Juan M. Vilar Fernández

From MaRDI portal
Revision as of 12:15, 24 September 2023 by Import230924090903 (talk | contribs) (Created automatically from import230924090903)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Person:1209930

Available identifiers

zbMath Open vilar-fernandez.juan-manuelMaRDI QIDQ1209930

List of research outcomes





PublicationDate of PublicationType
Probability of default estimation in credit risk using a nonparametric approach2021-11-22Paper
Correction to: ``Probability of default estimation in credit risk using a nonparametric approach2021-11-22Paper
https://portal.mardi4nfdi.de/entity/Q29234572014-10-15Paper
Functional methods for time series prediction: a nonparametric approach2011-07-27Paper
Two tests for heterocedasticity in nonparametric regression2011-04-06Paper
Nonparametric variance function estimation with missing data2010-04-06Paper
Asymptotic properties of local polynomial regression with missing data and correlated errors2009-10-13Paper
https://portal.mardi4nfdi.de/entity/Q53234052009-07-23Paper
https://portal.mardi4nfdi.de/entity/Q53234062009-07-23Paper
https://portal.mardi4nfdi.de/entity/Q53234452009-07-23Paper
https://portal.mardi4nfdi.de/entity/Q53234832009-07-23Paper
Local polynomial estimation in partial linear regression models under dependence2009-06-12Paper
Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA2008-04-15Paper
Bootstrap tests for nonparametric comparison of regression curves with dependent errors2007-10-10Paper
Nonparametric Forecasting in Time Series - A Comparative Study2007-06-28Paper
Nonparametric estimation of the conditional variance function with correlated errors2007-03-08Paper
Bandwidth selection for the local polynomial estimator under dependence: a simulation study2006-05-24Paper
Plug-in bandwidth selector for local polynomial regression estimator with correlated errors2004-09-27Paper
On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions2003-11-06Paper
Local polynomial regression smoothers with AR-error structure.2003-05-18Paper
Bootstrap of minimum distance estimators in regression with correlated disturbances2003-04-03Paper
LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS2002-07-28Paper
Resampling for checking linear regression models via non-parametric regression estimation2001-08-20Paper
Recursive local polynomial regression under dependence conditions2001-02-18Paper
Generalized minimum distance estimators of a linear model with correlated errors.2001-01-01Paper
Recursive estimation of regression functions by local polynomial fitting2000-10-29Paper
Bandwidth selection in nonparametric density estimation under dependence: a simulation study2000-03-02Paper
Bootstrap test of goodness of fit to a linear model when errors are correlated1997-09-23Paper
Testing linear regression models using non-parametric regression estimators when errors are non-independent1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q48718731996-06-23Paper
A local cross-validation algorithm for dependent data1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40115101992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40115191992-09-27Paper
Consistencia de un estimador no parametrico, recursivo, de la regresion bajo condiciones generales1992-09-27Paper
Estimacion no parametrica de curvas notables para datos dependientes1989-01-01Paper
Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37796241987-01-01Paper

Research outcomes over time

This page was built for person: Juan M. Vilar Fernández