Nonparametric estimation of the causal effect of a stochastic threshold-based intervention. [PDF]
Biometrics, 2023 van der Laan L, Zhang W, Gilbert PB.
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Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression [PDF]
We provide a new asymptotic theory for local time density estimation for a general class of functionals of integrated time series. This result provides a convenient basis for developing an asymptotic theory for nonparametric cointegrating regression and ...
Peter C.B. Phillips, Qiying Wang
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IDENTIFICATION AND ESTIMATION OF NONPARAMETRIC STRUCTURAL [PDF]
This paper concerns a new statistical approach to instrumental variables (IV) method for nonparametric structural models with additive errors. A general identifying condition of the model is proposed, based on richness of the space generated by marginal ...
Woocheol Kim
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Influencing factors of farmers' participation in domestic waste classification: An empirical analysis based on the semi-nonparametric estimation extended model. [PDF]
Front Psychol, 2022 Sun Q, Duan H, Zhong D.
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Computing nonparametric functional estimates in semiparametric problems. [PDF]
We offer a set of FORTRAN routines which compute nonparametric estimates of a number of functionals. The routines are primarily intended to be used in the estimation of semiparametric models.
Delgado, Miguel A.
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Nonparametric confidence bands in deconvolution density estimation [PDF]
Uniform confidence bands for densities f via nonparametric kernel estimates were first constructed by Bickel and Rosenblatt [Ann. Statist. 1, 1071.1095].
Bissantz, Nicolai +3 more
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Nonparametric Estimation of Risk-Neutral Densities [PDF]
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk ...
Wolfgang Karl Härdle +2 more
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A Nonparametric Model of Frontiers [PDF]
In this paper we propose a nonparametric regression frontier model that assumes no specific parametric family of densities for the unobserved stochastic component that represents efficiency in the model.
Carlos Martins-FIlho, Feng Yao
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Tracking the time course of reproduction number and lockdown's effect on human behaviour during SARS-CoV-2 epidemic: nonparametric estimation. [PDF]
Sci Rep, 2021 Pillonetto G +3 more
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Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications [PDF]
A local limit theorem is given for the sample mean of a zero energy function of a nonstationary time series involving twin numerical sequences that pass to infinity.
Peter C. B. Phillips, Qiying Wang
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