The following pages link to (Q3896361):
Displaying 50 items.
- On penalized likelihood estimation for a non-proportional hazards regression model (Q383940) (← links)
- Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series (Q449934) (← links)
- Mutual information analysis: a comprehensive study (Q656515) (← links)
- Estimating a mixing distribution in a multiple observation setting (Q750039) (← links)
- On estimating the growth function of tumors (Q788656) (← links)
- Asymptotics for \(L_ p\)-norms of kernel estimators of densities (Q804142) (← links)
- A new smoothness quantification in kernel density estimation (Q806851) (← links)
- Component selection and smoothing in multivariate nonparametric regression (Q869970) (← links)
- A penalty method for nonparametric estimation of the intensity function of a counting process (Q914288) (← links)
- Fitting conditional distributions using orthogonal expansions (Q920505) (← links)
- Practical bandwidth selection in deconvolution kernel density estimation (Q956830) (← links)
- Orientation distribution within a single hematite crystal (Q972677) (← links)
- A note on kernel density estimation for non-negative random variables (Q998884) (← links)
- On the convergence of kernel estimators of probability density functions (Q1052006) (← links)
- Optimal nonparametric function estimation (Q1060793) (← links)
- Fourier and Hermite series estimates of regression functions (Q1091695) (← links)
- Uniform consistency of automatic and location-adaptive delta-sequence estimators (Q1102659) (← links)
- A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model (Q1123521) (← links)
- Estimating and bootstrapping Malmquist indices (Q1125082) (← links)
- Nonparametric estimation of the location and scale parameters based on density estimation (Q1164926) (← links)
- Nonparametric maximum likelihood estimation of a probability density via mathematical programming (Q1171344) (← links)
- A nonparametric approach to analyzing large human populations (Q1183938) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Estimation of multivariate non-linear time series models (Q1193965) (← links)
- Optimal convergence properties of kernel density estimators without differentiability conditions (Q1207633) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- A model trust-region modification of Newton's method for nonlinear two- point boundary-value problems (Q1321258) (← links)
- Statistical decisions under nonparametric a priori information (Q1330610) (← links)
- Bayesian and likelihood inference from equally weighted mixtures (Q1336520) (← links)
- Two-dimensional Bernstein polynomial density estimators (Q1337202) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data (Q1576464) (← links)
- Concept of random sets as applied to the design of structures and analysis of expert opinions for aircraft crash (Q1587131) (← links)
- Nonparametric estimation of dichotomic regression with biomedical applications (Q1598512) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Uniform in bandwidth consistency of nonparametric regression based on copula representation (Q1640948) (← links)
- Nonparametric recursive method for kernel-type function estimators for spatial data (Q1642437) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- A model for estimating environmental risk using multidimensional quantal response surfaces (Q1804082) (← links)
- Backfitting in smoothing spline ANOVA (Q1807152) (← links)
- A note on optimal nonparametric function estimation (Q1822344) (← links)
- Trimmed jackknife kernel estimate for the probability density function (Q1896161) (← links)
- Optimal partial ridge estimation in restricted semiparametric regression models (Q2018594) (← links)
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method (Q2023841) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Information theoretic criteria in non-parametric density estimation. Bias and variance in the infinite dimensional case (Q2365203) (← links)
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles (Q2365867) (← links)
- A stochastic simulation method for uncertainty quantification in the linearized inverse conductivity problem (Q2894981) (← links)
