The following pages link to (Q5509408):
Displayed 50 items.
- A probabilistic framework for memory-based reasoning (Q1274693) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← 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)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Random design wavelet curve smoothing (Q1373965) (← links)
- Density adjusted kernel smoothers for random design nonparametric regression (Q1382239) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← 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)
- 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)
- Variational multiscale nonparametric regression: smooth functions (Q1650131) (← 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)
- Manifold learning for the emulation of spatial fields from computational models (Q1674694) (← 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)
- Scalable Gaussian process-based transfer surrogates for hyperparameter optimization (Q1707465) (← 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)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Nonparametric quantile estimation using importance sampling (Q1744716) (← links)
- A mixed-integer programming approach to GRNN parameter estimation (Q1749962) (← links)
- Nonparametric, multidimensional estimation of regression derivatives. (Q1763494) (← links)
- Rates of strong consistency for nonparametric regression estimators. (Q1773346) (← links)
- Multiple-view shape extraction from shading as local regression by analytic NN scheme (Q1776456) (← links)
- A note on estimating the conditional expectation under censoring and association: strong uniform consistency (Q1785812) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- A review of nonparametric hypothesis tests of isotropy properties in spatial data (Q1790343) (← links)
- Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data (Q1794307) (← links)
- Strong universal pointwise consistency of some regression function estimates (Q1808841) (← links)
- A survey of statistical problems in archaeological dating (Q1845608) (← links)
- Asymptotic properties of some functions of nonparametric estimates of a density function (Q1847119) (← links)
- Local extremes, runs, strings and multiresolution. (With discussion) (Q1848854) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)