Results 171 to 180 of about 7,257 (284)

Identification and estimation by penalization in nonparametric instrumental regression [PDF]

The nonparametric estimation of a regression function x from conditional moment restrictions involving instrumental variables is considered. The rate of convergence of penalized estimators is studied in the case where x is not identified from the ...
FLORENS, Jean-Pierre, VAN BELLEGEM, Sébastien, JOHANNES, Jan   +2 more
core  

Asymptotic Normality of Single Functional Index Quantile Regression for Functional Data with Missing Data at Random

Ekonometria
This work addresses the problem of the nonparametric estimation of the regression function, namely the conditional distribution and the conditional quantile in the single functional index model (SFIM) under the independent and identically distributed ...
Anis Allal, Nadia Kadiri, Abbes Rabhi
doaj  

Direct Quantile Regression for Nonparametric Probabilistic Forecasting of Wind Power Generation

IEEE Transactions on Power Systems, 2017
C. Wan, Jin Lin, Jianhui Wang, Yonghua Song, Z. Dong   +4 more
semanticscholar   +1 more source

Conditional quantile processes based on series or many regressors [PDF]

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR series framework,
Victor Chernozhukov, Alexandre Belloni, Ivan Fernandez-Val   +2 more
core  

Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis [PDF]

We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor.
Wilke, Ralf A., Wichert, Laura
core  

Quantile-Based Fuzzy Semi-Parametric Support Vector Regression Model Based on Autoregressive Fuzzy Terms: An Estimation Approach

Transactions on Fuzzy Sets and Systems
The semi-parametric regression model is one of the most useful statistical tools that has gained significant attention recently due to its key capability of combining both parametric and nonparametric features in one model.
Batoul Salamah, Reza Zarei, Farshid Mehrdoust, Mohammad Ghasem Akbari   +3 more
doaj  

The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach. [PDF]

This paper uses the 1998-99 Canadian National Population Health Survey (NPHS) data to examine the health-income relationship that underlies the absolute income hypothesis.
Thanasis Stengos, Yiguo Sun
core  

A quantile cure model with partially functional covariate effects. [PDF]

Stat Methods Med Res
Chen CM, Peng Y.
europepmc   +1 more source

A Consistent Nonparametric Test for Causality in Quantile [PDF]

This paper proposes a nonparametric test of causality in quantile. Zheng (1998) has proposed an idea to reduce the problem of testing a quantile restriction to a problem of testing a particular type of mean restriction in independent data.
Kiho Jeong, Wolfgang Härdle
core  

Soft Bayesian Additive Regression Trees (SBART) for correlated survey response with non-Gaussian error. [PDF]

J Nonparametr Stat
Mandal A, Linero AR, Bandyopadhyay D, Sinha D.   +3 more
europepmc   +1 more source