Pages that link to "Item:Q916260"

The following pages link to Data-driven bandwidth choice for density estimation based on dependent data (Q916260):

Displaying 50 items.

• Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
• An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
• A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
• Efficiency in multivariate functional nonparametric models with autoregressive errors (Q272071) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Partially linear single-index model with missing responses at random (Q607232) (← links)
• Smooth estimation of survival and density functions for a stationary associated process using Poisson weights (Q625015) (← links)
• Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
• Smoothing parameter selection in hazard estimation (Q758043) (← links)
• Automatic bandwidth selection for recursive kernel density estimators with length-biased data (Q830250) (← links)
• Short-memory and the PPP hypothesis (Q956508) (← links)
• Nonparametric density estimation for positive time series (Q962247) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• Plug-in bandwidth selection in kernel hazard estimation from dependent data (Q1020678) (← links)
• A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
• Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
• A local cross-validation algorithm for dependent data (Q1209931) (← links)
• Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
• Density estimation for time series by histograms (Q1330219) (← links)
• Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
• Quantile smoothing in financial time series (Q1360288) (← links)
• Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
• Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations (Q1361684) (← links)
• A study on bandwidth selection in density estimation under dependence (Q1368842) (← links)
• Optimal smooth hazard estimates (Q1372572) (← links)
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
• Frequency polygons for weakly dependent processes (Q1380558) (← links)
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
• On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
• Optimal bandwidth selection in kernel density estimation for continuous time dependent processes (Q1642238) (← links)
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• Function estimation via wavelet shrinkage for long-memory data (Q1816598) (← links)
• Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
• Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
• On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
• On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
• On histograms for linear processes (Q1923431) (← links)
• Optimal bandwidth selection for recursive Gumbel kernel density estimators (Q2178952) (← links)
• Convergence rate of kernel regression estimation for time series data when both response and covariate are functional (Q2189762) (← links)
• Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method (Q2260589) (← links)
• Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
• Smoothing parameter selection for smooth distribution functions (Q2365868) (← links)
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
• Nonparametric estimation of the maximum hazard under dependence conditions (Q2495419) (← links)
• Adaptive sampling schemes for density estimation (Q2498749) (← links)
• A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
• SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)