The following pages link to (Q4660422):
Displayed 16 items.
- Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Estimating linear functionals in nonlinear regression with responses missing at random (Q834338) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Nonparametric tilted density function estimation: a cross-validation criterion (Q1643794) (← links)
- Efficient estimation of the error distribution in a varying coefficient regression model (Q1695546) (← links)
- Spatially smoothed kernel densities with application to crop yield distributions (Q2084428) (← links)
- Estimators for alternating nonlinear autoregression (Q2519039) (← links)
- Estimation of the error distribution in a varying coefficient regression model (Q4643627) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)