Results 21 to 30 of about 94 (90)

About tests of the “simplifying” assumption for conditional copulas

open access: yesDependence Modeling, 2017
We discuss the so-called “simplifying assumption” of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models.
Derumigny Alexis, Fermanian Jean-David
doaj   +1 more source

Tree-based conditional copula estimation

open access: yesDependence Modeling
This article proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric copula model on each class.
Bonacina Francesco   +2 more
doaj   +1 more source

Causal additive models with smooth backfitting

open access: yesJournal of Causal Inference
A fully nonparametric approach to learning causal structures from observational data is proposed. The method is described in the setting of additive structural equation models with a link to causal inference.
Morville Asger B., Park Byeong U.
doaj   +1 more source

Conservative inference for counterfactuals

open access: yesJournal of Causal Inference
In causal inference, the joint law of a set of counterfactual random variables is generally not identified. But many interesting quantities are functions of the joint distribution.
Balakrishnan Sivaraman   +2 more
doaj   +1 more source

Pemodelan Jumlah Rumah Tangga Sangat Miskin di Jawa Timur Menggunakan Regresi Nonparametrik B-Spline

open access: yesMajalah Ilmiah Matematika dan Statistika
Indonesia is a developing country that continues to experience poverty. East Java is one of the provinces that ranks 3rd as the province with the largest number of poor people in Indonesia.
Putroue Keumala Intan
doaj   +1 more source

Modeling factors affecting poverty in Nusa Tenggara using the multivariate adaptive regression spline (MARS) method

open access: yesMajalah Ilmiah Matematika dan Statistika
Poverty is still a fundamental problem in the economy of various regions or developing countries, including Indonesia. The Nusa Tenggara Islands are one of the regions in Central Indonesia, where East Nusa Tenggara Province is in 3rd place with 20.44 ...
Mulyasrihuda Arizal   +2 more
doaj   +1 more source

Asymptotic distribution of functional least absolute relative error regression

open access: yesDemonstratio Mathematica
This paper introduces an alternative estimator for the functional regression with a scalar response variable S given a functional random variable T $\mathcal{T}$ taking values in a semi-metric space.
Laksaci Ali   +3 more
doaj   +1 more source

Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression. [PDF]

open access: yesMethodol Comput Appl Probab, 2022
Henzi A, Mösching A, Dümbgen L.
europepmc   +1 more source

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