Pages that link to "Item:Q1184214"
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The following pages link to Comparison of two bandwidth selectors with dependent errors (Q1184214):
Displayed 50 items.
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← 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)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors (Q1039478) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Markov cross-validation for time series model evaluations (Q2282291) (← links)
- Recursive approach for random response analysis using non-orthogonal polynomial expansion (Q2391213) (← links)
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← 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)
- \(M\)-cross-validation in local median estimation (Q2505408) (← links)
- Central Limit Theorems for Reduced<i>U</i>-Statistics Under Dependence and Their Usefulness (Q2803537) (← links)
- Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Local linear extrapolation (Q4470132) (← links)
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS (Q4540588) (← links)
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS (Q4540657) (← links)
- Toward robust early-warning models: a horse race, ensembles and model uncertainty (Q4555200) (← links)
- (Q4558178) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
- Binned modified cross–validation with dependent errors (Q4843852) (← links)
- The effect of the smoothness of the regression function on a bandwidth selector in nonparametric regression (Q4861311) (← links)
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- Goodness-of-Fit Methods for Probabilistic Index Models (Q4929182) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- Bandwidth selection for kernel regression with correlated errors (Q5402473) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Resampling for checking linear regression models via non-parametric regression estimation (Q5940725) (← links)
- Hold-out estimates of prediction models for Markov processes (Q6044818) (← links)
- Hybrid model for stock market volatility (Q6110790) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)