Pages that link to "Item:Q4366198"

The following pages link to Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation (Q4366198):

Displayed 50 items.

• Estimating the density of a conditional expectation (Q262700) ‎ (← links)
• Functional coefficient instrumental variables models (Q274916) ‎ (← links)
• A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) ‎ (← links)
• Generalized partial linear varying multi-index coefficient model for gene-environment interactions (Q523939) ‎ (← links)
• Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) ‎ (← links)
• Nonparametric estimation of varying coefficient error-in-variable models with validation sampling (Q550123) ‎ (← links)
• Local linear hazard rate estimation and bandwidth selection (Q645537) ‎ (← links)
• Bootstrap confidence interval for a correlation curve (Q654457) ‎ (← links)
• Local polynomial fitting in semivarying coefficient model (Q697474) ‎ (← links)
• Two-step likelihood estimation procedure for varying-coefficient models (Q697475) ‎ (← links)
• Generalized partially linear mixed-effects models incorporating mismeasured covariates (Q734426) ‎ (← links)
• Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) ‎ (← links)
• Local bandwidth selectors for deconvolution kernel density estimation (Q746235) ‎ (← links)
• A nonparametric estimation of the infection curve (Q763677) ‎ (← links)
• Estimating the total rate of DNA replication using branching processes (Q839940) ‎ (← links)
• From local kernel to nonlocal multiple-model image denoising (Q847522) ‎ (← links)
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) ‎ (← links)
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) ‎ (← links)
• The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) ‎ (← links)
• Estimation in partially linear models and numerical comparisons (Q959193) ‎ (← links)
• Penalized spline estimation for functional coefficient regression models (Q962336) ‎ (← links)
• Estimation on semivarying coefficient models with different degrees of smoothness (Q967997) ‎ (← links)
• Reducing variance in univariate smoothing (Q995415) ‎ (← links)
• Confidence sets for split points in decision trees (Q995416) ‎ (← links)
• Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) ‎ (← links)
• The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations (Q1382193) ‎ (← links)
• An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) ‎ (← links)
• Statistical estimation in varying coefficient models (Q1578274) ‎ (← links)
• Using link-preserving imputation for logistic partially linear models with missing covariates (Q1659077) ‎ (← links)
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors (Q1663270) ‎ (← links)
• Gradient-based bandwidth selection for estimating average derivatives (Q1668136) ‎ (← links)
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression (Q1750258) ‎ (← links)
• Local polynomial \(M\)-smoothers in nonparametric regression (Q1888852) ‎ (← links)
• Local bandwidth selection via second derivative segmentation (Q1950824) ‎ (← links)
• SIMEX and standard error estimation in semiparametric measurement error models (Q1951980) ‎ (← links)
• Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data (Q2074675) ‎ (← links)
• A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) ‎ (← links)
• Gradient-based smoothing parameter selection for nonparametric regression estimation (Q2343743) ‎ (← links)
• Semiparametric estimation with missing covariates (Q2350069) ‎ (← links)
• Bandwidth matrix selectors for kernel regression (Q2403402) ‎ (← links)
• Rodeo: Sparse, greedy nonparametric regression (Q2477052) ‎ (← links)
• Generalized partially linear models with missing covariates (Q2482133) ‎ (← links)
• Local regression for vector responses (Q2498754) ‎ (← links)
• Simple and efficient improvements of multivariate local linear regression (Q2499073) ‎ (← links)
• Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics (Q2503959) ‎ (← links)
• A survey on piecewise-linear models of regulatory dynamical systems (Q2568094) ‎ (← links)
• Spectral density estimation with amplitude modulation and outlier detection (Q2581117) ‎ (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) ‎ (← links)
• A SEMIPARAMETRIC MODEL FOR A FUNCTIONAL BEHAVIOURAL RESPONSE TO CAPTURE IN CAPTURE-RECAPTURE EXPERIMENTS (Q2802764) ‎ (← links)
• Statistical inference for multivariate partially linear regression models (Q2852550) ‎ (← links)