Pages that link to "Item:Q1883269"
From MaRDI portal
The following pages link to Nonparametric and semiparametric models. (Q1883269):
Displayed 50 items.
- Direct importance estimation for covariate shift adaptation (Q144623) (← links)
- Kernel-based semiparametric multinomial logit modelling of political party preferences (Q257672) (← links)
- Estimation of the covariance matrix in multivariate partially linear models (Q391951) (← links)
- Lack-of-fit tests based on weighted ratio of residuals and variances (Q394405) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Statistical analysis of kernel-based least-squares density-ratio estimation (Q420923) (← links)
- A smoothing filter based on fuzzy transform (Q429373) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
- Oracally efficient estimation for single-index link function with simultaneous confidence band (Q491416) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data (Q542932) (← links)
- Dimension reduced kernel estimation for distribution function with incomplete data (Q546090) (← links)
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search (Q553261) (← links)
- Robust estimation for nonparametric generalized regression (Q645463) (← links)
- A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector (Q662221) (← links)
- Kernel-based regression of drift and diffusion coefficients of stochastic processes (Q665358) (← links)
- Estimating generalized semiparametric additive models using parameter cascading (Q693318) (← links)
- Goodness-of-fit tests in semi-linear models (Q693329) (← links)
- On regression model selection for the data with correlated errors (Q730754) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- Optimal learning for sequential sampling with non-parametric beliefs (Q742143) (← links)
- Machine learning with squared-loss mutual information (Q742658) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Improved mean shift segmentation approach for natural images (Q872342) (← links)
- A note on Bayes factor consistency in partial linear models (Q899549) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Robust nonparametric estimation with missing data (Q958814) (← links)
- A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
- A semi-parametric approach to dual modeling when no replication exists (Q984645) (← links)
- On nonparametric comparison of images and regression surfaces (Q984648) (← links)
- Model averaging for semiparametric additive partial linear models (Q989767) (← links)
- A time series bootstrap procedure for interpolation intervals (Q1023506) (← links)
- Fitting generalized linear models with unspecified link function: a P-spline approach (Q1023583) (← links)
- Favorability functions based on kernel density estimation for logistic models: a case study (Q1023800) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- A new class of semi-mixed effects models and its application in small area estimation (Q1927073) (← links)
- Partial linear single index models with distortion measurement errors (Q1934488) (← links)
- Robust estimates in generalized partially linear single-index models (Q1936552) (← links)
- Canonical dependency analysis based on squared-loss mutual information (Q1942697) (← links)
- Curse of dimensionality and related issues in nonparametric functional regression (Q1950329) (← links)
- Heteroscedasticity checks for single index models (Q2018595) (← links)
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842) (← links)
- Partially linear single index models for repeated measurements (Q2252906) (← links)
- Testing linearity in semi-parametric functional data analysis (Q2255828) (← links)
- Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator (Q2257020) (← links)