Pages that link to "Item:Q4355446"
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The following pages link to Local Polynomial Variance-Function Estimation (Q4355446):
Displayed 50 items.
- ROC curve and covariates: extending induced methodology to the non-parametric framework (Q70717) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Nonparametric estimation of a log-variance function in scale-space (Q394784) (← links)
- Difference-based ridge estimator of parameters in partial linear model (Q451404) (← links)
- Nonparametric estimation of genewise variance for microarray data (Q605925) (← links)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
- Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
- On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
- Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
- Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
- Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← 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)
- Generalized profiling estimation for global and adaptive penalized spline smoothing (Q961675) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
- A semi-parametric approach to dual modeling when no replication exists (Q984645) (← links)
- Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
- Simultaneous fitting of Bayesian penalised quantile splines (Q1727924) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Doubly penalized likelihood estimator in heteroscedastic regression (Q1771433) (← links)
- Regression function and noise variance tracking methods for data streams with concept drift (Q1797885) (← links)
- Nonparametric quasi-likelihood (Q1807180) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Nonparametric comparison of regression curves by local linear fitting. (Q1871316) (← links)
- Testing for a constant coefficient of variation in nonparametric regression by empirical processes (Q1926008) (← links)
- Model checks for parametric regression models (Q1944371) (← links)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
- Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
- Residual variance estimation using a nearest neighbor statistic (Q2267583) (← links)
- Empirical likelihood for regression discontinuity design (Q2346018) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Effect of mean on variance function estimation in nonparametric regression (Q2426618) (← links)
- Asymptotic approximation of nonparametric regression experiments with unknown variances (Q2456015) (← links)
- Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
- Testing the capital asset pricing model with local maximum likelihood methods (Q2470208) (← links)
- Empirical likelihood based inference for the derivative of the nonparametric regression function (Q2496943) (← links)
- Model-Based Non-parametric Variance Estimation for Systematic Sampling (Q2914951) (← links)
- Ridge regression methodology in partial linear models with correlated errors (Q3019806) (← links)
- Nonparametric estimation of the conditional variance function with correlated errors (Q3426257) (← links)
- Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise (Q3505349) (← links)
- Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error (Q3577214) (← links)
- Estimating the conditional variance of<i>Y</i>, given<i>X</i>, in a simple regression model (Q3592007) (← links)