zbMath0859.62035MaRDI QIDQ1918665
Jeffrey S. Simonoff
Publication date: 18 July 1996
Published in: Springer Series in Statistics (Search for Journal in Brave)
Automatic bandwidth selection in robust nonparametric regression,
Transformation- based density estimation For weighted distributions,
Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach,
An autocorrelation criterion for bandwidth selection in nonparametric regression∗,
Bias reduction by transformed flat-top Fourier series estimator of density on compact support,
MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS,
BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS,
DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION,
EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING,
A note on kernel density estimation at a parametric rate†,
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions,
Recursive kernel regression estimation under α – mixing data,
Weighted kernel estimators in nonparametric binomial regression,
Residual information criterion for single-index model selections,
Smoothed ranks for two or multi-sample location problems,
Test for high dimensional regression coefficients of partially linear models,
High-order data sharpening with dependent errors for regression bias reduction,
Multinomial Probability Estimation by Wavelet Thresholding,
A Survey on Time-Varying Copulas: Specification, Simulations, and Application,
Semiparametric Mixed Model for Longitudinal Image Data,
Estimation of semiparametric mixed analysis of covariance model,
Kernel estimation of regression function gradient,
On the robust regression for a censored response data in the single functional index model,
Unnamed Item,
Generalized least squares cross‐validation in kernel density estimation,
Are size and mitochondrial power of cells inter-determined?,
New non-parametric tests for independence,
Joint Bayesian analysis of multiple response-types using the hierarchical generalized transformation model,
Bimodality in reentry latitude predictions for spacecraft in prograde orbits,
Model selection in regression based on pre-smoothing,
Adaptive normal reference bandwidth based on quantile for kernel density estimation,
An alternative circular smoothing method to nonparametric estimation of periodic functions,
Local linear density estimation for filtered survival data, with bias correction,
Multivariate Density Estimation by Bayesian Sequential Partitioning,
Analysis of Incremental Returns of Canadian Mutual Funds,
Long-Term Yield Rates for Actuarial Valuations,
Graphics processing units in acceleration of bandwidth selection for kernel density estimation,
A binomial model for the kernel density estimator and related inference,
Central limit theorem for the total squared error of local polynomial estimators of cell probabilities,
A study of local linear ridge regression estimators,
Weighted Nadaraya-Watson regression estimation,
Relative density estimation and local bandwidth selection for censored data,
Flexible Class of Skew-Symmetric Distributions,
A Penalized Multinomial Approach to Smoothed Estimation of Disease Incidence,
A mathematical programming approach for improving the robustness of least sum of absolute deviations regression,
Cook's distance in local polynomial regression,
Triple smoothing estimation of the regression function and its derivatives in nonparametric regression,
Density estimation using non-parametric and semi-parametric mixtures,
Plug-in bandwidth choice in partial linear models with autoregressive errors,
Sequential Convex Programming for Computing Information-Theoretic Minimal Partitions: Nonconvex Nonsmooth Optimization,
Multilevel Control Variates for Uncertainty Quantification in Simulations of Cloud Cavitation,
On the relationship between classical chain ladder and granular reserving,
The smoothing parameter, confidence interval and robustness for smoothing splines,
Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation,
Plug-in bandwidth matrices for bivariate kernel density estimation,
A generalization of histogram type estimators,
Comparing nonparametric surfaces,
A hybrid bandwidth selection methodology for kernel density estimation,
Tobit model estimation and sliced inverse regression,
Ill-posed problems with counts, the composite link model and penalized likelihood,
Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions,
An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations,
Equal-bin-width histogram versus equal-bin-count histogram,
Evidence of Convergence Clubs Using Mixture Models,
On study of kernel regression function polygons,
Asymptotic properties in partial linear models under dependence,
Full bandwidth matrix selectors for gradient kernel density estimate,
A nonparametric measure of local association for two-way contingency tables,
Densities, spectral densities and modality.,
Semiparametric density estimation by local \(L_ 2\)-fitting.,
Prediction model-based kernel density estimation when group membership is subject to missing,
Representation of analysis results involving aleatory and epistemic uncertainty,
Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria,
Kernel density estimation based on progressive type-II censoring,
Principal curves of oriented points: theoretical and computational improvements,
Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction,
Local polynomial \(M\)-smoothers in nonparametric regression,
Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves,
A selective overview of nonparametric methods in financial econometrics,
Modeling on-line art auction dynamics using functional data analysis,
Notes on kernel density based mode estimation using more efficient sampling designs,
On the estimation of the mean density of random closed sets,
A Recursive Local Polynomial Approximation Method Using Dirichlet Clouds and Radial Basis Functions,
The analysis of ordered categorical data: An overview and a survey of recent developments. (With discussion),
