The following pages link to (Q5679553):
Displayed 13 items.
- A nonparametric test for changing trends (Q262832) (← links)
- A simple ordered data estimator for inverse density weighted expectations (Q278245) (← links)
- Confidence intervals for nonparametric regression functions with missing data: multiple design case (Q301014) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Estimation for partially linear models with missing responses: the fixed design case (Q403527) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- Complete convergence for weighted sums of \(\rho^*\)-mixing random fields (Q485880) (← links)
- Frontier estimation using kernel smoothing estimators with data transformation (Q488593) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices (Q645422) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Uniform in bandwidth exact rates for a class of kernel estimators (Q652606) (← links)