Pages that link to "Item:Q3130570"
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The following pages link to Asymptotically optimal difference-based estimation of variance in nonparametric regression (Q3130570):
Displaying 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Distribution-free tests of conditional moment inequalities (Q254929) (← links)
- Adaptive confidence intervals for regression functions under shape constraints (Q355099) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Statistical inference in the partial linear models with the double smoothing local linear regression method (Q393595) (← links)
- Nonparametric estimation of a log-variance function in scale-space (Q394784) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Error variance estimation via least squares for small sample nonparametric regression (Q433760) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Bandwidth selection for power optimality in a test of equality of regression curves (Q449903) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- Effective identification and estimation for the semiparametric measurement error model (Q508097) (← links)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
- Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems (Q710758) (← links)
- Frequentist-Bayes lack-of-fit tests based on Laplace approximations (Q715763) (← links)
- Automatic and asymptotically optimal data sharpening for nonparametric regression (Q730822) (← links)
- On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- Nonparametric least squares estimation in derivative families (Q736532) (← links)
- A non-iterative optimization method for smoothness in penalized spline regression (Q746232) (← links)
- Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- A simple test for the parametric form of the variance function in nonparametric regression (Q904052) (← links)
- A test for the parametric form of the variance function in a partial linear regression model (Q935431) (← links)
- Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
- Difference-based estimation for error variances in repeated measurement regression models (Q997252) (← links)
- Common functional principal components (Q1002147) (← links)
- Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
- Residuals density estimation in nonparametric regression (Q1198997) (← links)
- Estimation in partially linear models. (Q1274571) (← links)
- An elementary nonparametric differencing test of equality of regression functions (Q1285732) (← links)
- Nonparametric comparison of several regression functions: Exact and asymptotic theory (Q1307102) (← links)
- Testing goodness of fit of polynomial models via spline smoothing techniques (Q1324591) (← links)
- Asymptotic distribution of bandwidth selectors in kernel regression estimation (Q1324972) (← links)
- Testing for no effect in nonparametric regression via spline smoothing techniques (Q1336522) (← links)
- A nonparametric calibration analysis (Q1354365) (← links)
- Curve estimation when the design density is low (Q1359422) (← links)
- Dependent error regression smoothing: A new method and PC program (Q1361522) (← links)
- An elementary estimator of the partial linear model (Q1389410) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Local asymptotics for polynomial spline regression (Q1431442) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- Optimal difference-based estimation for partially linear models (Q1643015) (← links)
