Pages that link to "Item:Q1805555"
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The following pages link to Multivariate locally weighted least squares regression (Q1805555):
Displaying 50 items.
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE (Q1023796) (← links)
- Frontier estimation with local polynomials and high power-transformed data (Q1026358) (← links)
- Mean estimation in the presence of change points (Q1033082) (← links)
- Nonparametric density estimation for multivariate bounded data (Q1036713) (← links)
- Error process indexed by bandwidth matrices in multivariate local linear smoothing (Q1268017) (← links)
- Rates of convergence for the pre-asymptotic substitution bandwidth selector (Q1292787) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution (Q1305642) (← links)
- Local likelihood density estimation (Q1354391) (← links)
- Locally parametric nonparametric density estimation (Q1354395) (← links)
- Fitting a bivariate additive model by local polynomial regression (Q1355175) (← links)
- Curve estimation when the design density is low (Q1359422) (← links)
- On identity reproducing nonparametric regression estimators (Q1359803) (← links)
- On close relations of local likelihood density estimation (Q1372569) (← links)
- On automatic boundary corrections (Q1372853) (← links)
- Local parametric analysis of hedging in discrete time (Q1372930) (← links)
- Sparse consistency and smoothing for multinomial data (Q1380562) (← links)
- The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations (Q1382193) (← links)
- A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator (Q1382202) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Methodology for nonparametric regression from independent sources (Q1390964) (← links)
- A comparison of local constant and local linear regression quantile estimators (Q1391248) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Reducing variance in nonparametric surface estimation (Q1403424) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- Nonparametric estimation of the location of a maximum in a response surface. (Q1414612) (← links)
- Effective nonparametric estimation in the case of severely discretized data (Q1414628) (← links)
- On the asymptotic normality of multistage integrated density derivatives kernel estimators. (Q1423129) (← links)
- Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Local asymptotics for polynomial spline regression (Q1431442) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- Asymptotic properties of backfitting estimators (Q1578056) (← links)
- Recursive local polynomial regression under dependence conditions (Q1580822) (← links)
- Variable bandwidth selection in varying-coefficient models (Q1582633) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- A smooth simultaneous confidence band for correlation curve (Q1616692) (← links)
- Asymptotic theory for varying coefficient regression models with dependent data (Q1656859) (← links)
- Generalized nonparametric smoothing with mixed discrete and continuous data (Q1659130) (← links)
- Gradient-based bandwidth selection for estimating average derivatives (Q1668136) (← links)
- Local linear estimation for spatial random processes with stochastic trend and stationary noise (Q1711619) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Inference for sparse and dense functional data with covariate adjustments (Q1733292) (← links)
- Inferring within-host bottleneck size: a Bayesian approach (Q1749066) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
