Results 91 to 100 of about 142,210 (310)

Nonparametric Estimation and Symmetry Tests for Conditional Density Functions. [PDF]

We suggest two new methods for conditional density estimation. The first is based on locally fitting a log-linear model, and is in the spirit of recent work on locally parametric techniques in density estimation.
Hyndman, R.J., Yao, Q.
core  

Consistent tests of conditional moment restrictions [PDF]

, 2006
We propose two classes of consistent tests in parametric econometric models defined through multiple conditional moment restrictions. The first type of tests relies on nonparametric estimation, while the second relies on a functional of a marked ...
Domínguez, Manuel A., Delgado, Miguel A., Lavergne, Pascal   +2 more
core   +1 more source

GATA4‐Driven Transcription of HtrA1 Promotes Cellular Senescence in Ménière's Disease and Age‐Related Audio‐Vestibular Dysfunction

Advanced Science, EarlyView.
This study identifies the HDAC6/GATA4/HtrA1 axis as a critical driver of cellular senescence in the inner ear. GATA4 nuclear translocation, facilitated by HDAC6 downregulation, transcriptionally activates HtrA1, promoting hair cell senescence, SASP, and audio‐vestibular dysfunction in models of Ménière's disease and age‐related audio‐vestibular ...
Na Zhang, Na Li, Yan Wang, Jing Zhang, Jiahui Liu, Lei Chen, Yongdong Song, Yurong Mu, Yuechen Han, Yafeng Lyu, Xiaofei Li, Hanyue Wang, Jing Wang, Yao Lu, Zhaomin Fan, Daogong Zhang, Haibo Wang   +16 more
wiley   +1 more source

Parametric Conditional Monte Carlo Density Estimation [PDF]

In applied density estimation problems, one often has data not only on the target variable, but also on a collection of covariates. In this paper, we study a density estimator that incorporates this additional information by combining parametric ...
John Stachurski, Yin Liao
core  

Gut Mycobiota‐Associated Tryptophan Catabolites Protect Against Metabolic Dysfunction‐Associated Steatotic Liver Disease

Advanced Science, EarlyView.
ABSTRACT Accumulating evidence suggests that the intestinal microbiota participates in the progression of metabolic dysfunction‐associated steatotic liver disease (MASLD) through microbiota‐host interaction. However, the beneficial role of commensal mycobiota in MASLD progression remains poorly understood.
Shuping Qiao, Shuangya Fan, Juan Xu, Zhen Xu, Chen Peng, Junxing Qu, Ziqian Bing, Shizhen Zhou, Sunan Shen, Guifang Xu, Yue Zhao, Tingting Wang   +11 more
wiley   +1 more source

ON THE STATIONARY PROBABILITY DENSITY FUNCTION OF BILINEAR TIME SERIES MODELS: A NUMERICAL APPROACH [PDF]

Journal of Sciences, Islamic Republic of Iran, 1996
In this paper, we show that the Chapman-Kolmogorov formula could be used as a recursive formula for computing the m-step-ahead conditional density of a Markov bilinear model.
doaj  

Conditional Density Kernel Estimation Under Random Censorship for Functional Weak Dependence Data

Journal of Mathematics
The primary objective of this research is to investigate the asymptotic properties of the conditional density nonparametric estimator. The main areas of focus are the estimator’s consistency (with rates), including those involving censored data and quasi-
Hamza Daoudi, Abderrahmane Belguerna, Zouaoui Chikr Elmezouar, Fatimah Alshahrani   +3 more
doaj   +1 more source

Nonparametric Autoregressive Copula Forecasting via Boundary-Reflected Kernel Estimation

Econometrics
We propose a fully nonparametric empirical autoregressive copula framework for univariate time series, designed to capture nonlinear and asymmetric serial dependence while exactly preserving the empirical marginal distribution.
Guilherme Colombo Soares, Márcio Poletti Laurini   +1 more
doaj   +1 more source

Augoregressive Conditional Kurtosis [PDF]

This paper proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the
Simon P. Burke, Chris Brooks, Gita Persand   +2 more
core  

Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness [PDF]

This study examines the influence of global and regional factors on the conditional distribution of stock returns from six Asian markets, using factor models in which unexpected returns comprise global, regional and local shocks.
Aamir R. Hashmi, Anthony S. Tay
core   +2 more sources