Pages that link to "Item:Q3354914"
From MaRDI portal
The following pages link to Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives (Q3354914):
Displaying 37 items.
- One-Sided Cross-Validation for Nonsmooth Density Functions (Q154558) (← links)
- On testing whether burn-in is required under the long-run average cost (Q273740) (← links)
- Manipulation of the running variable in the regression discontinuity design: a density test (Q291081) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- On boundary correction in kernel density estimation (Q713651) (← links)
- A new smoothness quantification in kernel density estimation (Q806851) (← links)
- Double-smoothing for bias reduction in local linear regression (Q1007487) (← links)
- On kernel density estimation near endpoints (Q1299493) (← links)
- A note on the integrated squared error of a kernel density estimator in non-smooth cases (Q1373968) (← links)
- A semiparametric method of boundary correction for kernel density estimation. (Q1424471) (← links)
- An efficient distribution method for nonlinear two-phase flow in highly heterogeneous multidimensional stochastic porous media (Q1710327) (← links)
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
- Local polynomial \(M\)-smoothers in nonparametric regression (Q1888852) (← links)
- Nonparametric estimation of quantile density function (Q1927167) (← links)
- Adaptive density estimation on bounded domains under mixing conditions (Q2188474) (← links)
- Adaptive density estimation on bounded domains (Q2291961) (← links)
- Unified estimation of densities on bounded and unbounded domains (Q2317885) (← links)
- Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation (Q2445704) (← links)
- Some improvements on a boundary corrected kernel density estimator (Q2482119) (← links)
- A locally adaptive transformation method of boundary correction in kernel density estimation (Q2498751) (← links)
- Optimal kernel estimation of densities (Q2640276) (← links)
- Bimodal t-ratios: the impact of thick tails on inference (Q3004026) (← links)
- Nonparametric overlap coefficient estimation using ranked set sampling (Q3021195) (← links)
- Nonparametric analysis of replicated microarray experiments (Q3429981) (← links)
- Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators<sup>†</sup> (Q3432297) (← links)
- Modification for boundary effects and jump points in nonparametric regression (Q3432355) (← links)
- Local linear kernel estimation for discontinuous nonparametric regression functions (Q4246294) (← links)
- Speed of convergence in the hausdorff metric for estimators of irregular mixing densities (Q4265724) (← links)
- On nonparametric density estimation at the boundary<sup>*</sup> (Q4485014) (← links)
- Relative Efficiencies of Kernel and Local Likelihood Density Estimators (Q4665898) (← links)
- Kernel method for overlapping coefficients estimation (Q5042115) (← links)
- Bias reduction by transformed flat-top Fourier series estimator of density on compact support (Q5051328) (← links)
- A nonparametric test of symmetry based on the overlapping coefficient (Q5124808) (← links)
- NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
- Boundary performance of the beta kernel estimators (Q5189261) (← links)
- A generalized reflection method of boundary correction in kernel density estimation (Q5486553) (← links)
- DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)