The following pages link to (Q4727203):
Displaying 50 items.
- Generative models for functional data using phase and amplitude separation (Q72462) (← links)
- Graphical tests of independence for general distributions (Q89204) (← links)
- Nonparametric estimation of directional highest density regions (Q89220) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Numerical maximum log likelihood estimation for generalized lambda distributions (Q92229) (← links)
- Exact risk improvement of bandwidth selectors for kernel density estimation with directional data (Q104414) (← links)
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Beta kernel estimators for density functions (Q134279) (← links)
- Evaluation of Trace Evidence in the Form of Multivariate Data (Q135690) (← links)
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- A measure of asymmetry based on a new necessary and sufficient condition for symmetry (Q136036) (← links)
- A semiparametric method for clustering mixed data (Q139715) (← links)
- (Un)Conditional Sample Generation Based on Distribution Element Trees (Q144213) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Kernel adjusted density estimation (Q152938) (← links)
- One-Sided Cross-Validation for Nonsmooth Density Functions (Q154558) (← links)
- Semiparametric mixtures of regressions (Q158398) (← links)
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Extended Bernstein prior via reinforced urn processes (Q261829) (← links)
- Does matching overcome LaLonde's critique of nonexperimental estimators? (Q262739) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- A semiparametric copula method for Cox models with covariate measurement error (Q268675) (← links)
- Non-linear hypothesis testing of geometric object properties of shapes applied to hippocampi (Q268697) (← links)
- A family of autoregressive conditional duration models (Q269391) (← links)
- Classification using the Zipfian kernel (Q269554) (← links)
- Sequential Monte Carlo with adaptive weights for approximate Bayesian computation (Q273582) (← links)
- On testing whether burn-in is required under the long-run average cost (Q273740) (← links)
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Growth and convergence: a profile of distribution dynamics and mobility (Q278268) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Non-linear canonical correlation analysis using alpha-beta divergence (Q280460) (← links)
- Non-parametric estimation of mutual information through the entropy of the linkage (Q280732) (← links)
- Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance (Q288354) (← links)
- Nonparametric frontier estimation via local linear regression (Q288362) (← links)
- Utilization of singularity exponent in nearest neighbor based classifier (Q288847) (← links)
- Combining association measures for collocation extraction using clustering of receiver operating characteristic curves (Q288855) (← links)
- Estimating a generalized correlation coefficient for a generalized bivariate probit model (Q289201) (← links)
- Local rank tests in a multivariate nonparametric relationship (Q290946) (← links)
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- ``Waiting for life to arrive'': a history of the regression-discontinuity design in psychology, statistics and economics (Q291076) (← links)
- A smooth nonparametric conditional quantile frontier estimator (Q291120) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Bayesian analysis of simulation-based models (Q296953) (← links)
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Spectral properties of unimodular lattice triangulations (Q300599) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
