1. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors. (2016). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell.
   In: Econometrics.
   RePEc:gam:jecnmx:v:4:y:2016:i:2:p:24-:d:68757.

   Full description at Econpapers || Download paper

1. Ahmad, I. A., Li, Q., 1997. Testing symmetry of an unknown density function by kernel method. Journal of Nonparametric Statistics 7 (3), 279–293.
   Paper not yet in RePEc: Add citation now
   
2. Aitchison, J., Aitken, C. G. G., 1976. Multivariate binary discrimination by the kernel method. Biometrika 63 (3), 413–420.
   Paper not yet in RePEc: Add citation now
   

3. Akritas, M. G., Van Keilegom, I., 2001. Non-parameteric estimation of the residual distribution. Scandinavian Journal of Statistics 28 (3), 549–567.

4. Cheng, F., Sun, S., 2008. A goodness of fit test of the errors in nonlinear autoregressive time series models. Statistics & Probability Letters 78 (1), 50–59.

5. Dette, H., Kusi-Appiah, S., Neumeyer, N., 2002. Testing symmetry in nonparametric regression models. Journal Nonparametric Statistics 14 (5), 477–494.
   Paper not yet in RePEc: Add citation now
   
6. Efromovich, S., 2005. Estimation of the density of regression errors. The Annals of Statistics 33 (5), 2194–2227.
   Paper not yet in RePEc: Add citation now
   

7. Escanciano, J. C., Jacho-Chávez, D. T., 2012. n uniformly consistent density estimation in nonparametric regression models. Journal of Econometrics 167 (2), 305–316.

8. Garthwaite, P. H., Fan, Y., Sisson, S. A., 2010. Adaptive optimal scaling of Metropolis-Hastings algorithms using the Robbins-Monro process. Working paper, University of New South Wales, Sydney.
   Paper not yet in RePEc: Add citation now
   
9. Hall, P., 1987. On Kullback-Leibler loss and density estimation. The Annals of Statistics 15 (4), 1491–1519.
   Paper not yet in RePEc: Add citation now
   

10. Hall, P., Li, Q., Racine, J., 2007. Nonparametric estimation of regression functions in the presence of irrelevant regressors. The Review of Economics and Statistics 89 (4), 784–789.

11. Hayfield, T., Racine, J. S., 2008. Nonparametric econometrics: The np package. Journal of Statistical Software 27 (5), 1–32.

12. Kim, S., Shephard, N., Chib, S., 1998. Stochastic volatility: Likelihood inference and comparison with ARCH models. Review of Economic Studies 65 (3), 361–393.

13. Li, C., Ouyang, D., Racine, J. S., 2009. Nonparametric regression with weakly dependent data: The discrete and continuous regressor case. Journal of Nonparametric Statistics 21 (6), 697–711.

14. Li, Q., Racine, J. S., 2003. Nonparametric estimation of distributions with categorical and continuous data. Journal of Multivariate Analysis 86 (2), 266–292.

15. Li, Q., Racine, J. S., 2007. Nonparametric Econometrics: Theory and Practice. Princeton University Press, Princeton.

16. Li, Q., Zhou, J., 2005. The uniqueness of cross-validation selected smoothing parameters in kernel estimation of nonparametric models. Econometric Theory 21 (5), 1017–1025.

17. Loynes, R. M., 1980. The empirical distribution function of residuals from generalised regression. The Annals of Statistics 8 (2), 285–298.
    Paper not yet in RePEc: Add citation now
    

18. Ma, S., Racine, J. S., 2013. Additive regression splines with irrelevant categorical and continuous regressors. Statistica Sinica 23 (2), 515–541.

19. Maasoumi, E., Racine, J., Stengos, T., 2007. Growth and convergence: A profile of distribution dynamics and mobility. Journal of Econometrics 136 (2), 483–508.

20. Meyer, R., Yu, J., 2000. BUGS for a Bayesian analysis of stochastic volatility models. Econometrics Journal 3 (2), 198–215.

