Pages that link to "Item:Q1182766"
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The following pages link to Quadratic errors for nonparametric estimates under dependence (Q1182766):
Displayed 33 items.
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation (Q946214) (← links)
- Plug-in bandwidth selection in kernel hazard estimation from dependent data (Q1020678) (← links)
- A local cross-validation algorithm for dependent data (Q1209931) (← links)
- Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data (Q1347203) (← links)
- Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
- Choice of regressors in nonparametric estimation (Q1361510) (← links)
- Optimal smooth hazard estimates (Q1372572) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
- Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data (Q1623427) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- New kernel estimators of the hazard ratio and their asymptotic properties (Q2304242) (← links)
- Functional projection pursuit regression (Q2392917) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
- Automatic smoothing parameter selection for the nonparametric regression estimation of functional data. (Q2568349) (← links)
- Quadratic error of the kernel estimate of the conditional density when the regressor is functional (Q2643121) (← links)
- Nonparametric Estimation for the Hazard Function (Q2859299) (← links)
- Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- A nonparametric method to estimate time varying coefficients under seasonal constraints (Q4521326) (← links)
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS (Q4540588) (← links)
- A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- Nonparametric estimation of the hazard function under dependence conditions (Q4935409) (← links)
- Some Classes of Stochastic Differential Equations as an Alternative Modeling Approach to Biomedical Problems (Q5417231) (← links)