Versions of Kernel-Type Regression Estimators

From MaRDI portal
Revision as of 20:21, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4314938

DOI10.2307/2290908zbMath0804.62043OpenAlexW4254079286MaRDI QIDQ4314938

Steve Davies, M. C. Jones, Byeong U. Park

Publication date: 19 January 1995

Full work available at URL: https://doi.org/10.2307/2290908




Related Items (37)

The asymptotic normality of internal estimator for nonparametric regressionUniform convergence of estimator for nonparametric regression with dependent dataVariable bandwidth in nonparametric regressionWeighted nonparametric regressionFinite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterionLocally parametric nonparametric density estimationEfficient Estimation of an Additive Quantile Regression ModelKernel regression estimators for signal recoveryOn identity reproducing nonparametric regression estimatorsUniform convergence of the estimator of an additive regression function under random censorshipTHE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELSMean square convergence for estimators of additive regression under random censorshipOn combining independent nonparametric regression estimatorsOn Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptionsDensity adjusted kernel smoothers for random design nonparametric regressionStrong consistency of the internal estimator of nonparametric regression with dependent dataMethodology for nonparametric regression from independent sourcesOn internally corrected and symmetrized kernel estimators for nonparametric regressionTowards Insensitivity of Nadaraya--Watson Estimators to Design CorrelationGeneral tests of conditional independence based on empirical processes indexed by functionsUniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored dataAdditive Regression Model for Continuous Time ProcessesComparison of non-parametric regression functions through their cumulativesUniversal weighted kernel-type estimators for some class of regression modelsStatistical tests in the partially linear additive regression modelsFrontier estimation using kernel smoothing estimators with data transformationAsymptotic normality of the additive regression components for continuous time processesTesting increasing dispersionTesting the capital asset pricing model with local maximum likelihood methodsTesting additivity in nonparametric regression under random censorshipKernel estimation of a partially linear additive modelAn efficient marginal integration estimator of a semiparametric additive modellingNon-parametric estimation of operational risk losses adjusted for under-reportingConditional quantile estimation by local logistic regressionMarker dependent kernel hazard estimation from local linear estimationComparison of two response curve estimatorsMultivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results






This page was built for publication: Versions of Kernel-Type Regression Estimators