21. Muhsal, B., Neumeyer, N., 2010. A note on residual-based empirical likelihood kernel density estimation. Electronic Journal of Statistics 4, 1386–1401.
    Paper not yet in RePEc: Add citation now
    
22. Nadaraya, E. A., 1964. On estimating regression. Theory of Probability and its Applications 9 (1), 141–142.
    Paper not yet in RePEc: Add citation now
    
23. Neumeyer, N., Dette, H., 2007. Testing for symmetric error distribution in nonparametric regression models. Statistica Sinica 17 (2), 775–795.
    Paper not yet in RePEc: Add citation now
    

24. Racine, J., Li, Q., 2004. Nonparametric estimation of regression functions with both categorical and continuous data. Journal of Econometrics 119 (1), 99–130.

25. Roberts, G. O., Rosenthal, J. S., 2009. Examples of adaptive MCMC. Journal of Computational and Graphical Statistics 18 (2), 349–367.
    Paper not yet in RePEc: Add citation now
    
26. Samb, R., 2011. Nonparametric estimation of the density of regression errors. Comptes Rendus Mathematique 349 (23–24), 1281–1285.
    Paper not yet in RePEc: Add citation now
    
27. Su, L., Chen, Y., Ullah, A., 2009. Functional coefficient estimation with both categorical and continuous data. In: Li, Q., Racine, J. (Eds.), Advances in Econometrics. Vol. 25. Emerald Group Publishing Limited, pp. 131–167.
    Paper not yet in RePEc: Add citation now
    

28. Tse, Y. K., Zhang, X., Yu, J., 2004. Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method. Quantitative Finance 4 (2), 158–169.

29. URL http://arxiv.org/pdf/1006.3690v1.pdf Geweke, J., 2009. Complete and Incomplete Econometric Models. Princeton University Press, New Jersey.
    Paper not yet in RePEc: Add citation now
    
30. URL http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2011/wp10-11.pdf −4 −2 0 2 4 0.00.10.20.30.40.5 Percentage daily return Probabilitydensityfunction −5 −4 −3 −2 −1 0 1 2 3 4 5 Bayesian (continuous type) Bayesian (mixed types) CV
    Paper not yet in RePEc: Add citation now
    

31. URL http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2011/wp24-11.pdf Zhang, X., King, M. L., Hyndman, R. J., 2006. A Bayesian approach to bandwidth selection for multivariate kernel density estimation. Computational Statistics and Data Analysis 50 (11), 3009–3031.

32. Watson, G., 1964. Smooth regression analysis. Sankhya: The Indian Journal of Statistics, Series A 26 (4), 359–372.
    Paper not yet in RePEc: Add citation now
    

33. Yuan, A., de Gooijer, J. G., 2007. Semiparametric regression with kernel error model. Scandinavian Journal of Statistics 34 (4), 841–869.

34. Zhang, X., King, M. L., 2011. Bayesian semiparametric GARCH models. Working paper 11/24, Monash University.

35. Zhang, X., King, M. L., Shang, H. L., 2011. Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density. Working paper 11/10, Department of Econometrics & Business Statistics, Monash University.

1. Testing in nonparametric ANCOVA model based on ridit reliability functional. (2019). Bandyopadhyay, Uttam ; Chatterjee, Debajit.
   In: Annals of the Institute of Statistical Mathematics.
   RePEc:spr:aistmt:v:71:y:2019:i:2:d:10.1007_s10463-017-0643-8.

   Full description at Econpapers || Download paper

2. Specification tests for the propensity score. (2019). Song, Xiaojun.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:210:y:2019:i:2:p:379-404.

   Full description at Econpapers || Download paper

3. Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong.
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:2215.

   Full description at Econpapers || Download paper

4. Nonparametric Estimation of the Error Functional of a Location-Scale Model. (2018). Torsen, Emmanuel ; Mungatu, Joseph K ; Mwita, Peter N.
   In: Journal of Statistical and Econometric Methods.
   RePEc:spt:stecon:v:7:y:2018:i:4:f:7_4_1.

   Full description at Econpapers || Download paper

5. A constructive hypothesis test for the single-index models with two groups. (2018). Wang, Xiaoguang ; Feng, Zhenghui ; Zhang, Jun.
   In: Annals of the Institute of Statistical Mathematics.
   RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0616-y.

   Full description at Econpapers || Download paper

6. On the weak convergence of the empirical conditional copula under a simplifying assumption. (2018). Portier, Franois ; Segers, Johan.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:166:y:2018:i:c:p:160-181.

