Pages that link to "Item:Q2365602"
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The following pages link to Bootstrapping the mean integrated squared error (Q2365602):
Displayed 13 items.
- The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
- The missing censoring indicator model and the smoothed bootstrap (Q961134) (← links)
- The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← 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)
- Nonparametric Mean Estimation with Missing Data (Q3155260) (← links)
- Nonparametric analysis of aggregate loss models (Q3183878) (← links)
- Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data (Q3529837) (← links)
- Bootstrap Bandwidth Selection Using an <i>h</i>‐Dependent Pilot Bandwidth (Q3608257) (← links)
- A simple root n bandwidth selector for nonparametric regression (Q4385703) (← links)
- On smoothed bootstrap for density functionals (Q4470125) (← links)
- Presmoothed kernel density estimator for censored data (Q4819567) (← links)
- Data‐driven choice of the smoothing parametrization for kernel density estimators (Q5192950) (← links)