Pages that link to "Item:Q2886949"
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The following pages link to A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM (Q2886949):
Displayed 18 items.
- Nonparametric regression with filtered data (Q637090) (← links)
- An adaptive estimation of MAVE (Q643296) (← links)
- Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Determining the number of effective parameters in kernel density estimation (Q2008139) (← links)
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- Variable selection through adaptive MAVE (Q2407490) (← links)
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
- Kernel Density-Based Linear Regression Estimate (Q2873947) (← links)
- Partially adaptive estimation via the maximum entropy densities (Q3367408) (← links)
- Robust linear regression: A review and comparison (Q4638820) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form (Q5079205) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)