The following pages link to Ricardo Cao (Q140112):
Displaying 50 items.
- Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models (Q140115) (← links)
- Nonparametric latency estimation for mixture cure models (Q140124) (← links)
- Comparison of presmoothing methods in kernel density estimation under censoring (Q142857) (← links)
- (Q198341) (redirect page) (← links)
- Goodness-of-fit tests for conditional models under censoring and truncation (Q291111) (← links)
- Cross nearest-spike interval based method to measure synchrony dynamics (Q395706) (← links)
- Continuous covariate frailty models for censored and truncated clustered data (Q419302) (← links)
- (Q588398) (redirect page) (← links)
- Minimum distance density-based estimation (Q673149) (← links)
- Generalized time-dependent conditional linear models under left truncation and right censoring (Q904100) (← links)
- Plug-in bandwidth selector for the kernel relative density estimator (Q1019453) (← links)
- Nonparametric estimation of conditional ROC curves: application to discrimination tasks in computerized detection of early breast cancer (Q1023591) (← links)
- Bootstrapping the mean of a symmetric population (Q1210283) (← links)
- Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Bootstrap testing for cross-correlation under low firing activity (Q1704891) (← links)
- Recent advances in functional data analysis and high-dimensional statistics (Q1733263) (← links)
- Weakly strict equilibria in finite normal form games (Q1908037) (← links)
- Maximum likelihood estimation for conditional distribution single-index models under censoring (Q1931855) (← links)
- Testing in generalized partially linear models: a robust approach (Q1933724) (← links)
- Bandwidth selection in nonparametric density estimation under dependence: a simulation study (Q1965935) (← links)
- Nonparametric estimation for big-but-biased data (Q2074678) (← links)
- Computational efficiency of bagging bootstrap bandwidth selection for density estimation with big data (Q2087094) (← links)
- Lasso logistic regression, GSoft and the cyclic coordinate descent algorithm: application to gene expression data (Q2254457) (← links)
- Beran-based approach for single-index models under censoring (Q2259785) (← links)
- Bootstrapping the mean integrated squared error (Q2365602) (← links)
- Product-type and presmoothed hazard rate estimators with censored data (Q2384676) (← links)
- Relative hazard rate estimation for right censored and left truncated data (Q2387147) (← links)
- Bandwidth selection in kernel density estimation for interval-grouped data (Q2404164) (← links)
- The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)
- On the estimation of the marginal density of a moving average process (Q2714931) (← links)
- Relative efficiency of local bandwidths in kernel density estimation<sup>∗</sup> (Q2716935) (← links)
- SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
- Generalised Variance Function Estimation for Binary Variables in Large-Scale Sample Surveys (Q2802800) (← links)
- Nonparametric kernel density estimation for general grouped data (Q2811277) (← links)
- Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- Nonparametric Forecasting in Time Series - A Comparative Study (Q3447088) (← links)
- Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data (Q3529837) (← links)
- Relative density estimation for left truncated and right censored data (Q3548443) (← links)
- Smoothed empirical likelihood confidence intervals for the relative distribution with left-truncated and right-censored data (Q3589853) (← links)
- (Q3645285) (← links)
- (Q3838094) (← links)
- Bootstrap Selection of the Smoothing Parameter in Nonparametric Hazard Rate Estimation (Q4366011) (← links)
- Nonparametric maximum likelihood estimators for ar and ma time series (Q4470108) (← links)
- Relative Density Estimation with Censored Data (Q4506095) (← links)