Symmetrized multivariate k-NN estimators
Year of publication: |
2015
|
---|---|
Authors: | Fan, Yanqin ; Liu, Ruixuan |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 6/10, p. 828-848
|
Subject: | Conditional empirical process | Conditional quantile process | Copula | Local oscillation of empirical processes | Multivariate Verteilung | Multivariate distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory |
-
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Kim, Gunky, (2007)
-
Semiparametric conditional quantile estimation through copula-based multivariate models
Noh, Hohsuk, (2015)
-
Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models
Chen, Xiaohong, (2019)
- More ...
-
A direct approach to inference in nonparametric and semiparametric quantile models
Fan, Yanqin, (2016)
-
Partial identification and inference in censored quantile regression
Fan, Yanqin, (2018)
-
Chen, Heng, (2016)
- More ...