Pages that link to "Item:Q3981137"
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The following pages link to Transformations in Density Estimation (Q3981137):
Displaying 50 items.
- Distribution function estimation via Bernstein polynomial of random degree (Q263898) (← links)
- On testing whether burn-in is required under the long-run average cost (Q273740) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data (Q421393) (← links)
- Smooth estimation of survival and density functions for a stationary associated process using Poisson weights (Q625015) (← links)
- On boundary correction in kernel density estimation (Q713651) (← links)
- Evaluating subject-level incremental values of new markers for risk classification rule (Q746491) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Inverse beta transformation in kernel density estimation (Q947174) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- A note on the performance of the gamma kernel estimators at the boundary (Q962009) (← links)
- Income distribution in Italy: A nonparametric analysis (Q998895) (← links)
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- How easy is a given density to estimate? (Q1361576) (← links)
- A combined adaptive-mixtures/plug-in estimator of multivariate probability densities (Q1389399) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- A semiparametric method of boundary correction for kernel density estimation. (Q1424471) (← links)
- Alternating kernel and mixture density estimates. (Q1589487) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (Q1658337) (← links)
- Functional regression approximate Bayesian computation for Gaussian process density estimation (Q1658999) (← links)
- A fast and objective multidimensional kernel density estimation method: fastKDE (Q1659071) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
- Graphics for studying logistic regression models (Q1766985) (← links)
- Estimation of heavy-tailed probability density function with applications to Web data (Q1775986) (← links)
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
- Methods of density estimation on the Grassmann manifold (Q1855347) (← links)
- On correcting for variance inflation in kernel density estimation (Q1896048) (← links)
- A study of logspline density estimation (Q1896143) (← links)
- Statistical estimation of a mixture of Gaussian distributions (Q1897261) (← links)
- Optimal asymmetric kernels (Q1927459) (← links)
- Local linear smoothers using inverse Gaussian regression (Q2010792) (← links)
- A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
- Computational efficiency of bagging bootstrap bandwidth selection for density estimation with big data (Q2087094) (← links)
- Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves (Q2247643) (← links)
- Transformation-based nonparametric estimation of multivariate densities (Q2256747) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- Local linear regression with reciprocal inverse Gaussian kernel (Q2312036) (← links)
- A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
- Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation (Q2445704) (← links)
- Accuracy of transformed kernel density estimates for a heavy-tailed distribution (Q2487487) (← links)
- A locally adaptive transformation method of boundary correction in kernel density estimation (Q2498751) (← links)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
- An empirical investigation of the shifted power transformation method in density estimation (Q2563592) (← links)
- Graphical Procedures for Evaluating Overall and Subject-Specific Incremental Values from New Predictors with Censored Event Time Data (Q2893397) (← links)
- Nonparametric overlap coefficient estimation using ranked set sampling (Q3021195) (← links)
- Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
- Analysis of randomized comparative clinical trial data for personalized treatment selections (Q3303673) (← links)
