A plug-in technique in nonparametric regression with dependence (Q4843670): Difference between revisions

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+Consistent detection of a monotonic trend superposed on a stationary time series
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+Comparison of two bandwidth selectors with dependent errors
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+Bandwidth selection for kernel estimate with correlated noise
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+Q3999325
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+How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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+KERNEL REGRESSION SMOOTHING OF TIME SERIES
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+Data-driven bandwidth choice for density estimation based on dependent data
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+Choice of bandwidth for kernel regression when residuals are correlated
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+Recursive probability density estimation for weakly dependent stationary processes
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+Nonparameteric estimation in mixing sequences of random variables
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+Consistent regression estimation with fixed design points under dependence conditions
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+Fixed design regression for time series: Asymptotic normality
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+Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators
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+Kernel density estimation revisited
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+Approximation Theorems of Mathematical Statistics
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+A data-based algorithm for choosing the window width when estimating the density at a point
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+Nonparametric curve estimation with time series errors
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+Nonparametric function estimation involving time series
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+On the Choice of the Bandwidth in Kernel Nonparametric Regression
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+Quadratic errors for nonparametric estimates under dependence
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