The following pages link to Wenceslao González Manteiga (Q1094775):
Displaying 50 items.
- (Q98725) (redirect page) (← links)
- (Q140116) (redirect page) (← links)
- (Q196912) (redirect page) (← links)
- Goodness-of-fit tests for conditional models under censoring and truncation (Q291111) (← links)
- (Q364171) (redirect page) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
- Discussion on the paper ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan'' by P. Secchi, S. Vantini and V. Vitelli (Q497825) (← links)
- (Q702521) (redirect page) (← links)
- Comparison of kriging and neural networks with application to the exploitation of a slate mine (Q702522) (← links)
- Bootstrap in functional linear regression (Q710808) (← links)
- Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
- A non-parametric test for comparing conditional ROC curves (Q830462) (← links)
- Boosting for real and functional samples: an application to an environmental problem (Q839450) (← links)
- Nearest neighbor smoothing in linear regression (Q913419) (← links)
- An \(L_2\)-test for comparing spatial spectral densities (Q951215) (← links)
- The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
- Robust nonparametric estimation with missing data (Q958814) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Estimation of the marginal location under a partially linear model with missing responses (Q962284) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
- Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model (Q1019898) (← links)
- Statistics for functional data (Q1020141) (← links)
- Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model (Q1023899) (← links)
- Measures of influence for the functional linear model with scalar response (Q1049538) (← links)
- A class of linear regression parameter estimators constructed by nonparametric estimation (Q1094776) (← links)
- Distributional convergence under proportional censorship when covariables are present (Q1273012) (← links)
- Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
- Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
- (Q1350261) (redirect page) (← links)
- Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Edgeworth expansions for nonparametric distribution estimation with applications (Q1378797) (← links)
- Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function (Q1408732) (← links)
- Local linear regression estimation of the variogram. (Q1423136) (← links)
- Nonparametric kernel estimation of an isotropic variogram. (Q1427798) (← links)
- Estimation and testing in a partial linear regression model under long-memory dependence (Q1431543) (← links)
- Kernel distribution function estimation under the Koziol-Green model (Q1577324) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random (Q1615265) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- A comparative study of methods for testing the equality of two or more ROC curves (Q1695530) (← links)
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (Q1731765) (← links)
- Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators (Q1761541) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- Chi-squared goodness-of-fit theory under proportional censorship (Q1866254) (← links)
- Bootstrap for the conditional distribution function with truncated and censored data (Q1881399) (← links)
- NN goodness-of-fit tests for linear models (Q1918461) (← links)
- Kernel smoothers and bootstrapping for semiparametric mixed effects models (Q1931869) (← links)
