zbMath0716.62040MaRDI QIDQ1188769
Wolfgang Karl Härdle
Publication date: 17 September 1992
Published in: Springer Series in Statistics (Search for Journal in Brave)
A unified treatment of direct and indirect estimation of a probability density and its derivatives,
β-divergence loss for the kernel density estimation with bias reduced,
New robust confidence intervals for the mean under dependence,
Computing confidence intervals for log-concave densities,
Model based bootstrap methods for interval censored data,
Bayesian density estimation using bernstein polynomials,
Local polynomial \(M\)-smoothers in nonparametric regression,
DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION,
Bandwidth selection in nonparametric regression with general errors,
A Versatile Family of Generalized Log-logistic Distributions: Unimodality, Bimodality, Regression, and Applications,
On the estimation of the mean density of random closed sets,
The effects of kernel choices in density estimation with biased data,
Multivariate mixtures of Erlangs for density estimation under censoring,
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval,
Estimation of partially conditional average treatment effect by double kernel-covariate balancing,
Estimation of a measure of local correlation for independent samples and time series data,
Nonparametric regression estimators in dual frame surveys,
On some generalized families arising from mixture normal distribution with applications,
Evaluation of kernel density estimation methods for daily precipitation resampling,
A combined adaptive-mixtures/plug-in estimator of multivariate probability densities,
Online learning of smooth functions,
Generalized least squares cross‐validation in kernel density estimation,
Optimal bandwidth of the ``Minkowski content-based estimator of the mean density of random closed sets: theoretical results and numerical experiments, Statistical Scale Space Methods, Order selection with confidence for finite mixture models, A simple root selection method for univariate finite normal mixture models, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Asymptotic Normality ofL1-Error in Density Estimation, The anchor position of histograms and frequency polygons: quantitative and qualitative smoothing, Deconvolution for an atomic distribution, A new class of exponentiated exponential distributions: bimodality, regression, and application, Large and moderate deviations for kernel-type estimators of the mean density of Boolean models, Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions, A new recognition algorithm for ``head-and-shoulders price patterns,
A faster algorithm to estimate multiresolution densities,
A difference based approach to the semiparametric partial linear model,
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models,
Adaptive normal reference bandwidth based on quantile for kernel density estimation,
Similarity analysis in Bayesian random partition models,
Bayesian density estimation via dirichlet density processes,
Optimized fixed-size kernel models for large data sets,
Estimating the mixing proportion in a semiparametric mixture model,
Query-dependent ranking and its asymptotic properties,
Testing exponentiality against NBUFR (NWUFR).,
Estimation of a finite population distribution function based on a linear model with unknown heteroscedastic errors,
Bayesian predictive inference under a Dirichlet process with sensitivity to the normal baseline,
Bernstein polynomial model for nonparametric multivariate density,
Stochastic geometric models, and related statistical issues in tumour-induced angiogenesis,
On-line learning of smooth functions of a single variable,
Functional principal component regression with noisy covariate,
Measuring the stability of histogram appearance when the anchor position is changed,
On generating T-X family of distributions using quantile functions,
Is Each NPMLE of a Continuous Bivariate Distribution Function with Singly Right-Censored Data Really Inconsistent?,
Semi-parametric modelling in finance: theoretical foundations,
Penalized B-spline estimator for regression functions using total variation penalty,
A semi-parametric approach to risk management,
On Gauss quadrature and partial cross validation,
A Bayesian approach to bandwidth selection for multivariate kernel density estimation,
Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation,
A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data,
Kernel smoothing approaches to nonparametric item characteristic curve estimation,
A study of local linear ridge regression estimators,
Bayesian approach for mixture models with grouped data,
Bandwidth selection for kernel conditional density estimation.,
On kernel nonparametric regression designed for complex survey data,
A diagnostic tool for mixture models,
Triple smoothing estimation of the regression function and its derivatives in nonparametric regression,
Using the Variagraph to Test Lack of Fit of a Parametric Regression Model Without Replication,
Estimating the index of increase via balancing deterministic and random data,
Bayesian modeling using a class of bimodal skew-elliptical distributions,
One-Sided Cross-Validation for Nonsmooth Density Functions,
A statistical approach to case based reasoning, with application to breast cancer data,
Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression,
Difference-based variance estimator for nonparametric regression in complex surveys,
Nonparametric regression estimators in complex surveys,
Qualitative robustness of set-valued value-at-risk,
Nonparametric direct density ratio estimation using beta kernel,
Smoothing splines estimators in functional linear regression with errors-in-variables,
Extended rank analysis of covariance adjusting for local correlations,
A nonparametric procedure for blind image deblurring,
Comments on: Transversality of the Shapley value,
Testing diffusion processes for non-stationarity,
The dependent Dirichlet process and related models,
Self-consistency-based tests for bivariate distributions,
Kernel distribution function estimation under the Koziol-Green model,
Pivotal Quantities Based on Sequential Data: A Bootstrap Approach,
Global convergence of the stochastic tâtonnement process,
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Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.,
Robust and consistent estimation of nonlinear errors-in-variables models,
Smooth estimation of multivariate survival and density functions,
On kernel estimators of density for reversible Markov chains,
Nonparametric estimation of a regression function with dependent observations,
On study of kernel regression function polygons,
Some results on increments of the partially observed empirical process,
Application of Bernstein polynomials for smooth estimation of a distribution and density function,
On the Schoenberg transformations in data analysis: theory and illustrations