Pages that link to "Item:Q5626059"
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The following pages link to Nonparametric Roughness Penalties for Probability Densities (Q5626059):
Displayed 30 items.
- Maximum penalized likelihood estimation of mixed proportional hazard models (Q4215201) (← links)
- Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation (Q4223808) (← links)
- Density estimation via hybrid splines (Q4253287) (← links)
- Likelihood-based cross-validation score for selecting the smoothing parameter in maximum penalized likelihood estimation (Q4266878) (← links)
- On non-negative wavelet-based density estimators (Q4344670) (← links)
- Maximum penalized likelihood estimation and smoothed em algorithms for positive integral equatioins of the first kind (Q4354830) (← links)
- Estimating density functions: a constrained maximum likelihood approach<sup>*</sup> (Q4498173) (← links)
- A nonparametric method to estimate time varying coefficients under seasonal constraints (Q4521326) (← links)
- THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
- Model diagnostics for smoothing spline ANOVA models (Q4673113) (← links)
- Nonparametric Functional Estimation by Asymptotic Regression (Q4707031) (← links)
- Sharp rates of convergence of maximum likelihood estimators in nonparametric models (Q4746658) (← links)
- Bivariate B-splines in generalised linear models (Q4864222) (← links)
- Lack-of-Fit Tests for Generalized Linear Models via Splines (Q4904685) (← links)
- Penalized log-density estimation using Legendre polynomials (Q5083902) (← links)
- Penalized Lq-likelihood estimators and variable selection in linear regression models (Q5095986) (← links)
- Preventing the Dirac disaster: Wavelet based density estimation (Q5123729) (← links)
- A test for the linearity of the nonparametric part of a semiparametric logistic regression model (Q5138006) (← links)
- Density estimation with quadratic loss: a confidence intervals method (Q5190292) (← links)
- Testing the linearity of negative binomial regression models (Q5220770) (← links)
- Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations (Q5430594) (← links)
- Density estimation under the koziol‐green model of censoring by penalized likelihood methods (Q5751768) (← links)
- Prediction errors for penalized regressions based on generalized approximate message passing (Q5879248) (← links)
- What are the Most Important Statistical Ideas of the Past 50 Years? (Q5881991) (← links)
- Non- and semiparametric statistics: compared and contrasted (Q5928932) (← links)
- Rényi information, loglikelihood and an intrinsic distribution measure (Q5931387) (← links)
- A simplified approach to computing efficiency bounds in semiparametric models (Q5939358) (← links)
- A prospect of earthquake prediction research (Q5965040) (← links)
- Sparse estimation within Pearson's system, with an application to financial market risk (Q6059475) (← links)
- Penalized maximum likelihood estimator for mixture of von Mises-Fisher distributions (Q6175798) (← links)