The following pages link to (Q5510038):
Displayed 50 items.
- Asymptotic normality for robust R-estimators of regression function (Q1263191) (← links)
- Recursive nonparametric identification of Hammerstein systems (Q1263562) (← links)
- Robust nonparametric regression estimation (Q1263900) (← links)
- The Hilbert kernel regression estimate. (Q1264520) (← links)
- Error process indexed by bandwidth matrices in multivariate local linear smoothing (Q1268017) (← links)
- On confidence intervals in nonparametric binary regression via Edgeworth expansions (Q1293665) (← links)
- Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- A conditional bootstrap procedure for reconstruction of the incubation period of AIDS (Q1314231) (← links)
- Symmetrized kernel estimators of the regression slope (Q1336904) (← links)
- On a likelihood-based approach in nonparametric smoothing and cross- validation (Q1344821) (← links)
- The stochastic approach to price index numbers: (Q1352228) (← links)
- A nonparametric calibration analysis (Q1354365) (← links)
- Nonparametric model checks for regression (Q1359416) (← links)
- Nonparametric curve estimation with Bernstein estimates (Q1359946) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Joint consistency of nonparametric item characteristic curve and ability estimation (Q1362276) (← links)
- Density adjusted kernel smoothers for random design nonparametric regression (Q1382239) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model. (Q1395876) (← links)
- An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Nonparametric comparison of regression curves: An empirical process approach (Q1412369) (← links)
- A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
- Nonparametric estimation of dichotomic regression with biomedical applications (Q1598512) (← links)
- Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach (Q1615195) (← links)
- Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments (Q1621200) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Regression analysis of current status data with auxiliary covariates and informative observation times (Q1642145) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares (Q1653359) (← links)
- Smooth conditional distribution estimators using Bernstein polynomials (Q1654241) (← links)
- Matrix-free monolithic homotopy continuation with application to computational aerodynamics (Q1656678) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
- Nearest neighbor estimates of regression (Q1658417) (← links)
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion (Q1662035) (← links)
- Regression analysis of multivariate current status data with auxiliary covariates under the additive hazards model (Q1663306) (← links)
- Kernel estimation for a superpopulation probability density function under informative selection (Q1689529) (← links)
- Nonparametric estimate of monotonic efficiency function under the dose/effect relationship (Q1694665) (← links)
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
- Multivariate locally stationary 2D wavelet processes with application to colour texture analysis (Q1703830) (← links)
- Bootstrap testing for cross-correlation under low firing activity (Q1704891) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Kernel-based methods for combining information of several frame surveys (Q1731099) (← links)
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (Q1731765) (← links)
- On estimation of surrogate models for multivariate computer experiments (Q1733118) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)