scientific article; zbMATH DE number 1423401
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zbMATH Open0970.62024MaRDI QIDQ4947005FDOQ4947005
Publication date: 3 October 2001
Title of this publication is not available (Why is that?)
Recommendations
asymptotic normalityB-splinesasymptotic biasBernoulli polynomialregression splinesrandom designsheteroscedastic errorsderivative estimators
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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- Change-point estimation using shape-restricted regression splines
- Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
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- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
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- Large Sample Properties of Partitioning-Based Series Estimators
- Posterior contraction rates of density derivative estimation
- Bayesian two-step estimation in differential equation models
- On a projection estimator of the regression function derivative
- Estimation of partial derivative functionals with application to human mortality data analysis
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Risk bounds when learning infinitely many response functions by ordinary linear regression
- Automatic identification of curve shapes with applications to ultrasonic vocalization
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- Computing Fréchet derivatives in partial least squares regression
- Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research
- Estimating functions and derivatives via adaptive penalized splines
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