Pages that link to "Item:Q1299554"

The following pages link to Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554):

Displaying 13 items.

• A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
• Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• On Modeling Wood Formation Using Parametric and Semiparametric Regressions for Count Data (Q2816704) (← links)
• Modelling data from inside the Earth: local smoothing of mean and dispersion structure in deep drill data (Q3427643) (← links)
• (Q4558178) (← links)
• MOSUM monitoring for variance change in nonparametric regression models (Q5085041) (← links)
• Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
• Bahadur representation for the nonparametric<i>M</i>-estimator under α-mixing dependence (Q5400790) (← links)
• Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors (Q5696348) (← links)