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Smooth estimators of distribution and density functions
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Cited by:
- Ruey-Ching Hwang & K. F. Cheng & Jack C. Lee, 2007. "A semiparametric method for predicting bankruptcy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 317-342.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007.
"Nonparametric density estimation for multivariate bounded data,"
LIDAM Discussion Papers CORE
2007065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche 0732, CIRPEE.
- Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010.
"Nonparametric density estimation for positive time series,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 245-261, February.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Nonparametric density estimation for positive time series," LIDAM Discussion Papers CORE 2006085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jens Perch Nielsen & Carsten Tanggaard & M.C. Jones, 2007. "Local Linear Density Estimation for Filtered Survival Data, with Bias Correction," CREATES Research Papers 2007-13, Department of Economics and Business Economics, Aarhus University.
- É. Youndjé, 2022. "L1 Properties of the Nadaraya Quantile Estimator," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 867-884, August.
- Andrea Meilán-Vila & Mario Francisco-Fernández & Rosa M. Crujeiras & Agnese Panzera, 2021. "Nonparametric multiple regression estimation for circular response," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 650-672, September.
- Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2015.
"Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable,"
IZA Discussion Papers
9604, Institute of Labor Economics (IZA).
- Gerard, François & Rokkanen, Miikka & Rothe, Christoph, 2016. "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," CEPR Discussion Papers 11048, C.E.P.R. Discussion Papers.
- Joris Pinkse & Karl Schurter, 2020. "Estimates of derivatives of (log) densities and related objects," Papers 2006.01328, arXiv.org.
- Ouimet, Frédéric & Tolosana-Delgado, Raimon, 2022. "Asymptotic properties of Dirichlet kernel density estimators," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
- François Gerard & Miikka Rokkanen & Christoph Rothe, 2020.
"Bounds on treatment effects in regression discontinuity designs with a manipulated running variable,"
Quantitative Economics, Econometric Society, vol. 11(3), pages 839-870, July.
- François Gerard & Miikka Rokkanen & Christoph Rothe, 2016. "Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable," NBER Working Papers 22892, National Bureau of Economic Research, Inc.
- Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2015.
"Estimating Gender Differences in Access to Jobs,"
Journal of Labor Economics, University of Chicago Press, vol. 33(2), pages 317-363.
- Gobillon, Laurent & Meurs, Dominique & Roux, Sébastien, 2012. "Estimating Gender Differences in Access to Jobs," IZA Discussion Papers 6928, Institute of Labor Economics (IZA).
- Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2013. "Estimating Gender Differences in Access to Jobs," PSE Working Papers halshs-00849072, HAL.
- Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2013. "Estimating Gender Differences in Access to Jobs," Working Papers halshs-00849072, HAL.
- Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2015. "Estimating Gender Differences in Access to Jobs," PSE-Ecole d'économie de Paris (Postprint) halshs-01206083, HAL.
- Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2015. "Estimating Gender Differences in Access to Jobs," Post-Print halshs-01206083, HAL.
- Bouezmarni, T. & Rombouts, J.V.K., 2009.
"Semiparametric multivariate density estimation for positive data using copulas,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2040-2054, April.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Discussion Papers CORE 2007054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 0731, CIRPEE.
- Kairat Mynbaev & Carlos Martins-Filho, 2010.
"Bias reduction in kernel density estimation via Lipschitz condition,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(2), pages 219-235.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2009. "Bias reduction in kernel density estimation via Lipschitz condition," MPRA Paper 24904, University Library of Munich, Germany.
- Nielsen, Jens Perch & Tanggaard, Carsten & Jones, M. C., 2003. "Local Linear Density Estimation for Filtered Survival Data, with Bias Correction," Finance Working Papers 03-9, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Eftekharian, A. & Razmkhah, M., 2017. "On estimating the distribution function and odds using ranked set sampling," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 1-10.
- M. Jones, 1996. "On close relations of local likelihood density estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(2), pages 345-356, December.
- Bouezmarni, T. & Mesfioui, M. & Rolin, J.M., 2007. "L1-rate of convergence of smoothed histogram," Statistics & Probability Letters, Elsevier, vol. 77(14), pages 1497-1504, August.
- Gerard, François & Rothe, Christoph & Rokkanen, Miikka, 2016. "Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application," CEPR Discussion Papers 11668, C.E.P.R. Discussion Papers.
- Chen, Song Xi, 1999. "Beta kernel estimators for density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 131-145, August.
- Tenreiro, Carlos, 2003. "On the asymptotic normality of multistage integrated density derivatives kernel estimators," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 311-322, September.
- Zhang, Shunpu, 2010. "A note on the performance of the gamma kernel estimators at the boundary," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 548-557, April.
- Masayuki Hirukawa & Irina Murtazashvili & Artem Prokhorov, 2022. "Uniform convergence rates for nonparametric estimators smoothed by the beta kernel," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1353-1382, September.
- Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S., 2014.
"Improving bias in kernel density estimation,"
Statistics & Probability Letters, Elsevier, vol. 94(C), pages 106-112.
- Mynbaev, Kairat & Nadarajah, Saralees & Withers, Christopher & Aipenova, Aziza, 2014. "Improving bias in kernel density estimation," MPRA Paper 75846, University Library of Munich, Germany, revised 2014.
- Tomasz Olma, 2021. "Nonparametric Estimation of Truncated Conditional Expectation Functions," Papers 2109.06150, arXiv.org.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006.
"Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels,"
Cahiers de recherche
06-16, HEC Montréal, Institut d'économie appliquée.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Density and hazard rate estimation for censored and a-mixing data using gamma kernels," LIDAM Discussion Papers CORE 2006118, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Song Chen, 2000. "Probability Density Function Estimation Using Gamma Kernels," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 471-480, September.
- Taoufik Bouezmarni & Jeroen Rombouts, 2008. "Density and hazard rate estimation for censored and α-mixing data using gamma kernels," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 627-643.
- Joachim Grammig & Reinhard Hujer & Stefan Kokot, 2002. "Tackling Boundary Effects in Nonparametric Estimation of Intra-Day Liquidity Measures," Computational Statistics, Springer, vol. 17(2), pages 233-249, July.
- Morteza Mohammadi & Majid Hashempour, 2024. "On weighted version of dynamic cumulative residual inaccuracy measure based on extropy," Statistical Papers, Springer, vol. 65(7), pages 4599-4629, September.
- Marchant, Carolina & Bertin, Karine & Leiva, Víctor & Saulo, Helton, 2013. "Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 1-15.
- Di Marzio, Marco & Panzera, Agnese & Taylor, Charles C., 2009. "Local polynomial regression for circular predictors," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2066-2075, October.
- repec:hum:wpaper:sfb649dp2010-022 is not listed on IDEAS
- Shunpu Zhang & Rohana Karunamuni, 2010. "Boundary performance of the beta kernel estimators," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(1), pages 81-104.
- Karine Bertin & Nicolas Klutchnikoff, 2014. "Adaptive Estimation of a Density Function using Beta Kernels," Working Papers 2014-08, Center for Research in Economics and Statistics.
- Jungwoo Kim & Joocheol Kim, 2017. "Nonparametric forecasting with one-sided kernel adopting pseudo one-step ahead data," Working papers 2017rwp-102, Yonsei University, Yonsei Economics Research Institute.
- D. Blanke & D. Bosq, 2018. "Polygonal smoothing of the empirical distribution function," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 263-287, July.
- Okhrin, Ostap, 2010. "Fitting high-dimensional copulae to data," SFB 649 Discussion Papers 2010-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.