Nonparametric regression with infinite order flat-top kernels
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Cites work
- A new class of kernels for nonparametric curve estimation
- A note on the usefulness of superkernels in density estimation
- Adaptive bandwidth choice
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Multivariate density estimation with general flat-top kernels of infinite order
- Nonparametric smoothing and lack-of-fit tests
Cited in
(31)- On nonparametric regression with higher-order kernels
- Multivariate density estimation with general flat-top kernels of infinite order
- Uniform confidence bands in deconvolution with unknown error distribution
- CDF and survival function estimation with infinite-order kernels
- On linearization of nonparametric deconvolution estimators for repeated measurements model
- Estimation of varying coefficient models with measurement error
- Reduced bias nonparametric lifetime density and hazard estimation
- Uniform confidence bands for nonparametric errors-in-variables regression
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
- High-dimensional autocovariance matrices and optimal linear prediction
- Non-parametric sequential estimation of a regression function based on dependent observations
- Consistent estimation of ordinary differential equation when the transformation parameter is unknown
- Nonlinear spectral density estimation: thresholding the correlogram
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- Deconvolution for an atomic distribution: rates of convergence
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
- Average derivative estimation under measurement error
- Bias reduction by transformed flat-top Fourier series estimator of density on compact support
- Nonparametric significance testing in measurement error models
- Higher-order accurate spectral density estimation of functional time series
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- A note on kernel density estimation at a parametric rate†
- Policy Optimization Using Semiparametric Models for Dynamic Pricing
- Bandwidth selection for nonparametric regression with errors-in-variables
- On internally corrected and symmetrized kernel estimators for nonparametric regression
- Simultaneous statistical inference for second order parameters of time series under weak conditions
- Local quadratic spectral and covariance matrix estimation
- Inference in the presence of unknown rates
- Estimation of a quadratic regression functional using the sinc kernel
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction
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