Pages that link to "Item:Q2368851"
From MaRDI portal
The following pages link to Estimation of the density of regression errors (Q2368851):
Displayed 32 items.
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
- Estimation of a distribution from data with small measurement errors (Q372132) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
- \(L_1\)-consistent estimation of the density of residuals in random design regression models (Q654496) (← links)
- Nonparametric estimation of the density of regression errors (Q654555) (← links)
- Strongly consistent density estimation of the regression residual (Q712519) (← links)
- Adaptive density estimation using the blockwise Stein method (Q850749) (← links)
- Adaptive estimation of error density in nonparametric regression with small sample size (Q861202) (← links)
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- Oracle inequality for conditional density estimation and an actuarial example (Q904089) (← links)
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
- Goodness-of-fit tests for parametric regression with selection biased data (Q1022019) (← links)
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) (← links)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
- A note on residual-based empirical likelihood kernel density estimation (Q1952105) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- Estimation of the error density in a semiparametric transformation model (Q2255164) (← links)
- Nonparametric estimation of the density of the regression noise (Q2427234) (← links)
- Estimation of the density of regression errors by pointwise model selection (Q2439208) (← links)
- Conditional density estimation in a regression setting (Q2473073) (← links)
- Optimal nonparametric estimation of the density of regression errors with finite support (Q2477002) (← links)
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
- Estimating the Conditional Error Distribution in Non-parametric Regression (Q2911717) (← links)
- Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density (Q2934394) (← links)
- Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
- Rate of convergence of the density estimation of regression residual (Q4918191) (← links)
- The <i><i>L<sub>p</sub></i></i> consistency of error density estimator in censored linear regression (Q5078360) (← links)
- Estimation of a functional single index model with dependent errors and unknown error density (Q5083928) (← links)
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (Q5861535) (← links)
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén (Q5896997) (← links)
- Uniform consistency in nonparametric mixture models (Q6042350) (← links)