Pages that link to "Item:Q4541202"

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

Displaying 50 items.

• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
• Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
• Global sensitivity analysis for repeated measures studies with informative drop-out: A semi-parametric approach (Q3119826) (← links)
• Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data (Q3121183) (← links)
• Pyramid Quantile Regression (Q3391281) (← links)
• Nonparametric regression with weakly dependent data: the discrete and continuous regressor case (Q3391786) (← links)
• A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
• Conditional quantile estimation by local logistic regression (Q3426256) (← links)
• REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
• CONFIDENCE BANDS IN QUANTILE REGRESSION (Q3580637) (← links)
• Confidence intervals for prediction intervals (Q3592566) (← links)
• Non-Crossing Non-Parametric Estimates of Quantile Curves (Q3631464) (← links)
• MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES (Q4540568) (← links)
• Modeling Persistent Trends in Distributions (Q4559709) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• On Projection‐type Estimators of Multivariate Isotonic Functions (Q4923059) (← links)
• Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
• (Q5054660) (← links)
• Learning Multiple Quantiles With Neural Networks (Q5066505) (← links)
• Bandwidth selection for nonparametric modal regression (Q5085910) (← links)
• Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth (Q5088031) (← links)
• Local Box–Cox transformation on time-varying parametric models for smoothing estimation of conditional CDF with longitudinal data (Q5106980) (← links)
• Bayesian non-crossing quantile regression for regularly varying distributions (Q5107362) (← links)
• New non-parametric tests for independence (Q5107776) (← links)
• Additive Functional Regression for Densities as Responses (Q5130639) (← links)
• Improved local quantile regression (Q5142252) (← links)
• Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional (Q5148464) (← links)
• Nonparametric estimation for time-varying transformation models with longitudinal data (Q5189265) (← links)
• Estimation of nonseparable models with censored dependent variables and endogenous regressors (Q5860905) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points (Q5869284) (← links)
• Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
• Bandwidth selection for kernel conditional density estimation. (Q5941105) (← links)
• An estimator of a conditional quantile in the presence of auxiliary information (Q5954819) (← links)
• Adaptive Bayesian density regression for high-dimensional data (Q5963506) (← links)
• Comment on: ``Local quantile regression'' (Q5971192) (← links)
• Computational aspects of the <i>k</i>NN local linear smoothing for some conditional models in high dimensional statistics (Q6049869) (← links)
• Adaptive Estimation of a Conditional Density (Q6086459) (← links)
• Distributional (Single) Index Models (Q6107224) (← links)
• Nonparametric identification and estimation of the extended Roy model (Q6108291) (← links)
• Bivariate distribution regression with application to insurance data (Q6152694) (← links)
• When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
• Uniform convergence results for the local linear regression estimation of the conditional distribution (Q6178687) (← links)
• No-Crossing Single-Index Quantile Regression Curve Estimation (Q6190329) (← links)
• On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (Q6190782) (← links)
• A location-scale model for non-crossing expectile curves (Q6537849) (← links)
• Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks (Q6547780) (← links)
• Dynamic copula-based methods for estimating rank-tracking probabilities with longitudinal data (Q6548792) (← links)
• Two-stage conditional density estimation based on Bernstein polynomials (Q6571737) (← links)
• Boundary adaptive local polynomial conditional density estimators (Q6589589) (← links)