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Nonparametric prediction in measurement error models

Carroll, Raymond J.; Delaigle, Aurore; Hall, Peter - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 993-1014

Persistent link: https://www.econbiz.de/10003902770

Nonparametric estimation for a class of Lévy processes

Chen, Song Xi; Delaigle, Aurore; Hall, Peter - In: Journal of econometrics 157 (2010) 2, pp. 257-271

Persistent link: https://www.econbiz.de/10008663024

Nonparametric regression analysis for group testing data

Delaigle, Aurore; Meister, Alexander - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 640-650

Persistent link: https://www.econbiz.de/10009267793

Nonparametric regression estimation in the heteroscedastic errors-in-variables problem

Delaigle, Aurore; Meister, Alexander - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1416-1426

Persistent link: https://www.econbiz.de/10003626027

Order-preserving nonparametric regression, with applications to conditional distribution and quantile function estimation

Hall, Peter; Müller, Hans-Georg - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 598-608

Persistent link: https://www.econbiz.de/10001828523

Nonparametric methods for inference in the presence of instrumental values

Hall, Peter (contributor); Horowitz, Joel (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001751946

Estimating conditional distribution functions using dimension reduction

Hall, Peter (contributor); Yao, Qiwei (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001755567

Nonparametric confidence intervals for receiver operating characteristic curves

Hall, Peter; Hyndman, Rob J.; Fan, Yanan - 2003

Persistent link: https://www.econbiz.de/10001854417

Prediction and Nonparametric Estimation for Time Series with Heavy Tails

Hall, Peter; Peng, Liang; Yao, Qiwei - 2004

Motivated by prediction problems for time series with heavy-tailed marginal distributions, we consider methods based on 'local least absolute deviations' for estimating a regression median from dependent data. Unlike more conventional 'local median' methods, which are in effect based on locally...

Persistent link: https://www.econbiz.de/10014115991

Nonparametric least squares estimation in derivative families

Hall, Peter; Yatchew, Adonis John - In: Journal of econometrics 157 (2010) 2, pp. 362-374

Persistent link: https://www.econbiz.de/10008662993