Pages that link to "Item:Q1085912"

The following pages link to Random approximations to some measures of accuracy in nonparametric curve estimation (Q1085912):

Displaying 48 items.

• A statistical approach to case based reasoning, with application to breast cancer data (Q158242) (← links)
• Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
• Local data-driven bandwidth choice for density estimation (Q581956) (← links)
• Optimal choice of the smoothing parameter of conditional \(U\)-statistics (Q609384) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• A partitioned single functional index model (Q740069) (← links)
• Smoothing parameter selection in hazard estimation (Q758043) (← links)
• Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions (Q758067) (← links)
• Optimal bandwidth selection for multivariate kernel deconvolution density estimation (Q946214) (← links)
• On Gauss quadrature and partial cross validation (Q956841) (← links)
• Local smoothing regression with functional data (Q964614) (← links)
• A note on the universal consistency of the kernel distribution function estimator (Q988117) (← links)
• Nonparametric density estimation for multivariate bounded data (Q1036713) (← links)
• Lower bounds for bandwidth selection in density estimation (Q1178978) (← links)
• Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
• A local cross-validation algorithm for dependent data (Q1209931) (← links)
• Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
• Properties of nonparametric estimators of autocovariance for stationary random fields (Q1333576) (← links)
• Choice of regressors in nonparametric estimation (Q1361510) (← links)
• A cross-validation bandwidth choice for kernel density estimates with selection biased data (Q1364666) (← links)
• Central limit theorems for quadratic errors of nonparametric estimators (Q1378811) (← links)
• Bandwidth choice for hazard rate estimators from left truncated and right censored data (Q1382232) (← links)
• On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
• Influence of long memory on the asymptotic behaviour of functional estimators (Q1854704) (← links)
• On cross-validation in kernel and partitioning regression estimation. (Q1871263) (← links)
• Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
• Estimation of regression parameters in a semiparametric transformation model (Q1918450) (← links)
• Smoothing parameter selection for smooth distribution functions (Q2365868) (← links)
• Optimal functional parameter in the single functional index model (Q2472994) (← links)
• Automatic smoothing parameter selection for the nonparametric regression estimation of functional data. (Q2568349) (← links)
• Optimal kernel estimation of densities (Q2640276) (← links)
• Nonparametric regression for functional data: automatic smoothing parameter selection (Q2643275) (← links)
• Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time (Q2683002) (← links)
• Convergence rates for average square errors for kernel smoothing estimators (Q2720137) (← links)
• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives (Q3354914) (← links)
• Cross-validated estimations in the single-functional index model (Q3396462) (← links)
• On Variance-Stabilizing Multivariate Non Parametric Regression Estimation (Q3462358) (← links)
• KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947) (← links)
• Kernel density estimation using weighted data^∗ (Q4215196) (← links)
• Asymptotically optimal bandwidth selection Of the kernel density estimator under The proportional hazards model (Q4275765) (← links)
• Nonparametrie recursive estimator for mean residual life and vitality function under dependence conditions (Q4337245) (← links)
• Nonparametric estimation under long memory dependence (Q4470130) (← links)
• A nonparametric method to estimate time varying coefficients under seasonal constraints (Q4521326) (← links)
• ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION (Q4541782) (← links)
• Practical estimation of multivariate densities using wavelet methods (Q4850118) (← links)
• A simple and effective bandwidth selector for local polynomial quasi-likelihood regression (Q5450528) (← links)
• Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection (Q6099114) (← links)
• Asymptotic properties of conditional <i>U</i> -statistics using delta sequences (Q6573024) (← links)