   Full description at Econpapers || Download paper

7. Distribution of residuals in the nonparametric IV model with application to separability testing. (2017). Babii, Andrii ; FLORENS, Jean-Pierre.
   In: TSE Working Papers.
   RePEc:tse:wpaper:31686.

   Full description at Econpapers || Download paper

8. Testing independence of covariates and errors in nonparametric regression. (2017). Dassios, Angelos ; Bergsma, Wicher ; Sankar, Subhra.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:83780.

   Full description at Econpapers || Download paper

9. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2017). Colling, Benjamin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:160:y:2017:i:c:p:10-30.

   Full description at Econpapers || Download paper

10. Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity. (2017). Chandler, Gabe ; Polonik, Wolfgang .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:38:y:2017:i:1:p:72-98.

    Full description at Econpapers || Download paper

11. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors. (2016). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:2:p:24-:d:68757.

    Full description at Econpapers || Download paper

12. A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data. (2016). Shang, Han Lin.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:146:y:2016:i:c:p:95-104.

    Full description at Econpapers || Download paper

13. A discontinuity test for identification in triangular nonseparable models. (2016). Rothe, Christoph ; Caetano, Carolina ; Yildiz, Nee .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:1:p:113-122.

    Full description at Econpapers || Download paper

14. Estimating the conditional single-index error distribution with a partial linear mean regression. (2015). Feng, Zhenghui ; Xu, Peirong ; Zhang, Jun.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:24:y:2015:i:1:p:61-83.

    Full description at Econpapers || Download paper

15. Estimation of the error density in a semiparametric transformation model. (2015). Van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Heuchenne, Cedric ; Colling, Benjamin ; Samb, Rawane.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:67:y:2015:i:1:p:1-18.

    Full description at Econpapers || Download paper

16. Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density. (2014). Shang, Han Lin.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:26:y:2014:i:3:p:599-615.

    Full description at Econpapers || Download paper

17. Frontier estimation in nonparametric location-scale models. (2014). Simar, Leopold ; VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; van Keilegom, Ingrid.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p3:p:456-470.

    Full description at Econpapers || Download paper

18. Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing. (2014). Lewbel, Arthur ; Jacho-Chávez, David ; Escanciano, Juan Carlos ; Jacho-Chavez, David T..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p3:p:426-443.

    Full description at Econpapers || Download paper

19. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:22:y:2013:i:3:p:361-411.

    Full description at Econpapers || Download paper

20. Rejoinder on: Model-free model-fitting and predictive distributions. (2013). Politis, Dimitris.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:22:y:2013:i:2:p:240-250.

    Full description at Econpapers || Download paper

21. Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors. (2013). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2013-13.

    Full description at Econpapers || Download paper

22. Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density. (2013). Shang, Han Lin.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:67:y:2013:i:c:p:185-198.

    Full description at Econpapers || Download paper

23. Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach. (2013). Selk, Leonie ; Neumeyer, Natalie .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:40:y:2013:i:4:p:770-788.

    Full description at Econpapers || Download paper

24. Testing Monotonicity of Regression Functions – An Empirical Process Approach. (2013). Birke, Melanie ; Neumeyer, Natalie .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:40:y:2013:i:3:p:438-454.

    Full description at Econpapers || Download paper

25. A nonparametric ANOVA-type test for regression curves based on characteristic functions. (2013). Jimenez-Gamero, Maria Dolores ; Pardo-Fernandez, Juan Carlos ; el Ghouch, Anouar.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2013022.

    Full description at Econpapers || Download paper

26. Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2013). Simar, Leopold ; Mastromarco, Camilla.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2013015.

    Full description at Econpapers || Download paper

27. L1-consistent estimation of the density of residuals in random design regression models. (2012). Krzyak, Adam ; Felber, Tina ; Kohler, Michael ; Devroye, Luc.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:82:y:2012:i:1:p:173-179.

    Full description at Econpapers || Download paper

28. Strongly consistent density estimation of the regression residual. (2012). Walk, Harro ; Gyorfi, Laszlo.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:82:y:2012:i:11:p:1923-1929.

    Full description at Econpapers || Download paper

29. n-uniformly consistent density estimation in nonparametric regression models. (2012). Jacho-Chávez, David ; Jacho-Chvez, David T. ; Escanciano, Juan Carlos.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:2:p:305-316.

