MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS (Q4540588): Difference between revisions

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+MaRDI publication profile
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+Asymptotic theory for partly linear models
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+Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
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+Consistent nonparametric regression. Discussion
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+Normal rank
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+Smoothing methods in statistics
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+Q3125064
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+Quadratic errors for nonparametric estimates under dependence
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+Data-driven bandwidth choice for density estimation based on dependent data
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+Comparison of two bandwidth selectors with dependent errors
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+KERNEL REGRESSION SMOOTHING OF TIME SERIES
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+On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
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+Mixing: Properties and examples
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+Convergence of Distributions Generated by Stationary Stochastic Processes
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+Moment bounds for non-stationary dependent sequences
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