Pages that link to "Item:Q1126477"

The following pages link to Optimal bandwidth choice for density-weighted averages (Q1126477):

Displaying 34 items.

• Empirical likelihood for density-weighted average derivatives (Q451508) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Semiparametric estimation for weighted average derivatives with responses missing at random (Q643413) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
• Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) (← links)
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables (Q1580343) (← links)
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
• Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
• Inferences in binary dynamic fixed models in a semi-parametric setup (Q1711615) (← links)
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
• Kernel order selection by minimum bootstrapped MSE for density weighted averages (Q2486221) (← links)
• Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment (Q2628865) (← links)
• BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
• A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
• Empirical likelihood for average derivatives (Q3423586) (← links)
• OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
• SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS (Q3551010) (← links)
• Smoothness adaptive average derivative estimation (Q3563651) (← links)
• A Small-Sample Estimator for the Sample-Selection Model (Q4451552) (← links)
• A new method for nonparametric density estimation (Q4485013) (← links)
• ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS (Q4554601) (← links)
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS (Q4653556) (← links)
• Quality of Fit Measures in the Framework of Quantile Regression (Q4911968) (← links)
• Inferences in dynamic logit models in semi-parametric setup for repeated binary data (Q4960609) (← links)
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q4979938) (← links)
• AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR (Q5012631) (← links)
• NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
• OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS (Q5187623) (← links)
• PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
• The Kernel distribution estimator of functions of random variables (Q5717556) (← links)
• Optimal bandwidths for kernel density estimators of functions of observations (Q5934106) (← links)
• How efficient are natural gas markets in practice? A wavelet-based approach (Q6547068) (← links)