scientific article; zbMATH DE number 3171491
From MaRDI portal
Publication:3290184
Cited in
(20)- Consistencies and rates of convergence of jump-penalized least squares estimators
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Estimation of a regression function on a Poisson process
- Effective nonparametric estimation in the case of severely discretized data
- Large Sample Properties of Partitioning-Based Series Estimators
- Nonparametric shape-restricted regression
- John W. Tukey's work on time series and spectrum analysis.
- A simple framework for nonparametric specification testing
- Multiscale change-point segmentation: beyond step functions
- Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
- Lack-of-fit tests based on weighted ratio of residuals and variances
- Multiscale Quantile Segmentation
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions
- Learning transfer operators by kernel density estimation
- Information criteria for model selection
- Kernel-based regression of drift and diffusion coefficients of stochastic processes
- Fast and simple scatterplot smoothing
- Semi-supervised U-statistics
- Fast MMPTs: a fast approximate sampler toward a mixture of multivariate polya trees
- Testing the functions defining a nonlinear autoregressive time series
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3290184)