The following pages link to (Q3745059):
Displaying 50 items.
- Penalised spline estimation for generalised partially linear single-index models (Q76315) (← links)
- BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond) (Q89961) (← links)
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
- Semiparametric Bayesian inference in smooth coefficient models (Q278057) (← links)
- Influence diagnostics for robust P-splines using scale mixture of normal distributions (Q287528) (← links)
- Estimation of a regression spline sample selection model (Q333716) (← links)
- Algebraic phase unwrapping along the real axis: extensions and stabilizations (Q336021) (← links)
- Multiresolution Karhunen Loève analysis of Galvanic skin response for psycho-physiological studies (Q427483) (← links)
- A model-based approach to designing a fishery-independent survey (Q484754) (← links)
- Penalized B-spline estimator for regression functions using total variation penalty (Q511676) (← links)
- Semi-parametric bivariate polychotomous ordinal regression (Q517413) (← links)
- Online model regression for nonlinear time-varying manufacturing systems (Q518306) (← links)
- Semiparametric regression with shape-constrained penalized splines (Q553513) (← links)
- H\(^{\infty }\) optimal approximation for causal spline interpolation (Q612569) (← links)
- Analysis of spatial distribution of marker expression in cells using boundary distance plots (Q614152) (← links)
- Correction to: On the linear combination of normal and Laplace random variables (Q626269) (← links)
- Optimal design for smoothing splines (Q645530) (← links)
- Overlapping mixtures of Gaussian processes for the data association problem (Q663366) (← links)
- Adaptive sequential design for regression on multi-resolution bases (Q693303) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines (Q705597) (← links)
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs (Q729029) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Straightforward intermediate rank tensor product smoothing in mixed models (Q746284) (← links)
- Understanding the stochastic partial differential equation approach to smoothing (Q782712) (← links)
- Smooth nonparametric estimation of the quantile function (Q811052) (← links)
- Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
- Local influence for Student-\(t\) partially linear models (Q901515) (← links)
- A Bayesian approach to flexible modeling of multivariable response functions (Q923547) (← links)
- On solving \(L_{q}\)-penalized regressions (Q933880) (← links)
- Nonlinear regression modeling via regularized radial basis function networks (Q947263) (← links)
- Computing observation weights for signal extraction and filtering (Q951360) (← links)
- Derivatives diagnostics and robustness for smoothing splines (Q956930) (← links)
- Spline smoothing in small area trend estimation and forecasting (Q961826) (← links)
- Bayesian nonparametric quantile regression using splines (Q962367) (← links)
- The penalized profile sampler (Q1000565) (← links)
- Smooth functions and local extreme values (Q1020189) (← links)
- Gaussian processes and limiting linear models (Q1023934) (← links)
- Interval regression analysis using support vector networks (Q1040927) (← links)
- Diagnostics for penalized least-squares estimators (Q1083816) (← links)
- Cross-validatory graduation (Q1094070) (← links)
- An efficient method for calculating smoothing splines using orthogonal transformations (Q1096314) (← links)
- Smoothing, splines and smoothing splines; their application in geomagnetism (Q1112537) (← links)
- On confidence bands in nonparametric density estimation and regression (Q1115059) (← links)
- A fast ``Monte-Carlo cross-validation'' procedure for large least squares problems with noisy data (Q1116267) (← links)
- An extension of the mixed primal-dual bases algorithm to the case of more constraints than dimensions (Q1125540) (← links)
- Quadratic deviation of penalized mean squares regression estimates (Q1186775) (← links)
- Frequency domain characteristics of linear operator to decompose a time series into the multi-components (Q1206608) (← links)
- A kernel approximation to the kriging predictor of a spatial process (Q1207613) (← links)
- Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator (Q1260728) (← links)
