Pages that link to "Item:Q4651029"

The following pages link to Cross-validation and the estimation of conditional probability densities (Q4651029):

Displaying 50 items.

• Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data (Q2320837) (← links)
• Bernstein conditional density estimation with application to conditional distribution and regression functions (Q2325315) (← links)
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Joint modeling of longitudinal and survival data with the Cox model and two-phase sampling (Q2397797) (← links)
• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach (Q2405904) (← links)
• The performance of estimators based on the propensity score (Q2440330) (← links)
• Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← links)
• A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions (Q2445795) (← links)
• On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) (← links)
• Conditional density estimation in a regression setting (Q2473073) (← links)
• Efficiency assessment of primary care providers: a conditional nonparametric approach (Q2629626) (← links)
• Unobserved heterogeneity and endogeneity in nonparametric frontier estimation (Q2635052) (← links)
• A spectral surrogate model for stochastic simulators computed from trajectory samples (Q2686878) (← links)
• Bank characteristics and the interbank money market: a distributional approach (Q2687869) (← links)
• On some recent advances on high dimensional Bayesian statistics (Q2786539) (← links)
• A crossvalidation method for estimating conditional densities (Q3159860) (← links)
• Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations (Q3168668) (← links)
• Stochastically ordered multiple regression (Q3303555) (← links)
• Biased and Unbiased Cross-Validation in Density Estimation (Q3793525) (← links)
• Cross-validated density estimates based on Kullback–Leibler information (Q4831088) (← links)
• (Q4853154) (← links)
• A Family of Nonparametric Density Estimation Algorithms (Q4904468) (← links)
• Empirical Bayes Conditional Density Estimation (Q4965721) (← links)
• Kernel smoothed probability mass functions for ordered datatypes (Q4987542) (← links)
• Conditional time-dependent nonparametric estimators with an application to healthcare production function (Q5034190) (← links)
• Bandwidth selection for nonparametric modal regression (Q5085910) (← links)
• A control function approach to estimate panel data binary response model (Q5095202) (← links)
• (Q5114795) (← links)
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions (Q5124973) (← links)
• Household budget-share distributions and welfare implications: an application of multivariate distributional statistics (Q5130384) (← links)
• Emulation of Stochastic Simulators Using Generalized Lambda Models (Q5158924) (← links)
• Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities (Q5222375) (← links)
• A note on nonparametric estimation of circular conditional densities (Q5222500) (← links)
• Cross-validation and the estimation of probability distributions with categorical data (Q5291821) (← links)
• ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES (Q5357394) (← links)
• An Empirical Study of Indirect Cross-Validation (Q5378912) (← links)
• Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data (Q5857119) (← links)
• OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS (Q5859568) (← links)
• Nonparametric localized bandwidth selection for Kernel density estimation (Q5860940) (← links)
• Decomposing joint distributions via reweighting functions: an application to intergenerational economic mobility (Q5860995) (← links)
• Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions (Q5864657) (← links)
• Testing independence between exogenous variables and unobserved errors (Q5867567) (← links)
• Adaptive Bayesian density regression for high-dimensional data (Q5963506) (← links)
• A solution to aggregation and an application to multidimensional `well-being' frontiers (Q5964708) (← links)
• Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour (Q6064069) (← links)
• Functional Response Quantile Regression Model (Q6069492) (← links)
• Minimax rates for conditional density estimation via empirical entropy (Q6117050) (← links)
• Feature selection based on the best-path algorithm in high dimensional graphical models (Q6488758) (← links)
• Asymptotics of K-fold cross validation (Q6535409) (← links)