    Full description at Econpapers || Download paper

30. Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models. (2012). FLORENS, Jean-Pierre ; Feve, Frederique ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2012036.

    Full description at Econpapers || Download paper

31. Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution. (2012). Maria, Martinez Miranda ; Manteiga, Wenceslao Gonzales ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2012022.

    Full description at Econpapers || Download paper

32. Estimation of the error density in a semiparametric transformation model. (2011). Heuchenne, C ; Samb, R ; van Keilegom, I.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2011023.

    Full description at Econpapers || Download paper

33. Tests for the error distribution in nonparametric possibly heteroscedastic regression models. (2010). Meintanis, Simos ; Hukova, Marie.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:19:y:2010:i:1:p:92-112.

    Full description at Econpapers || Download paper

34. Nonparametric estimation of distributional policy effects. (2010). Rothe, Christoph.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:1:p:56-70.

    Full description at Econpapers || Download paper

35. Specification tests for the distribution of errors in nonparametric regression: a martingale approach. (2009). Pérez-Alonso, Alicia ; Perez-Alonso, Alicia ; Mora, Juan.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:21:y:2009:i:4:p:441-452.

    Full description at Econpapers || Download paper

36. Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach. (2009). Santos, Andres ; Komunjer, Ivana.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt32k957bp.

    Full description at Econpapers || Download paper

37. Goodness-of-Fit Tests for Multiplicative Models with Dependent Data. (2009). Dette, Holger ; PARDO-FERNNDEZ, JUAN CARLOS ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:36:y:2009:i:4:p:782-799.

    Full description at Econpapers || Download paper

38. Change-Point Tests for the Error Distribution in Non-parametric Regression. (2009). VanKeilegom, Ingrid ; Neumeyer, Natalie ; van Keilegom, Ingrid.
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:36:y:2009:i:3:p:518-541.

    Full description at Econpapers || Download paper

39. Smooth Residual Bootstrap for Empirical Processes of Non-parametric Regression Residuals. (2009). Neumeyer, Natalie .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:36:y:2009:i:2:p:204-228.

    Full description at Econpapers || Download paper

40. Specification tests in nonparametric regression. (2008). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:2c94c2d8-8305-4fb1-b47f-71c96f06737a.

    Full description at Econpapers || Download paper

41. Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach. (2008). Pérez-Alonso, Alicia ; Mora, Juan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2008-11.

    Full description at Econpapers || Download paper

42. Optimal nonparametric estimation of the density of regression errors with finite support. (2007). Efromovich, Sam.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:59:y:2007:i:4:p:617-654.

    Full description at Econpapers || Download paper

43. A note on uniform consistency of monotone function estimators. (2007). Neumeyer, Natalie .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:77:y:2007:i:7:p:693-703.

    Full description at Econpapers || Download paper

44. Comparison of error distributions in nonparametric regression. (2007). Pardo-Fernandez, Juan Carlos .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:77:y:2007:i:3:p:350-356.

    Full description at Econpapers || Download paper

45. Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick .
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1.

    Full description at Econpapers || Download paper

46. A new test for the parametric form of the variance function in non-parametric regression. (2007). Dette, Holger ; Neumeyer, Natalie ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:69:y:2007:i:5:p:903-917.

    Full description at Econpapers || Download paper

47. Goodness-of-Fit Tests in Nonparametric Regression. (2006). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
    In: Discussion Paper.
    RePEc:tiu:tiucen:a2f56bed-a5de-445c-bf6b-97555c814a3c.

    Full description at Econpapers || Download paper

48. Tests for Independence in Nonparametric Regression. (2006). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
    In: Discussion Paper.
    RePEc:tiu:tiucen:0c6f2c43-aa7d-45c1-9d43-74f41665c2f2.

    Full description at Econpapers || Download paper

49. THE TWO-SAMPLE PROBLEM WITH REGRESSION ERRORS: AN EMPIRICAL PROCESS APPROACH. (2005). Mora, Juan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-18.

    Full description at Econpapers || Download paper

50. Goodness-of-fit Tests in Nonparametric Regression. (2004). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
    In: Discussion Paper.
    RePEc:tiu:tiucen:44e08f75-b35d-424e-b33e-0ee49749267f.

    Full description at Econpapers || Download paper

Report date: 2025-02-27 14:32:12 || Missing content? Let us know