Estimation Non-paramétrique de la Régression: Revue Bibliographique
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Publication:3924992
DOI10.2307/1403039zbMATH Open0471.62039OpenAlexW2314395538MaRDI QIDQ3924992FDOQ3924992
Authors: Gérard Collomb
Publication date: 1981
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403039
Cited In (49)
- Residuals density estimation in nonparametric regression
- Robust nonparametric estimation with missing data
- Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
- Order Choice in Nonlinear Autoregressive Models
- \(k\)NN local linear estimation of the conditional cumulative distribution function: dependent functional data case
- Robust nonparametric regression estimation
- Hammerstein system identification by non-parametric regression estimation
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Kernel estimates of functions and their derivatives with applications
- Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
- Nonparametric regression M-quantiles
- An empirical process approach to the uniform consistency of kernel-type function estimators
- Uniform law of the logarithm for the local linear estimator of the conditional distribution function
- Quadratic errors for nonparametric estimates under dependence
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
- Adaptive nonparametric estimation of a multivariate regression function
- Non-parametric hypothesis testing procedures and applications to demand analysis
- Data-driven \(k\)NN estimation in nonparametric functional data analysis
- Sequential and recursive estimators of the probability density
- A note on prediction via estimation of the conditional mode function
- Nonparametric function recovering from noisy observations
- Consistent nonparametric multiple regression: the fixed design case
- Uniform in bandwidth consistency of nonparametric regression based on copula representation
- Robust regression function estimation
- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
- Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\)
- Non-parametric identification with errors in independent variables
- Mean squared error properties of kernel estimates of regression quantiles
- Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
- Locally-weighted regression: an approach to regression analysis by local fitting
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
- Weak and strong uniform consistency of kernel regression estimates
- kNN robustification equivariant nonparametric regression estimators for functional ergodic data
- An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
- Non-parametric identification with errors in independent variables
- Strong uniform consistency of nonparametric regression function estimates
- Title not available (Why is that?)
- Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives
- Fourier and Hermite series estimates of regression functions
- Choice of regressors in nonparametric estimation
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- The Hilbert kernel regression estimate.
- Nonparametric regression: An up–to–date bibliography
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Growth curves: A two-stage nonparametric approach
- Boundary modification for kernel regression
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
- Asymptotics of conditional empirical processes
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