Search Results - subject:"conditional distribution function"

Estimation of conditional distribution functions from data with additional errors applied to shape optimization

Hansmann, Matthias; Horn, Benjamin M.; Kohler, Michael; … - In: Metrika 85 (2021) 3, pp. 323-343

We study the problem of estimating conditional distribution functions from data containing additional errors. The only assumption on these errors is that a weighted sum of the absolute errors tends to zero with probability one for sample size tending to infinity. We prove sufficient conditions...

Persistent link: https://www.econbiz.de/10014497465

Interpretation and semiparametric efficiency in quantile regression under misspecification

Lee, Ying-Ying - In: Econometrics 4 (2016) 1, pp. 1-14

conditional distribution function, evaluated at the linear quantile approximation, from the quantile level. The second result …

Persistent link: https://www.econbiz.de/10011755302

Interpretation and semiparametric efficiency in quantile regression under misspecification

Lee, Ying-ying - In: Econometrics : open access journal 4 (2016) 1, pp. 1-14

conditional distribution function, evaluated at the linear quantile approximation, from the quantile level. The second result …

Persistent link: https://www.econbiz.de/10011411323

Nonparametric estimation and inference for Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; Ghouch, Anouar El - Departamento de Economía, Universidad Carlos III de Madrid - 2012

We propose a nonparametric estimator and a nonparametric test for Granger causality measures that quantify linear and nonlinear Granger causality in distribution between random variables. We first show how to write the Granger causality measures in terms of copula densities. We suggest a...

Persistent link: https://www.econbiz.de/10010547882

Nonparametric estimation and inference for Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; Ghouch, Anouar El - Departamento de Economía, Universidad Carlos III de Madrid - 2012

Persistent link: https://www.econbiz.de/10010551422

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Bæadin, Luiza; Daraio, Cinzia; Simar, Léopold - 2009

nonstandard conditional distribution function which requires the specification of a smoothing parameter (a bandwidth). So far …

Persistent link: https://www.econbiz.de/10010328547

Estimating the conditional single-index error distribution with a partial linear mean regression

Zhang, Jun; Feng, Zhenghui; Xu, Peirong - In: TEST: An Official Journal of the Spanish Society of … 24 (2015) 1, pp. 61-83

<Para ID="Par1">In this paper, we present a method for estimating the conditional distribution function of the model …-based kernel estimator to estimate the unknown conditional distribution function. Asymptotic distributions of the proposed … distribution function of model error is modeled as a single-index model. To estimate the single-index parameter, we propose a semi …

Persistent link: https://www.econbiz.de/10011240913

Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach

Badin, Luiza; Daraio, Cinzia; Simar, Léopold - Laboratory of Economics and Management (LEM), Scuola … - 2008

nonstandard conditional distribution function which requires the specification of a smoothing parameter (a bandwidth). So far …

Persistent link: https://www.econbiz.de/10005518683

Beran-based approach for single-index models under censoring

Strzalkowska-Kominiak, Ewa; Cao, Ricardo - In: Computational Statistics 29 (2014) 5, pp. 1243-1261

Beran estimator for the conditional distribution function. This, likelihood-based method is also a useful and simple tool …

Persistent link: https://www.econbiz.de/10010949801

Moderate deviations for some nonparametric estimators with errors in variables

Zhao, Shoujiang; Liu, Qiaojing - In: Statistics & Probability Letters 82 (2012) 6, pp. 1175-1184

We study moderate deviations of some nonparametric estimators with ordinary smooth measurement errors. The moderate deviation principles for the kernel estimators of regression functions and conditional distribution functions are obtained.

Persistent link: https://www.econbiz.de/10010571762