Results 41 to 50 of about 233 (155)
Goodness-of-fit Tests in Nonparametric Regression [PDF]
, 2004 AMS classifications: 62G08, 62G10, 62G20, 62G30 ...
Einmahl, J.H.J., van Keilegom, I.
core
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
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
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
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
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
Thresholding procedure with priors based on Pareto distributions
, 2004 adaptive estimation, Bayesian model, Pareto distribution, sparsity, wavelet thresholding, weak Besov spaces, 62G05, 62G08, 62C12,
Rivoirard, Vincent, Vincent Rivoirard
core +1 more source
Nonparametric estimation for a stochastic volatility model
, 2010 Diffusion coefficient, Drift, Mean square estimator, Model selection, Nonparametric estimation, Penalized contrast, Stochastic volatility, 62G08, 62M05, 62P05, C14, C87,
Comte, Fabienne +5 more
core +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