Results 31 to 40 of about 92 (91)
Nonparametric expectile shortfall regression for functional data
Demonstratio MathematicaThis work addresses the issue of financial risk analysis by introducing a novel expected shortfall (ES) regression model, which employs expectile regression to define the shortfall threshold in financial risk management.
Almanjahie Ibrahim M. +4 more
doaj +1 more source
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
Projection Estimates of Constrained Functional Parameters [PDF]
, 2005 AMS classifications: 62G05; 62G07; 62G08; 62G20 ...
Segers, J. +2 more
core +1 more source
Goodness-of-fit Tests in Nonparametric Regression [PDF]
, 2004 AMS classifications: 62G08, 62G10, 62G20, 62G30 ...
Einmahl, J.H.J., van Keilegom, I.
core +1 more source
On internally corrected and symmetrized kernel estimators for nonparametric regression
, 2010 Multivariate regression, Smoothing matrix, Symmetry, 62G08, 62G20,
Jacho-Chávez, David +3 more
core +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
Untangling sample and population level estimands in Bayesian causal computation
Journal of Causal InferenceModel-based Bayesian inference for sample and population-level causal estimands has been growing in popularity. This literature routinely emphasizes clear specification of the target estimand, however blind implementation of standard computational ...
Oganisian Arman
doaj +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
Testing monotonicity of regression functions - an empirical process approach [PDF]
, 2010 We propose several new tests for monotonicity of regression functions based on different empirical processes of residuals. The residuals are obtained from recently developed simple kernel based estimators for increasing regression functions based on ...
Neumeyer, Natalie, Birke, Melanie
core +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