Modeling autoregressive fuzzy time series data based on semi-parametric methods,
From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression,
Polygonal smoothing of the empirical distribution function,
On discrete Epanechnikov kernel functions,
Uncertainty and Sensitivity Analysis for Models of Complex Systems,
A triplot for multiclass classification visualisation,
Unnamed Item,
Bandwidth matrix selectors for kernel regression,
A particle swarm algorithm with broad applicability in shape-constrained estimation,
Investigations into refinements of Storey's method of multiple hypothesis testing minimising the FDR, and its application to test binomial data,
Dating medieval English charters,
Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data,
A spectral surrogate model for stochastic simulators computed from trajectory samples,
On multidimensional inequality with variable distribution mean,
Density estimation with minimization of \(U\)-divergence,
Mass estimation,
A note on testing independence by a copula-based order selection approach,
Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting,
Fluid flow pattern analysis in a trough region: a nonparametric approach,
Unnamed Item,
Mixtures of regressions with predictor-dependent mixing proportions,
Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy,
Comparison of non-parametric regression functions through their cumulatives,
Determining the first probability density function of linear random initial value problems by the random variable transformation (RVT) technique: a comprehensive study,
Fixed point method to analyze differences between Hipparcos and ICRF2,
Relative efficiency of local bandwidths in kernel density estimation∗,
A Local Linear Least-Absolute-Deviations Estimator of Volatility,
Testing the adequacy of a linear modelVIAcritical smoothing,
Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach,
Selecting iterated modified histograms,
KyPlot as a Tool for Graphical Data Analysis,
Smoothing sparse multinomial data using local polynomial fitting,
A parallel solver for generalised additive models,
The optimal discretization of probability density functions,
Parametric versus nonparametric tolerance regions in detection problems,
Kernel mixture model for probability density estimation in Bayesian classifiers,
Determining vine leaf water stress by functional data analysis,
Local Polynomial Estimation of Contingency Table Cell Probabilities,
A non-parametric model for fuzzy forecasting time series data,
Inferring within-host bottleneck size: a Bayesian approach,
Consistency of cross validation for comparing regression procedures,
A semi-parametric approach to robust parameter design,
Some improvements on a boundary corrected kernel density estimator,
Robust nonparametric estimation of the intensity function of point data,
Accuracy of transformed kernel density estimates for a heavy-tailed distribution,
Shape constrained smoothing using smoothing splines,
Nonparametric methods of inference for finite-state, inhomogeneous Markov processes,
A gamma kernel density estimation for insurance loss data,
Standardized posterior mode for the flexible use of a conjugate prior,
Nonlinear regression modeling using regularized local likelihood method,
Density estimation from aggregate data,
Learning hybrid Bayesian networks using mixtures of truncated exponentials,
Simple and efficient improvements of multivariate local linear regression,
Shrinkage for categorical regressors,
Structural sensitivity of biological models revisited,
Asymptotic Theory for the Multiscale Wavelet Density Derivative Estimator,
Density estimation,
\(M\)-cross-validation in local median estimation,
Ellipsoidal one-class constraint acquisition for quadratically constrained programming,
Nonparametric Estimation for Risk in Value-at-Risk Estimator,
Density estimation and comparison with a penalized mixture approach,
Doubly robust kernel density estimation when group membership is missing at random,
A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER,
Estimation of a partially linear additive model with generated covariates,
Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence,
Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables,
A note on functional linear regression,
Asymptotic properties of parallel Bayesian kernel density estimators,
Computational aspects in local image denoising and reconstruction with correlated errors,
On kernel-based mode estimation using different stratified sampling designs,
Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data,
Efficient estimators for expectations in nonlinear parametric regression models with responses missing at random,
Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms,
Structural Adaptive Smoothing Procedures,
On automatic kernel density estimate-based tests for goodness-of-fit,
Scale space view of curve estimation.,
Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation,
Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models,
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction,
Local significant differences from nonparametric two-sample tests,
On cross-validation in kernel and partitioning regression estimation.,
A unified treatment of direct and indirect estimation of a probability density and its derivatives,
Nonparametric estimation of regression functions with both categorical and continuous data,
Spatially-explicit Bayesian information entropy metrics for calibrating landscape transformation models,
Nonparametric estimation by convex programming,
On the granularity of summative kernels,
A nonparametric test for equality of distributions with mixed categorical and continuous data,
A nonparametric approach to measuring the sensitivity of an asset's return to the market,
Air gauge characteristics linearity improvement,
Non-parametric kernel regression for multinomial data,
Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions,
Improved nearest neighbor classifiers by weighting and selection of predictors,
