The following pages link to (Q3851439):
Displayed 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- A simple nonparametric estimator of a strictly monotone regression function (Q138473) (← links)
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- On testing whether burn-in is required under the long-run average cost (Q273740) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Improving bias in kernel density estimation (Q467004) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Frontier estimation using kernel smoothing estimators with data transformation (Q488593) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- On boundary correction in kernel density estimation (Q713651) (← links)
- Bandwidth-based nonparametric inference (Q713763) (← links)
- Specification testing in nonparametric instrumental variable estimation (Q738164) (← links)
- Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628) (← links)
- Kernel estimates of functions and their derivatives with applications (Q789123) (← links)
- Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
- Trigonometric series regression estimators with an application to partially linear models (Q921774) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- A note on the performance of the gamma kernel estimators at the boundary (Q962009) (← links)
- An improved kernel regression method based on Taylor expansion (Q990620) (← links)
- Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
- Linear boundary kernels for bivariate density estimation (Q1012095) (← links)
- Integrated mean squared error of a smoothing spline (Q1052557) (← links)
- A comparison of Kriging with nonparametric regression methods (Q1074990) (← links)
- Nonparametric function recovering from noisy observations (Q1078952) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
- Convolution type estimators for nonparametric regression (Q1113583) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Wavelet regression for random or irregular design. (Q1274828) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Remarks on extremal problems in nonparametric curve estimation (Q1293841) (← links)
- Nonparametric kernel regression estimation near endpoints. (Q1298705) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- On kernel density estimation near endpoints (Q1299493) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Discontinuous regression surfaces fitting (Q1307095) (← links)
- Estimating error correlation in nonparametric regression (Q1314711) (← links)
- Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
- On a likelihood-based approach in nonparametric smoothing and cross- validation (Q1344821) (← links)