Pages that link to "Item:Q1922388"

The following pages link to On bandwidth choice for density estimation with dependent data (Q1922388):

Displaying 33 items.

• Some results on random design regression with long memory errors and predictors (Q710817) (← links)
• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
• Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
• Short-memory and the PPP hypothesis (Q956508) (← links)
• Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
• A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
• Practically applicable central limit theorem for spatial statistics (Q1035762) (← links)
• Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
• On the asymptotic mean integrated squared error of a kernel density estimator for dependent data (Q1380630) (← links)
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
• Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
• Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• Adaptive sampling schemes for density estimation (Q2498749) (← links)
• SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
• Central limit theorems for nonparametric estimators with real-time random variables (Q3103188) (← links)
• Nonparametric estimation for dependent data (Q3106417) (← links)
• Optimal False Discovery Rate Control with Kernel Density Estimation in a Microarray Experiment (Q3178487) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
• On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
• Non‐parametric Regression with Dependent Censored Data (Q3608263) (← links)
• Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
• Optimal sampling for density estimation in continuous time (Q4431625) (← links)
• The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
• A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
• Density Estimation for the Metropolis–Hastings Algorithm (Q4828214) (← links)
• Robust estimation for longitudinal data based upon minimum Hellinger distance (Q5036972) (← links)
• On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
• A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data (Q5177961) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
• Nonparametric localized bandwidth selection for Kernel density estimation (Q5860940) (← links)
• Predictive Inference Based on Markov Chain Monte Carlo Output (Q6088268) (← links)