Pages that link to "Item:Q1206452"
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The following pages link to Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452):
Displayed 18 items.
- Nonparametric regression with errors in variables and applications (Q1359762) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- Semi-parametric estimation in the nonlinear structural errors-in-variables model (Q1848855) (← links)
- Deconvolving a density from contaminated dependent observations (Q1915249) (← links)
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
- Accelerated convergence for nonparametric regression with coarsened predictors (Q2473078) (← links)
- Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem (Q3408532) (← links)
- Multivariate regression estimation with errors-in-variables for stationary processes (Q3432363) (← links)
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES (Q4337819) (← links)
- Nonparametric estimation in time series with measurement errors (Q4374248) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q4374253) (← links)
- Nonparametric estimation in econometrics (Q4378923) (← links)
- Wavelet-Based estimation of multivariate regression functions in besov spaces<sup>*</sup> (Q4485018) (← links)