Similar Items: High-order conditional quantile estimation based on nonparametric models of regression
- A smooth nonparametric conditional quantile frontier estimator
- Kernel-based estimation of semiparametric regression in triangular systems
- Nonparametric regression estimation with general parametric error covariance
- A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile
- Estimation of a partially linear regression in triangular systems
- Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
Author: Martins-Filho, Carlos
- Local exponential frontier estimation
- Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
- A class of nonparametric density derivative estimators based on global Lipschitz conditions
- A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile
- Bias reduction in kernel density estimation via Lipschitz condition
- A smooth nonparametric conditional quantile frontier estimator
Author: Yao, Feng
- Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
- A smooth nonparametric conditional quantile frontier estimator
- An asymptotic characterization of finite degree U-statistics with sample size dependent kernels
- Tracking fertilizer price volatility: Expanding the Food Security Portal’s excessive food price variability early warning system
- Kernel-based estimation of semiparametric regression in triangular systems
- Nonparametric regression estimation with general parametric error covariance