Design-adaptive Nonparametric Regression
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(only showing first 100 items - show all)- Nonparametric regression estimation with general parametric error covariance
- Bandwidth selection for a data sharpening estimator in nonparametric regression
- Local polynomial estimation in partial linear regression models under dependence
- Wavelet density estimation for stratified size-biased sample
- Error process indexed by bandwidth matrices in multivariate local linear smoothing
- Loss development forecasting models: an econometrician's view
- On kernel density estimation near endpoints
- Linearity testing using local polynomial approximation
- Cross-validatory bandwidth selections for regression estimation based on dependent data
- A multiplicative bias reduction method for nonparametric regression
- Growth curves: A two-stage nonparametric approach
- Local likelihood density estimation
- Locally parametric nonparametric density estimation
- On nonparametric estimation of intercept and slope distributions in random coefficient regression
- Curve estimation when the design density is low
- On identity reproducing nonparametric regression estimators
- Choice of regressors in nonparametric estimation
- On close relations of local likelihood density estimation
- On automatic boundary corrections
- Density adjusted kernel smoothers for random design nonparametric regression
- Multivariate regression estimation: Local polynomial fitting for time series
- Smoothed bootstrap confidence intervals with discrete data
- Methodology for nonparametric regression from independent sources
- A comparison of local constant and local linear regression quantile estimators
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- Local polynomial fitting under association
- Nonparametric prediction by conditional median and quantiles
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Nonparametric comparison of regression curves: An empirical process approach
- Comparison of presmoothing methods in kernel density estimation under censoring
- Bootstrap confidence bands for regression curves and their derivatives
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Nonparametric conditional predictive regions for time series
- Recursive local polynomial regression under dependence conditions
- Variable bandwidth selection in varying-coefficient models
- Local nonlinear least squares: using parametric information in nonparametric regression
- Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
- Local linear regression estimation for time series with long-range dependence
- Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data
- Asymptotic theory for varying coefficient regression models with dependent data
- Generalized nonparametric smoothing with mixed discrete and continuous data
- Nonparametric estimation of a quantile density function by wavelet methods
- Gradient-based bandwidth selection for estimating average derivatives
- Optimal bandwidth selection for the fuzzy regression discontinuity estimator
- Vine copula approximation: a generic method for coping with conditional dependence
- Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Sieve empirical likelihood ratio tests for nonparametric functions
- Global and local statistical properties of fixed-length nonparametric smoothers
- Rates of strong consistency for nonparametric regression estimators.
- Robustness weight by weighted median distance
- Analysis of oldest-old mortality: lifetables revisited
- Functional stability of one-step GM-estimators in approximately linear regression
- Regression-type inference in nonparametric autoregression
- Cumulative regression function tests for regression models for longitudinal data
- Scale space view of curve estimation.
- Local polynomial regresssion estimators in survey sampling.
- Nonparametric analysis of covariance.
- Model specification tests in nonparametric stochastic regression models
- Multivariate local fitting with general basic functions
- Local polynomial \(M\)-smoothers in nonparametric regression
- Smoothing categorical data
- Nonparametric regression estimation with missing data
- On combining independent nonparametric regression estimators
- Smoothing bias in the measurement of marginal effects
- Testing for additivity in nonparametric regression
- Estimation of general semi-parametric quantile regression
- Nonparametric smooth estimation of the expected inactivity time function
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
- Semiparametric regression during 2003--2007
- A bootstrap detection for operational determinism
- Synchronizing sample curves nonparametrically
- Optimal estimation of variance in nonparametric regression with random design
- Local linear smoothers using inverse Gaussian regression
- Solving Euler equations via two-stage nonparametric penalized splines
- Least product relative error estimation for identification in multiplicative additive models
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression
- Statistical inference on uncertain nonparametric regression model
- A new estimator of a jump discontinuity in regression
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Dependence of variance on covariate design in nonparametric link regression
- Model averaging estimation for varying-coefficient single-index models
- Entropy balancing for continuous treatments
- Local linear estimation of the regression function for twice censored data
- Computational analysis of the behavior of stochastic volatility models with financial applications
- Asymptotics of estimators for nonparametric multivariate regression models with long memory
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression
- On the local linear modelization of the conditional density for functional and ergodic data
- A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects
- Nonparametric local linear estimation of the relative error regression function for twice censored data
- Performance criteria and discrimination of extreme undersmoothing in nonparametric regression
- On the local linear modelization of the conditional distribution for functional data
- On estimation of mean and covariance functions in repeated time series with long-memory errors
- Targeted smoothing parameter selection for estimating average causal effects
- Bootstrapping nonparametric prediction intervals for conditional value-at-risk with heteroscedasticity
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Autoregressive wild bootstrap inference for nonparametric trends
- Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions
- Estimation of a partially linear additive model with generated covariates
- A nonparametric Bayesian methodology for regression discontinuity designs
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