The following pages link to (Q4272483):
Displaying 50 items.
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- The Cauchy--Schwarz divergence and Parzen windowing: Connections to graph theory and Mercer kernels (Q860375) (← links)
- On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- The golden age of statistical graphics (Q907948) (← links)
- Q-convergence with interquartile ranges (Q956472) (← links)
- Practical bandwidth selection in deconvolution kernel density estimation (Q956830) (← links)
- A bandwidth selection for kernel density estimation of functions of random variables (Q956987) (← links)
- A visual display device for significant features in complicated signals (Q957113) (← links)
- A data-based method for selecting tuning parameters in minimum distance estimators (Q957136) (← links)
- Inferences from biased samples with a memory effect (Q958802) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Maximum likelihood kernel density estimation: on the potential of convolution sieves (Q961844) (← links)
- Functional \(k\)-sample problem when data are density functions (Q964616) (← links)
- Asymptotics and optimal bandwidth selection for highest density region estimation (Q973884) (← links)
- On mixed \(AR(1)\) time series model with approximated beta marginal (Q990925) (← links)
- Income distribution in Italy: A nonparametric analysis (Q998895) (← links)
- Plug-in bandwidth selector for the kernel relative density estimator (Q1019453) (← links)
- Reweighted kernel density estimation (Q1019937) (← links)
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
- Bias reduction in kernel binary regression (Q1020100) (← links)
- Plug-in bandwidth selection in kernel hazard estimation from dependent data (Q1020678) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- Estimating relative risk on the line using nearest neighbor statistics (Q1023976) (← links)
- Distribution of cost and profit efficiency: evidence from Indian banking (Q1044169) (← links)
- Evaluation of kernel density estimation methods for daily precipitation resampling (Q1128012) (← links)
- Data-dependent bandwidth choice for a grade density kernel estimate (Q1210131) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Asymptotically best bandwidth selectors in kernel density estimation (Q1314689) (← links)
- Accuracy of binned kernel functional approximations (Q1351085) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Locally parametric nonparametric density estimation (Q1354395) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Multivariate nonparametric resampling scheme for generation of daily weather variables (Q1370388) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- A combined adaptive-mixtures/plug-in estimator of multivariate probability densities (Q1389399) (← links)
- Estimation of densities and derivatives of densities with directional data. (Q1570287) (← links)
- Variable bandwidth selection in varying-coefficient models (Q1582633) (← links)
- Exploring efficiency differences over time in the Spanish banking industry (Q1598742) (← links)
- Multivariate locally adaptive density estimation. (Q1605371) (← links)
- An assessment of finite sample performance of adaptive methods in density estimation (Q1606486) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- Uncertainty analysis for statistical matching of ordered categorical variables (Q1615157) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era (Q1621932) (← links)
- On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation (Q1642252) (← links)
