Distribution-free conditional median inference

Distribution Free Specification Tests of Conditional Models

This article proposes a class of asymptotically distribution free speci…cation tests for parametric conditional distributions. These tests are based on a martingale transform of a proper sequential empirical process of conditionally transformed data. Standard continuous functionals of this martingale provide omnibus tests while linear combinations of the orthogonal components in its spectral re...

Conditional Modeling and Conditional Inference

TR Multivariate Conditional Median Estimation

An affine equivariant version of the nonparametric spatial conditional median (SCM) is constructed, using an adaptive transformation-retransformation (TR) procedure. The relative performance of SCM estimates, computed with and without applying the TR—procedure, are compared through simulation. Also included is the vector of coordinate conditional, kernelbased, medians (VCCMs). The methodology i...

Ancillaries and Conditional Inference

Sufficiency has long been regarded as the primary reduction procedure to simplify a statistical model, and the assessment of the procedure involves an implicit global repeated sampling principle. By contrast, conditional procedures are almost as old and yet appear only occasionally in the central statistical literature. Recent likelihood theory examines the form of a general large sample statis...

ctree: Conditional Inference Trees

This vignette describes the new reimplementation of conditional inference trees (CTree) in the R package partykit. CTree is a non-parametric class of regression trees embedding tree-structured regression models into a well defined theory of conditional inference procedures. It is applicable to all kinds of regression problems, including nominal, ordinal, numeric, censored as well as multivariat...