Pages that link to "Item:Q3959285"

The following pages link to Weak and strong uniform consistency of kernel regression estimates (Q3959285):

Displaying 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)
• Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
• A new variable selection approach for varying coefficient models (Q267654) (← links)
• Efficient estimation for the heteroscedastic single-index varying coefficient models (Q273701) (← links)
• Modified kernel regression estimation with functional time series data (Q277279) (← links)
• Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
• Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
• Partially linear single-index proportional hazards model with current status data (Q311797) (← links)
• Statistical inference on restricted linear regression models with partial distortion measurement errors (Q318978) (← links)
• Semiparametric varying-coefficient model with right-censored and length-biased data (Q321921) (← links)
• Estimation and inference for additive partially nonlinear models (Q334824) (← links)
• Adjusted empirical likelihood for varying coefficient partially linear models with censored data (Q355660) (← links)
• Estimation and inference of semi-varying coefficient models with heteroscedastic errors (Q392053) (← links)
• Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
• Nonparametric estimation of a log-variance function in scale-space (Q394784) (← links)
• Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
• Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data (Q395941) (← links)
• Rank-based inference for the single-index model (Q419168) (← links)
• Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
• Estimation for the single-index models with random effects (Q434962) (← links)
• Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
• Empirical likelihood for partially linear additive errors-in-variables models (Q452279) (← links)
• Maximum deviation of error density estimators in censored linear regression (Q452874) (← links)
• Single-index composite quantile regression (Q457304) (← links)
• Empirical likelihood-based inference in varying-coefficient single-index models (Q458115) (← links)
• On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
• Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
• Statistical inference on seemingly unrelated single-index regression models (Q519231) (← links)
• Presmoothing the transition probabilities in the illness-death model (Q544630) (← links)
• Nonparametric estimation of varying coefficient error-in-variable models with validation sampling (Q550123) (← links)
• Statistical inference in partially time-varying coefficient models (Q607224) (← links)
• Partially linear single-index model with missing responses at random (Q607232) (← links)
• Statistical inference in partially-varying-coefficient single-index model (Q608318) (← links)
• Efficient estimation for error component seemingly unrelated nonparametric regression models (Q622561) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
• Lack-of-fit testing of a regression model with response missing at random (Q643387) (← links)
• Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
• Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← links)
• Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← 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)
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
• Estimation for a marginal generalized single-index longitudinal model (Q764497) (← links)
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
• Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
• Parameter estimation for the logistic regression model under case-control study (Q899658) (← links)
• Estimation in a partially linear single-index model with missing response variables and error-prone covariates (Q903385) (← links)