The following pages link to (Q5679553):
Displayed 50 items.
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Bandwidth-based nonparametric inference (Q713763) (← links)
- Kernel estimates of functions and their derivatives with applications (Q789123) (← links)
- Fitting a multiple regression function (Q792724) (← links)
- Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Stahel-Donoho kernel estimation for fixed design nonparametric regression models (Q870729) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Nonparametric multiple function fitting (Q916266) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives (Q1060511) (← links)
- Optimal designs for nonparametric kernel regression (Q1060797) (← links)
- Asymptotic properties of nonparametric curve estimates (Q1066585) (← links)
- Weak and universal consistency of moving weighted averages (Q1078951) (← links)
- Nonparametric function recovering from noisy observations (Q1078952) (← links)
- Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\) (Q1083791) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- Current developments in time series modelling (Q1117656) (← links)
- On nonparametric regression with higher-order kernels (Q1123510) (← links)
- A continuous form of post-stratification (Q1145962) (← links)
- Strong convergence in nonparametric estimation of regression functions (Q1168664) (← links)
- Probabilities of maximal deviations for nonparametric regression function estimates (Q1170845) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Residuals density estimation in nonparametric regression (Q1198997) (← links)
- Local bootstrap (Q1206619) (← links)
- Asymptotic normality for robust R-estimators of regression function (Q1263191) (← links)
- Rates of convergence for the pre-asymptotic substitution bandwidth selector (Q1292787) (← links)
- Nonparametric kernel regression estimation near endpoints. (Q1298705) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- Estimating error correlation in nonparametric regression (Q1314711) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- A note on smoothed estimating functions (Q1335374) (← links)
- On a likelihood-based approach in nonparametric smoothing and cross- validation (Q1344821) (← links)
- Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- On the asymptotic performance of median smoothers in image analysis and nonparametric regression (Q1354398) (← links)
- Robust plug-in bandwidth estimators in nonparametric regression (Q1361612) (← links)
- Nonparametric regression with long-memory errors (Q1380570) (← links)
- Density adjusted kernel smoothers for random design nonparametric regression (Q1382239) (← links)
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. (Q1423247) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model (Q1599064) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors (Q1644207) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence (Q1691316) (← links)
- A survey of statistical problems in archaeological dating (Q1845608) (← links)
- Asymptotic properties in partial linear models under dependence (Q1872842) (← links)