
• Estimating the Conditional Error Distribution in Non-parametric Regression (Q2911717) (← links)
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)