Pages that link to "Item:Q4345905"

The following pages link to Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905):

Displaying 16 items.

• Note on conditional quantiles for functional ergodic data (Q282873) (← links)
• Limits to classification and regression estimation from ergodic processes (Q1807170) (← links)
• Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
• Recursive kernel estimate of the conditional quantile for functional ergodic data (Q3178622) (← links)
• An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression (Q4222536) (← links)
• Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
• On sequential nearest neighbour regression estimation (Q4248188) (← links)
• (Q4969114) (← links)
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
• Estimating functions and derivatives via adaptive penalized splines (Q5082677) (← links)
• (Q5381113) (← links)
• LOCAL LINEAR MODELLING OF THE CONDITIONAL DISTRIBUTION FUNCTION FOR FUNCTIONAL ERGODIC DATA (Q5868621) (← links)
• Asymptotic properties of the conditional hazard function estimate by the local linear method for functional ergodic data (Q6498112) (← links)