Pages that link to "Item:Q4366199"
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The following pages link to A Comparison of Higher-Order Bias Kernel Density Estimators (Q4366199):
Displaying 19 items.
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
- Estimating the density of a conditional expectation (Q262700) (← links)
- Nonparametric estimation of possibly similar densities (Q310618) (← links)
- The bivariate current status model (Q351690) (← links)
- Reducing the mean squared error in kernel density estimation (Q395883) (← links)
- In search of an optimal kernel for a bias correction method for density estimators (Q504451) (← links)
- Kernel density estimation via diffusion (Q605933) (← links)
- Mode testing via higher-order density estimation (Q650691) (← links)
- Semiparametric estimation of the link function in binary-choice single-index models (Q722740) (← links)
- Maximum likelihood kernel density estimation: on the potential of convolution sieves (Q961844) (← links)
- Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval (Q962277) (← links)
- Bias reduction in kernel binary regression (Q1020100) (← links)
- Reducing bias in curve estimation by use of weights. (Q1285485) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- Nonnegative bias reduction methods for density estimation using asymmetric kernels (Q1623480) (← links)
- Statistical tests in the partially linear additive regression models (Q1731204) (← links)
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)