The following pages link to Smoothing methods in statistics (Q1918665):
Displayed 50 items.
- Relative error prediction via kernel regression smoothers (Q935419) (← links)
- Constrained regression model selection (Q951053) (← links)
- A nonparametric model for analysis of the EURO bond market (Q951348) (← links)
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library (Q951888) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- Derivatives diagnostics and robustness for smoothing splines (Q956930) (← links)
- Isotonic single-index model for high-dimensional database marketing (Q957060) (← links)
- A data-based method for selecting tuning parameters in minimum distance estimators (Q957136) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation (Q959388) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Maximum likelihood kernel density estimation: on the potential of convolution sieves (Q961844) (← links)
- Bayesian classifiers based on kernel density estimation: flexible classifiers (Q962861) (← links)
- MARS: selecting basis functions and knots with an empirical Bayes method (Q964645) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Nonparametric estimation when data on derivatives are available (Q997381) (← links)
- Real time estimation in local polynomial regression, with application to trend-cycle analysis (Q999677) (← links)
- Double-smoothing for bias reduction in local linear regression (Q1007487) (← links)
- Local likelihood regression in generalized linear single-index models with applications to microarray data (Q1010557) (← links)
- Linear boundary kernels for bivariate density estimation (Q1012095) (← links)
- Multivariate mode hunting: Data analytic tools with measures of significance (Q1012536) (← links)
- Reweighted kernel density estimation (Q1019937) (← links)
- Bias reduction in kernel binary regression (Q1020100) (← links)
- Robust forecasting of mortality and fertility rates: a functional data approach (Q1020157) (← links)
- Classifying densities using functional regression trees: applications in oceanology (Q1020163) (← links)
- Non-parametric log-concave mixtures (Q1020222) (← links)
- An empirical study of a test for polynomial relationships in randomly right censored regression models (Q1020769) (← links)
- Bandwidth selection for a data sharpening estimator in nonparametric regression (Q1021846) (← links)
- Feature significance for multivariate kernel density estimation (Q1023768) (← links)
- A recipe for robust estimation using pseudo data (Q1031778) (← links)
- A sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory (Q1033416) (← links)
- Quasi-continuous histograms (Q1040926) (← links)
- Error process indexed by bandwidth matrices in multivariate local linear smoothing (Q1268017) (← links)
- Reducing bias in curve estimation by use of weights. (Q1285485) (← links)
- Rates of convergence for the pre-asymptotic substitution bandwidth selector (Q1292787) (← links)
- On kernel density estimation near endpoints (Q1299493) (← links)
- On close relations of local likelihood density estimation (Q1372569) (← links)
- Testing independence in bivariate distributions of claim frequencies and severities (Q1381474) (← links)
- Smoothed bootstrap confidence intervals with discrete data (Q1389395) (← links)
- Sparse matrix tools for Gaussian models on lattices (Q1389604) (← links)
- An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
- Nonparametric estimation of distributions with categorical and continuous data (Q1403418) (← links)
- Survival function estimation when lifetime and censoring time are dependent (Q1414607) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- Nonparametric confidence intervals of instantaneous forward rates (Q1584515) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
- Exploring efficiency differences over time in the Spanish banking industry (Q1598742) (← links)
- Testing goodness of fit for stochastic models of carcinogenesis (Q1602563) (← links)
- A unified treatment of direct and indirect estimation of a probability density and its derivatives (Q1612997) (← links)