The following pages link to (Q4818530):
Displaying 50 items.
- Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models (Q140115) (← links)
- Consistency of a nonparametric conditional mode estimator for random fields (Q257634) (← links)
- Growth and convergence: a profile of distribution dynamics and mobility (Q278268) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Functional clustering in nested designs: modeling variability in reproductive epidemiology studies (Q483995) (← links)
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector (Q662221) (← links)
- Jackknife model averaging (Q738132) (← links)
- Nonparametric estimation of fractional option pricing model (Q826418) (← links)
- Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
- Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data (Q1623427) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- Growth volatility and size: a firm-level study (Q1657341) (← links)
- Function compositional adjustments of conditional quantile curves (Q1658396) (← links)
- Generalized nonparametric smoothing with mixed discrete and continuous data (Q1659130) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- Feasible generalized least squares using support vector regression (Q1714071) (← links)
- Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis (Q1752248) (← links)
- Averaging estimators for kernel regressions (Q1787999) (← links)
- Environmental regulation and US state-level production (Q1927783) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
- Partial linear regression of compositional data (Q2111955) (← links)
- Skill-biased technical change and labor market inefficiency (Q2152328) (← links)
- A simple approach to construct confidence bands for a regression function with incomplete data (Q2176328) (← links)
- Kernel regression estimation with errors-in-variables for random fields (Q2181193) (← links)
- Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
- Calculating degrees of freedom in multivariate local polynomial regression (Q2189128) (← links)
- A flexible synthetic control method for modeling policy evaluation (Q2315401) (← links)
- Option-implied value-at-risk and the cross-section of stock returns (Q2328784) (← links)
- Empirical likelihood for regression discontinuity design (Q2346018) (← links)
- Imputation in nonparametric quantile regression with complex data (Q2406788) (← links)
- \(M\)-cross-validation in local median estimation (Q2505408) (← links)
- Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
- Efficiency assessment of primary care providers: a conditional nonparametric approach (Q2629626) (← links)
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)
- Nonparametric multiple regression estimation for circular response (Q2666066) (← links)
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
- Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing (Q2852622) (← links)
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
- The impact of homework on student achievement (Q3521279) (← links)
- PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
- Nonlinear Tikhonov regularization in Hilbert scales with balancing principle tuning parameter in statistical inverse problems (Q4988520) (← links)
- Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (Q5037041) (← links)
- Female athletic participation and income: evidence from a latent class model (Q5126961) (← links)
- Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566) (← links)
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)