scientific article
From MaRDI portal
Publication:3339943
zbMath0548.62028MaRDI QIDQ3339943
Theo Gasser, Hans-Georg Müller
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalitykernel estimatesrates of convergencemean square errorintegrated mean square errorweak and strong consistencyestimation of derivativessmoothness conditionsfinite sample resultsapplications in biomedicine
Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) General nonlinear regression (62J02)
Related Items
On a projection estimator of the regression function derivative, Kernel regression for estimating regression function and its derivatives with unknown error correlations, Tuning parameter selection for nonparametric derivative estimation in random design, Plug-in bandwidth choice in partial linear models with autoregressive errors, On bandwidth selection in partial linear regression models under dependence, Asymptotic properties in partial linear models under dependence, Weak and universal consistency of moving weighted averages, A smooth simultaneous confidence band for correlation curve, A nonparametric statistical procedure for the detection of marine pollution, Asymptotics for \(p\)-value based threshold estimation under repeated measurements, Properties of nonparametric estimators of autocovariance for stationary random fields, Sur la convergence des tests de Schlee et de Yatchew, Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors, A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors, Symmetrized kernel estimators of the regression slope, On a likelihood-based approach in nonparametric smoothing and cross- validation, Numerical Discretization-Based Estimation Methods for Ordinary Differential Equation Models via Penalized Spline Smoothing with Applications in Biomedical Research, Integral functionals of the Gasser-Müller regression function, Optimal designs for nonparametric estimation of zeros of regression functions, Nonparametric estimation of a regression function by delta sequences, A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators, Non-parametric estimation of the average growth curve with a general non-stationary error process, The effect of the regularity of the error process on the performance of kernel regression estimators, Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization, Convolution type estimators for nonparametric regression, Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications, A note on density mode estimation, Gradient-based bandwidth selection for estimating average derivatives, Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral, Piecewise convex function estimation: Pilot estimators, Dynamic relations for sparsely sampled Gaussian processes, Empirical dynamics for longitudinal data, On asymptotically optimal wavelet estimation of trend functions under long-range dependence, An iterated quasi-interpolation approach for derivative approximation, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Effect of mean on variance function estimation in nonparametric regression, Functional density synchronization, Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space, Wavelet designs for estimating nonparametric curves with heteroscedastic error, On estimating the marginal distribution of a detrended series with long memory, Spline confidence bands for functional derivatives, Laplace deconvolution with noisy observations, Identification and estimation of nonseparable single-index models in panel data with correlated random effects, Parameter estimation of ODE's via nonparametric estimators, \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing, Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case, Unbiased nonparametric estimation of the derivative of the mean, A general asymptotic scheme for inference under order restrictions, Robust estimation for nonparametric generalized regression, SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP, Limit properties of the monotone rearrangement for density and regression function estimation, On local slope estimation in partial linear models under Gaussian subordination, A note on wavelet estimation of the derivatives of a regression function in a random design setting, A robust nonparametric estimation of the autoregression function under an ergodic hypothesis, Goodness of fit in nonparametric regression modelling, Synchronizing sample curves nonparametrically, Bootstrapping local polynomial estimators in likelihood-based models, Empirical Dynamics and Functional Data Analysis, Bandwidth selection for local linear regression, Estimation of partial derivative functionals with application to human mortality data analysis, Tail dimension reduction for extreme quantile estimation, Multiquadric trigonometric spline quasi-interpolation for numerical differentiation of noisy data: a stochastic perspective, Bootstrap confidence intervals in nonparametric regression with built-in bias correction, On the weak convergence of the empirical conditional copula under a simplifying assumption, A semi-parametric approach to robust parameter design, Performance criteria and discrimination of extreme undersmoothing in nonparametric regression, Nonparametric estimation of the regression function from quantized observations, A law of the iterated logarithm for kernel estimators of regression functions, A semi-parametric mode regression with censored data, A study of local linear ridge regression estimators, Modifying the double smoothing bandwidth selector in nonparametric regression, Non-parametric estimation of the average growth curve from quantized observations and correlated errors, Nonparametric, multidimensional estimation of regression derivatives., Censored multiple regression by the method of average derivatives, Sieve bootstrap for smoothing in nonstationary time series, A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure, Empirical likelihood based inference for the derivative of the nonparametric regression function, Robust estimators of high order derivatives of regression functions, On a robust local estimator for the scale function in heteroscedastic nonparametric regression, Triple smoothing estimation of the regression function and its derivatives in nonparametric regression, Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series, On rapid change points under long memory, Computation and application of robust data-driven bandwidth selection for gradient function estimation, Unnamed Item, Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models, Estimating semiparametric panel data models by marginal integration, Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors, Asymptotic and bootstrap confidence bounds for the structural average of curves., Local asymptotics for regression splines and confidence regions, In praise of partially interpretable predictors, Self-consistent estimation of mean response functions and their derivatives, Error process indexed by bandwidth matrices in multivariate local linear smoothing, Bootstrap testing for discontinuities under long-range dependence, Variable bandwidth kernel regression estimation, On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors, Transfer of tail information in censored regression models, A new estimator of a jump discontinuity in regression, Estimation of the conditional distribution in a conditional Koziol-Green model, Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes, Estimation of the regression operator from functional fixed-design with correlated errors, Nonparametric kernel regression estimation near endpoints., Double smoothing for kernelestimators in nonparametric regression, Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function, On the estimation of the quantile density function