scientific article; zbMATH DE number 3651578

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Linear boundary kernels for bivariate density estimation
Integrated mean squared error of a smoothing spline
A comparison of Kriging with nonparametric regression methods
Nonparametric function recovering from noisy observations
Consistent nonparametric multiple regression: the fixed design case
Adaptive nonparametric estimation of a multivariate regression function
Convolution type estimators for nonparametric regression
Quadratic errors for nonparametric estimates under dependence
Fixed design regression for time series: Asymptotic normality
Wavelet regression for random or irregular design.
Asymptotic normality of nonparametric estimators under -mixing condition
Remarks on extremal problems in nonparametric curve estimation
Nonparametric kernel regression estimation near endpoints.
Consistent bandwidth selection for kernel binary regression
On kernel density estimation near endpoints
SEMIFAR forecasts, with applications to foreign exchange rates.
Discontinuous regression surfaces fitting
Estimating error correlation in nonparametric regression
Growth curves: A two-stage nonparametric approach
On a likelihood-based approach in nonparametric smoothing and cross- validation
Comparison of bandwidth selectors in nonparametric regression under dependence
Nonparametric estimation of density derivatives of dependent data
Robust plug-in bandwidth estimators in nonparametric regression
Kernel regression estimates of growth curves using nonstationary correlated errors
On automatic boundary corrections
Local parametric analysis of hedging in discrete time
Mass shifting roles of negative kernel mass in density estimation
Nonparametric regression with long-memory errors
Density adjusted kernel smoothers for random design nonparametric regression
A simple nonparametric estimator of a strictly monotone regression function
On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
An interpolation method for adapting to sparse design in multivariate nonparametric regression
Reducing variance in nonparametric surface estimation
Kernel density estimation of actuarial loss functions
A consistent test for the functional form of a regression based on a difference of variance estimators
Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
Nonparametric kernel density estimation near the boundary
Density estimation on manifolds with boundary
Kernel estimation of extreme regression risk measures
Improving the prediction performance of the Lasso by subtracting the additive structural noises
Asymptotic properties of kernel density estimation with complex survey data
Analysis of oldest-old mortality: lifetables revisited
Direct estimation of low-dimensional components in additive models.
Nonparametric regression M-quantiles
Locally adaptive fitting of semiparametric models to nonstationary time series.
Smoothing categorical data
A note on strong convergence rates in nonparametric regression
On combining independent nonparametric regression estimators
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
Automatic bandwidth choice and confidence intervals in nonparametric regression
Correcting bias due to misclassification in the estimation of logistic regression models
Fourier frequency adaptive regularization for smoothing data
Variable bandwidth and one-step local \(M\)-estimator
Kernel estimation of discontinuous regression functions
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
Asymptotic properties of Dirichlet kernel density estimators
Asymptotics for \(L_1\)-wavelet method for nonparametric regression
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
Measuring timeliness of annual reports filing by jump additive models
Nonparametric regression with modified ReLU networks
Local linear estimation of the regression function for twice censored data
A computational validation for nonparametric assessment of spatial trends
Modeling autoregressive fuzzy time series data based on semi-parametric methods
Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model
Asymptotic theory for time series with changing mean and variance
Extrinsic regression and anti-regression on projective shape manifolds
Monotonicity preservation properties of kernel regression estimators
A non-parametric model for fuzzy forecasting time series data
Boundary kernels for adaptive density estimators on regions with irregular boundaries
Boundary bias correction using weighting method in presence of nonresponse in two-stage cluster sampling
Local linear regression with reciprocal inverse Gaussian kernel
Sheep in wolf's clothing: using the least squares criterion for quantile estimation
Multiplier bootstrap methods for conditional distributions
Cross-validation in nonparametric regression with outliers
Local block bootstrap inference for trending time series
Bandwidth matrix selectors for kernel regression
Effect of mean on variance function estimation in nonparametric regression
Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
A strong linear representation for the maximum conditional hazard rate estimator in survival analysis
Robustness of one-sided cross-validation to autocorrelation
A locally adaptive transformation method of boundary correction in kernel density estimation
Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
Empirical likelihood inference for semiparametric model with linear process errors
Nonparametric estimation of regression level sets using kernel plug-in estimator
Smoothing spline regression estimation based on real and artificial data
Kernel estimators of mode under -weak dependence
Strong consistency of regression function estimator with martingale difference errors
Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
On testing whether burn-in is required under the long-run average cost
Asymmetric kernels for boundary modification in distribution function estimation
Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
Modification for boundary effects and jump points in nonparametric regression
scientific article; zbMATH DE number 3909529 (Why is no real title available?)
Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
A simple root n bandwidth selector for nonparametric regression
Some Methodological Aspects of Validation of Models in Nonparametric Regression
Local M-estimation for jump-diffusion processes
Sur la convergence des tests de Schlee et de Yatchew
Tail density estimation for exploratory data analysis using kernel methods

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