Pages that link to "Item:Q4651029"
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The following pages link to Cross-validation and the estimation of conditional probability densities (Q4651029):
Displaying 50 items.
- Asymptotic analysis of the jittering kernel density estimator (Q96450) (← links)
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- Consistency of a nonparametric conditional mode estimator for random fields (Q257634) (← links)
- Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
- Growth and convergence: a profile of distribution dynamics and mobility (Q278268) (← links)
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Efficiency dynamics in Indian banking: a conditional directional distance approach (Q300068) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms (Q319646) (← links)
- Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Conditional density estimation in measurement error problems (Q476215) (← links)
- Explaining inefficiency in nonparametric production models: the state of the art (Q490125) (← links)
- Uniform in bandwidth consistency of kernel estimators of the density of mixed data (Q491414) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- Regression towards the mode (Q528024) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- A kernel-based parametric method for conditional density estimation (Q614083) (← links)
- Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
- Boosted coefficient models (Q693319) (← links)
- Bayesian mixture modeling for multivariate conditional distributions (Q777852) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Nonparametric conditional efficiency measures: asymptotic properties (Q970148) (← links)
- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach (Q1037695) (← links)
- A comparison of cross-validation techniques in density estimation (Q1089697) (← links)
- On discrete Epanechnikov kernel functions (Q1658406) (← links)
- Data-driven algorithms for dimension reduction in causal inference (Q1658547) (← links)
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
- Smoothed kernel conditional density estimation (Q1672877) (← links)
- Finding the right yardstick: regulation of electricity networks under heterogeneous environments (Q1681300) (← links)
- Environmental factors in frontier estimation -- a Monte Carlo analysis (Q1681333) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
- A bootstrap approach for bandwidth selection in estimating conditional efficiency measures (Q1737524) (← links)
- Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis (Q1752248) (← links)
- A data-driven bandwidth selection method for the smoothed maximum score estimator (Q1787697) (← links)
- Two generalized nonparametric methods for estimating like densities (Q1995824) (← links)
- Shrinkage for categorical regressors (Q2024479) (← links)
- Momentum and the cross-section of stock volatility (Q2102873) (← links)
- Minimax optimal conditional density estimation under total variation smoothness (Q2161185) (← links)
- Strong consistency of local linear estimation of a conditional density function under random censorship (Q2211898) (← links)
- Analysis of the time-varying Cox model for the cause-specific hazard functions with missing causes (Q2218811) (← links)
- New insights into approximate Bayesian computation (Q2261604) (← links)
- Maximum likelihood method for bandwidth selection in kernel conditional density estimate (Q2282607) (← links)
- Quantile regression in big data: a divide and conquer based strategy (Q2291332) (← links)
- Empirical Bayes analysis of RNA sequencing experiments with auxiliary information (Q2291530) (← links)
- Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
