Results 41 to 50 of about 92 (91)

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, Philippe Vieu, Aneiros-Pérez, German, Germán Aneiros-Pérez   +3 more
core   +1 more source

Tree-based conditional copula estimation

Dependence 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, Lopez Olivier, Thomas Maud   +2 more
doaj   +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

Orthogonal prediction of counterfactual outcomes

Journal of Causal Inference
Orthogonal meta-learners, such as DR-learner (Kennedy EH. Towards optimal doubly robust estimation of heterogeneous causal effects. arXiv preprint arXiv:2004.14497 2020), R-learner (Nie X, Wager S.
Vansteelandt Stijn, Morzywołek Paweł
doaj   +1 more source

Causal additive models with smooth backfitting

Journal 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

Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes

, 2006
California earthquakes, exponential weighting, prediction error criteria, sequential nonparametric regression, space–time point processes, Primary: 60G55, 62G07, 62L12, Secondary: 62G08, 62M30, 86A32,
Carlo Grillenzoni, GRILLENZONI, CARLO
core   +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, María del Carmen Iglesias-Pérez, Han-Ying Liang, Jacobo Uña-Álvarez, María Iglesias-Pérez   +4 more
core   +1 more source

Conservative inference for counterfactuals

Journal 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, Kennedy Edward, Wasserman Larry   +2 more
doaj   +1 more source

Robust estimation of multivariate regression model

, 2009
Local M-estimator, Local polynomial regression, Multivariate regression model, One-step, Robustness, Primary 62G35, Secondary 62G08,
Jiantao Li, Li, Jiantao, Min Zheng, Zheng, Min   +3 more
core   +1 more source

Semiparametric discovery and estimation of interaction in mixed exposures using stochastic interventions

Journal of Causal Inference
Understanding the complex interactions among multiple environmental exposures is critical for assessing their combined impact on health outcomes. This study introduces InterXshift, a novel semiparametric method that provides a nonparametric definition of
McCoy David B., Hubbard Alan, van der Laan Mark, Schuler Alejandro   +3 more
doaj   +1 more source