Pages that link to "Item:Q756327"
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The following pages link to Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327):
Displayed 39 items.
- Minimum distance density-based estimation (Q673149) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
- On nonparametric local inference for density estimation (Q962279) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population (Q1125975) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process (Q1367105) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample (Q1881003) (← links)
- On the minimisation of \(L^ p\) error in mode estimation (Q1922389) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- (Q2750788) (← links)
- Bootstrap selection of bandwidth and confidence bands for nonparametric regression (Q3135417) (← links)
- Nonparametric Mean Estimation with Missing Data (Q3155260) (← links)
- Optimal rates for local bandwidth selection (Q4349876) (← links)
- Bias corrected bootstrap bandwidth selection (Q4365357) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals (Q4869581) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
- Nonparametric Estimation of the Renewal Function by Empirical Data (Q5478904) (← links)
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)