Pages that link to "Item:Q3959285"
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The following pages link to Weak and strong uniform consistency of kernel regression estimates (Q3959285):
Displayed 50 items.
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- A simple nonparametric estimator of a strictly monotone regression function (Q138473) (← links)
- Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
- Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← 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)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- A two-stage approach to semilinear in-slide models (Q943600) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- Estimation in covariate-adjusted regression (Q959410) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Large and moderate deviations principles for kernel estimators of the multivariate regression (Q1019536) (← links)
- Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) (← links)
- Statistical inference on parametric part for partially linear single-index model (Q1047848) (← links)
- Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (Q1068436) (← links)
- A comparison of Kriging with nonparametric regression methods (Q1074990) (← links)
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
- Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
- Asymptotics of conditional empirical processes (Q1109453) (← links)
- Strong uniform consistency of nonparametric regression function estimates (Q1111287) (← links)
- Asymptotic maximal deviation of M-smoothers (Q1117633) (← links)
- A strong law of large numbers for nonparametric regression (Q1122261) (← links)
- Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth (Q1193997) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- On the almost everywhere properties of the kernel regression estimate (Q1207632) (← links)
- Semiparametric quasilikelihood and variance function estimation in measurement error models (Q1260691) (← links)
- On nonparametric estimation of mean functionals (Q1265951) (← links)
- Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
- A nonparametric calibration analysis (Q1354365) (← links)
- Nonparametric regression with errors in variables and applications (Q1359762) (← links)
- On the estimation of monotone uniform approximations (Q1373949) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- The functional nonparametric model and applications to spectrometric data (Q1424620) (← links)
- Statistical estimation in varying coefficient models (Q1578274) (← links)
- Likelihood-based local polynomial fitting for single-index models (Q1599242) (← links)
- Direct estimation of low-dimensional components in additive models. (Q1807107) (← links)
- The pointwise rate of convergence of the kernel regression estimate (Q1821449) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
- Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. (Q1877531) (← links)
- Some stochastics on monotone functions (Q1891018) (← links)
- Estimation of regression parameters in a semiparametric transformation model (Q1918450) (← links)
- Asymptotic properties for estimation of partial linear models with censored data (Q1972161) (← links)
- A consistent local linear estimator of the covariate adjusted correlation coefficient (Q2270867) (← links)
- A note on uniform consistency of monotone function estimators (Q2373657) (← links)