The following pages link to (Q3827451):
Displaying 50 items.
- Shape classification based on interpoint distance distributions (Q268763) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Fusion of hard and soft information in nonparametric density estimation (Q320029) (← links)
- Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes (Q556428) (← links)
- Inner product spaces of integrands associated to subfractional Brownian motion (Q730735) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Optimal weights for general \(L^ 2\) distance estimators (Q796208) (← links)
- The ARHD model (Q861222) (← links)
- Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
- Unbiased nonparametric estimation of the derivative of the mean (Q916263) (← links)
- Estimating the parametric component of nonlinear partial spline model (Q943603) (← links)
- Exact rates in density support estimation (Q957304) (← links)
- Sieve least squares estimation for partially nonlinear models (Q988091) (← links)
- Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models (Q990888) (← links)
- On depth measures and dual statistics. A methodology for dealing with general data (Q1002356) (← links)
- Maximal width learning of binary functions (Q1041230) (← links)
- Continuous versions of Radon-Nikodym derivatives as likelihood ratios (Q1050034) (← links)
- A generalization of Lagrange interpolation theorem (Q1082551) (← links)
- A semi-parametric censored regression estimator (Q1083158) (← links)
- Qualitative robustness in abstract inference (Q1111281) (← links)
- Strong consistency of a sieve estimator for the variance in nonlinear regression (Q1195570) (← links)
- Stochastic methods for neural systems (Q1200640) (← links)
- New developments in inference for temporal stochastic processes (Q1200651) (← links)
- Optimal unbiased statistical estimating functions for Hilbert space valued parameters (Q1263186) (← links)
- On the learnability of rich function classes (Q1305934) (← links)
- On robustness properties of bootstrap approximations (Q1314490) (← links)
- On estimating the mean function of a Gaussian process (Q1324593) (← links)
- Selection of alpha for alpha-hull in \(\mathbb{R}^ 2\) (Q1373781) (← links)
- Statistical modeling of diffusion processes with free knot splines (Q1408736) (← links)
- Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets (Q1416416) (← links)
- Stationary Gaussian processes on the vertices of the \(k\)-cube. (Q1416466) (← links)
- On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. (Q1423023) (← links)
- Sieves estimator of functional autoregressive process (Q1650297) (← links)
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model (Q1706448) (← links)
- A note on margin-based loss functions in classification (Q1770065) (← links)
- Smoothed nonparametric estimation in window censored semi-Markov processes (Q1772670) (← links)
- Spectral representations for random densities (Q1822183) (← links)
- Infinite dimensional parameter identification for stochastic parabolic systems (Q1823909) (← links)
- Risk bounds in isotonic regression (Q1848948) (← links)
- A new nonlinear similarity measure for multichannel signals (Q1932002) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- On posterior consistency in nonparametric regression problems (Q2426740) (← links)
- Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case (Q2485344) (← links)
- Kernel estimation of density level sets (Q2489497) (← links)
- Sieves estimator of the operator of a functional autoregressive process (Q2489794) (← links)
- Tensorial products of functional ARMA processes (Q5900867) (← links)
- Non- and semiparametric statistics: compared and contrasted (Q5928932) (← links)
- Weak-stationarity conditions for wavelet processes (Q5942199) (← links)
- A new semiparametric spatial model for panel time series (Q5952026) (← links)
