Results 31 to 40 of about 149 (141)
Automatic estimation procedure in partial linear model with functional data
, 2011 Bandwidth selection, Cross-validation, Functional data, Partial linear regression, MSC 62G08, MSC 62G20,
Vieu, Philippe +3 more
core +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
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
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
Empirical likelihood for density-weighted average derivatives
, 2009 Average derivative, Density weighting, Empirical likelihood, Kernel smoothing, Single-index model, 62G08, 62G20, 62H12,
Xuewen Lu, Wanrong Liu
core +1 more source
Goodness-of-fit Tests in Nonparametric Regression [PDF]
AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Goodness-of-fit;nonparametric regression;test for independence;weak ...
Einmahl, J.H.J., Keilegom, I. van
core +2 more sources
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
Local polynomial estimation of a conditional mean function with dependent truncated data
, 2011 Asymptotic normality, Local polynomial estimator, Conditional mean function, Truncated data, α-mixing, 62E20, 62G08,
Jacobo de Uña-Álvarez +4 more
core +1 more source