Results 31 to 40 of about 167 (91)
Parameter Estimation of the Partially Linear Quantile Regression Model Under Monotonic Constraints
Journal of Mathematics, Volume 2025, Issue 1, 2025.The paper brings forward the partially linear quantile regression model by incorporating monotonic constraints, which are common in real‐world relationships between variables. It introduces two novel parameter estimation methods, that is, the coordinate descent method and the profile likelihood method, which eliminate the extensive tuning and simplify ...
Shujin Wu +4 more
wiley +1 more source
Dependence Modeling, 2019 We study nonparametric estimators of conditional Kendall’s tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic pointwise and uniform bounds, that hold with high probabilities.
Derumigny Alexis, Fermanian Jean-David
doaj +1 more source
, 2014 We consider an adaptive smoothing spline with a piecewiseconstant penalty function λ(x), in which a univariate smoothing parameter λ in the classic smoothing spline is converted into an adaptive multivariate parameter λ.
Heeyoung Kim, X. Huo
semanticscholar +1 more source
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
Dependence Modeling, 2019 We introduce a location-scale model for conditional heavy-tailed distributions when the covariate is deterministic. First, nonparametric estimators of the location and scale functions are introduced.
Ahmad Aboubacrène Ag +3 more
doaj +1 more source
About tests of the “simplifying” assumption for conditional copulas
Dependence 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
Dependence ModelingThis 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
Journal of Causal InferenceA 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
Journal of Causal InferenceIn 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
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Majalah Ilmiah Matematika dan StatistikaPoverty 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
Unit upper truncated Weibull distribution with extension to 0 and 1 inflated model - Theory and applications. [PDF]
Heliyon, 2023 Okorie IE, Afuecheta E, Bakouch HS.
europepmc +1 more source