The Cauchy--Schwarz divergence and Parzen windowing: Connections to graph theory and Mercer kernels,
Nonparametric models and their estimation,
Nonparametric estimation of volatility models with serially dependent innovations,
On close relations of local likelihood density estimation,
Testing independence in bivariate distributions of claim frequencies and severities,
Kernel density estimation via diffusion,
A goodness-of-fit test for logistic-normal models using nonparametric smoothing method,
Smoothed bootstrap confidence intervals with discrete data,
Sparse matrix tools for Gaussian models on lattices,
A smoothing approach for masking spatial data,
Optimal bandwidth of the ``Minkowski content-based estimator of the mean density of random closed sets: theoretical results and numerical experiments, A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density, Possibilistic signal processing: How to handle noise?, Functional statistical techniques applied to vine leaf water content determination, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Testing for a multivariate generalized Pareto distribution, Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach, Nonparametric estimation of distributions with categorical and continuous data, Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model, Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution, The generalized cross entropy method, with applications to probability density estimation, Nonparametric estimation of the anisotropic probability density of mixed variables, A smoothing filter based on fuzzy transform, F-transform with parametric generalized fuzzy partitions, Interval-valued probability density estimation based on quasi-continuous histograms: proof of the conjecture, Functional data analysis as a tool to correlate textural and geochemical data, Engel's law reconsidered, Analysis of time of occurrence of earthquakes: A functional data approach, Fuzzy density estimation, Survival function estimation when lifetime and censoring time are dependent, A consistent model specification test with mixed discrete and continuous data, Local M-estimator for nonparametric time series., Kernel smoothing density estimation when group membership is subject to missing, Distributed optimal control for multi-agent trajectory optimization, Particle-kernel estimation of the filter density in state-space models, A general projection framework for constrained smoothing., Relative error prediction via kernel regression smoothers, Uniform in bandwidth consistency of kernel estimators of the density of mixed data, Optimal level sets for bivariate density representation, Measuring the stability of histogram appearance when the anchor position is changed, Constrained regression model selection, A nonparametric model for analysis of the EURO bond market, Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library, Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression, Derivatives diagnostics and robustness for smoothing splines, Isotonic single-index model for high-dimensional database marketing, A data-based method for selecting tuning parameters in minimum distance estimators, A Bayesian approach to bandwidth selection for multivariate kernel density estimation, Robust weighted LAD regression, Maximum likelihood kernel density estimation: on the potential of convolution sieves, Bayesian classifiers based on kernel density estimation: flexible classifiers, MARS: selecting basis functions and knots with an empirical Bayes method, Robust nonparametric tests for the two-sample location problem, QML estimators in linear regression models with functional coefficient autoregressive processes, Discrete associated kernels method and extensions, Necessary and sufficient conditions for generalized uniform fuzzy partitions, Nonparametric estimation when data on derivatives are available, Real time estimation in local polynomial regression, with application to trend-cycle analysis, Statistical models for e-learning data, Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models, Double-smoothing for bias reduction in local linear regression, Local likelihood regression in generalized linear single-index models with applications to microarray data, A statistical approach to case based reasoning, with application to breast cancer data, Linear boundary kernels for bivariate density estimation, Nonparametric estimation with mixed data types in survey sampling, Multivariate mode hunting: Data analytic tools with measures of significance, Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression, Iterative bias reduction: a comparative study, Reweighted kernel density estimation, Error process indexed by bandwidth matrices in multivariate local linear smoothing, Bias reduction in kernel binary regression, Robust forecasting of mortality and fertility rates: a functional data approach, Classifying densities using functional regression trees: applications in oceanology, Non-parametric log-concave mixtures, An empirical study of a test for polynomial relationships in randomly right censored regression models, Bandwidth selection for a data sharpening estimator in nonparametric regression, Feature significance for multivariate kernel density estimation, A recipe for robust estimation using pseudo data, A sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory, Reducing bias in curve estimation by use of weights., Quasi-continuous histograms, Rates of convergence for the pre-asymptotic substitution bandwidth selector, Nonparametric confidence intervals of instantaneous forward rates, On kernel density estimation near endpoints, Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process, Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors, Exploring efficiency differences over time in the Spanish banking industry, Testing goodness of fit for stochastic models of carcinogenesis, Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density