scientific article; zbMATH DE number 2135362
From MaRDI portal
Publication:4651029
zbMath1055.62035MaRDI QIDQ4651029
Hall, Peter, Q. Li, Jeff Racine
Publication date: 21 February 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dimension reductionkernel methodsdiscrete databinary datamixed datacategorical datacontinuous databandwidth choicesmoothing parameter choicerelevant and irrelevant data
Related Items
Conditional time-dependent nonparametric estimators with an application to healthcare production function, Growth and convergence: a profile of distribution dynamics and mobility, Empirical Bayes Conditional Density Estimation, Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations, Adaptive pointwise estimation of conditional density function, Efficiency dynamics in Indian banking: a conditional directional distance approach, A nonparametric test for equality of distributions with mixed categorical and continuous data, Efficiency assessment of primary care providers: a conditional nonparametric approach, Unobserved heterogeneity and endogeneity in nonparametric frontier estimation, A selective overview of nonparametric methods in financial econometrics, One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms, Minimax optimal conditional density estimation under total variation smoothness, On discrete Epanechnikov kernel functions, Data-driven algorithms for dimension reduction in causal inference, On selection of statistics for approximate Bayesian computing (or the method of simulated moments), Joint modeling of longitudinal and survival data with the Cox model and two-phase sampling, Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach, Smoothed kernel conditional density estimation, Nonparametric tests of the Markov hypothesis in continuous-time models, A control function approach to estimate panel data binary response model, Finding the right yardstick: regulation of electricity networks under heterogeneous environments, Environmental factors in frontier estimation -- a Monte Carlo analysis, Kernel estimation of conditional density with truncated, censored and dependent data, A kernel-based parametric method for conditional density estimation, Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour, Functional Response Quantile Regression Model, A Deep Generative Approach to Conditional Sampling, Functional distributional clustering using spatio-temporal data, Minimax rates for conditional density estimation via empirical entropy, ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES, Boundary-adaptive kernel density estimation: the case of (near) uniform density, A spectral surrogate model for stochastic simulators computed from trajectory samples, Bank characteristics and the interbank money market: a distributional approach, Nonparametric estimation of the anisotropic probability density of mixed variables, Conditional density estimation using the local Gaussian correlation, Bias-corrected quantile regression estimation of censored regression models, Cross-validating fit and predictive accuracy of nonlinear quantile regressions, The performance of estimators based on the propensity score, An omnibus test of goodness-of-fit for conditional distributions with applications to regression models, Strong consistency of local linear estimation of a conditional density function under random censorship, A consistent model specification test with mixed discrete and continuous data, Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework, Household budget-share distributions and welfare implications: an application of multivariate distributional statistics, A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions, Analysis of the time-varying Cox model for the cause-specific hazard functions with missing causes, On non-parametric estimation of the Lévy kernel of Markov processes, Conditional density estimation in measurement error problems, Explaining inefficiency in nonparametric production models: the state of the art, Uniform in bandwidth consistency of kernel estimators of the density of mixed data, A bootstrap approach for bandwidth selection in estimating conditional efficiency measures, Stochastically ordered multiple regression, Estimation in generalised varying-coefficient models with unspecified link functions, A Family of Nonparametric Density Estimation Algorithms, Emulation of Stochastic Simulators Using Generalized Lambda Models, Conditional density estimation in a regression setting, Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis, Two generalized nonparametric methods for estimating like densities, Bayesian modeling of joint and conditional distributions, Regression towards the mode, Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data, Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters, Boosted coefficient models, Asymptotic analysis of the jittering kernel density estimator, Nonparametric conditional efficiency measures: asymptotic properties, New insights into approximate Bayesian computation, Bandwidth selection for nonparametric modal regression, On some recent advances on high dimensional Bayesian statistics, Shrinkage for categorical regressors, Conditional density estimation with covariate measurement error, A data-driven bandwidth selection method for the smoothed maximum score estimator, Maximum likelihood method for bandwidth selection in kernel conditional density estimate, Adaptive Bayesian density regression for high-dimensional data, A solution to aggregation and an application to multidimensional `well-being' frontiers, Quantile regression in big data: a divide and conquer based strategy, Empirical Bayes analysis of RNA sequencing experiments with auxiliary information, Unnamed Item, Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities, A note on nonparametric estimation of circular conditional densities, Pairwise local Fisher and naive Bayes: improving two standard discriminants, Kernel smoothed probability mass functions for ordered datatypes, Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data, Optimal bandwidth selection for conditional efficiency measures: a data-driven approach, Bayesian mixture modeling for multivariate conditional distributions, Bernstein conditional density estimation with application to conditional distribution and regression functions, Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates, Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data, OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS, Nonparametric localized bandwidth selection for Kernel density estimation, Decomposing joint distributions via reweighting functions: an application to intergenerational economic mobility, Momentum and the cross-section of stock volatility, Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions, Testing independence between exogenous variables and unobserved errors, Consistency of a nonparametric conditional mode estimator for random fields, Asymptotic normality of conditional density estimation with left-truncated and dependent data