scientific article

From MaRDI portal
Revision as of 17:19, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3851439

zbMath0418.62033MaRDI QIDQ3851439

Theo Gasser, Hans-Georg Müller

Publication date: 1979


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Multiplier bootstrap methods for conditional distributionsSur la convergence des tests de Schlee et de YatchewCross-validation in nonparametric regression with outliersThe trimmed mean in non-parametric regression function estimationBias reduction by transformed flat-top Fourier series estimator of density on compact supportThe Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errorsA nonparametric Bayesian approach to copula estimationLocal block bootstrap inference for trending time seriesA new class of boundary kernels for distribution function estimationAdaptive nonparametric regression on finite supportBandwidth matrix selectors for kernel regressionBernstein polynomial of recursive regression estimation with censored dataStrong consistency of regression function estimator with martingale difference errorsComplete consistency for the estimator of nonparametric regression model based on \(m\)-END errorsESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTSInsensitivity of Nadaraya–Watson estimators to design correlationComplete convergence of weighted sums of martingale differences and statistical applicationsEffect of mean on variance function estimation in nonparametric regressionSurface and function approximation with nonparametric regressionWavelets in statistics: A reviewA nonparametric test of symmetry based on the overlapping coefficientTail density estimation for exploratory data analysis using kernel methodsSimple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimationUnnamed ItemA strong linear representation for the maximum conditional hazard rate estimator in survival analysisNonparametric instrumental variable derivative estimationNonparametric cure rate estimation with covariatesA simple root n bandwidth selector for nonparametric regressionUnnamed ItemA study of local linear ridge regression estimatorsRobustness of one-sided cross-validation to autocorrelationResampling for checking linear regression models via non-parametric regression estimationNonparametric trend estimation in replicated time seriesA locally adaptive transformation method of boundary correction in kernel density estimationTriple smoothing estimation of the regression function and its derivatives in nonparametric regressionKernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statisticsPlug-in bandwidth choice in partial linear models with autoregressive errorsEmpirical likelihood inference for semiparametric model with linear process errorsNonparametric estimation of regression level sets using kernel plug-in estimatorSmoothing spline regression estimation based on real and artificial dataTrapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errorsStrong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applicationsLeast trimmed squares ridge estimation in partially linear regression modelsLocal-Likelihood Transformation Kernel Density Estimation for Positive Random VariablesLocal linear regression with reciprocal inverse Gaussian kernelTesting for Trends in High-Dimensional Time SeriesSome Methodological Aspects of Validation of Models in Nonparametric RegressionModification for boundary effects and jump points in nonparametric regressionSheep in wolf's clothing: using the least squares criterion for quantile estimationAn efficient integrated nonparametric entropy estimator of serial dependenceNonparametric Knn estimation with monotone constraintsNonparametric function recovering from noisy observationsLocal linear estimation of the regression function for twice censored dataGrowth curves: A two-stage nonparametric approachOn testing whether burn-in is required under the long-run average costLocally adaptive fitting of semiparametric models to nonstationary time series.Limit behaviors of the estimator of nonparametric regression model based on martingale difference errorsNonparametric kernel density estimation near the boundaryA computational validation for nonparametric assessment of spatial trendsOn a likelihood-based approach in nonparametric smoothing and cross- validationA quantile-copula approach to conditional density estimationConsistent nonparametric multiple regression: the fixed design caseComparison of bandwidth selectors in nonparametric regression under dependenceSmoothing categorical dataModeling autoregressive fuzzy time series data based on semi-parametric methodsA note on strong convergence rates in nonparametric regressionNonparametric estimation of density derivatives of dependent dataRobust plug-in bandwidth estimators in nonparametric regressionAdaptive nonparametric estimation of a multivariate regression functionKernel regression estimates of growth curves using nonstationary correlated errorsDensity estimation on manifolds with boundaryConvolution type estimators for nonparametric regressionOn combining independent nonparametric regression estimatorsOn automatic boundary correctionsLocal parametric analysis of hedging in discrete timeMass shifting roles of negative kernel mass in density estimationNonparametric regression with long-memory errorsAsymptotic normality of convoluted smoothed kernel estimation for scalar diffusion modelOn bandwidth choice in nonparametric regression with both short- and long-range dependent errorsAutomatic bandwidth choice and confidence intervals in nonparametric regressionDensity adjusted kernel smoothers for random design nonparametric regressionOn the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.An interpolation method for adapting to sparse design in multivariate nonparametric regressionError covariance matrix correction based approach to functional coefficient regression models with generated covariatesReducing variance in nonparametric surface estimationConditional copulas, association measures and their applicationsKernel estimation of extreme regression risk measuresDifference based estimation for partially linear regression models with measurement errorsKernel density estimation of actuarial loss functionsConsistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design caseLocal \(M\)-estimation for jump-diffusion processesTrigonometric series regression estimators with an application to partially linear modelsCorrecting bias due to misclassification in the estimation of logistic regression modelsImproving bias in kernel density estimationAsymptotic theory for time series with changing mean and varianceLocal linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motionsImproving the prediction performance of the Lasso by subtracting the additive structural noisesFourier frequency adaptive regularization for smoothing dataVariable bandwidth and one-step local \(M\)-estimatorFrontier estimation using kernel smoothing estimators with data transformation




This page was built for publication: