On Non-Parametric Estimates of Density Functions and Regression Curves

Cited in

(only showing first 100 items - show all)

Memory-based neuro-fuzzy system for interpolation of reflection coefficients of printing inks
Large and moderate deviations principles for kernel estimators of the multivariate regression
Smooth functions and local extreme values
Bivariate density estimation using BV regularisation
Testing independence in nonparametric regression
Smoothed L-estimation of regression function
On estimation of a density and its derivatives
L_p-consistency of multivariate density estimates
Consistency of a nonparametric estimation of a density functional
Asymptotic distributions of estimators of the derivative of a density and the score function
Estimates for the score function under random censoring
Modified nonparametric kernel estimates of a regression function and their consistencies with rates
Testing for dispersive ordering
Non-parametric estimation of conditional quantiles
Strong consistency properties of nonparametric estimators for randomly censored data. I: The product-limit estimator
On the uniform complete convergence of density function estimates
Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications
Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
Consistency of a recursive nearest neighbor regression function estimate
Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
Kernel estimation with cross-validation using the fast Fourier transform
Residuals density estimation in nonparametric regression
Maximum entropy estimation of density and regression functions
Nonparametric estimation of mixed partial derivatives of a multivariate density
On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives
Nonparametric bootstrap confidence intervals for discrete regression functions
Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
Estimation of prior distribution and empirical Bayes estimation in a nonexponential family
On confidence intervals in nonparametric binary regression via Edgeworth expansions
On smooth estimation of mean residual life
Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation
On residual sums of squares in non-parametric autoregression
Specification test for binary choice models based on index quantiles
Nonparametric estimation of joint discrete-continuous probability densities with applications
Smooth nonparametric estimation of the hazard and hazard rate functions from record-breaking data
On the strong uniform consistency of density estimation for strongly dependent sequences
Nonparametric curve estimation with Bernstein estimates
On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
A new methodology for evolutionary optimization of energy systems.
Comparison of presmoothing methods in kernel density estimation under censoring
Kernel adjusted nonparametric regression
Parallel distributed kernel estimation
Which startup to invest in: a personalized portfolio strategy
Smooth conditional distribution estimators using Bernstein polynomials
Nearest neighbor estimates of regression
Regression analysis of multivariate current status data with auxiliary covariates under the additive hazards model
Conditional kernel density estimation for some incomplete data models
Nonlinear system identification via direct weight optimization
A new proof of strong consistency of kernel estimation of density function and mode under random censorship.
Densities, spectral densities and modality.
Multivariate local fitting with general basic functions
Canonical correlation analysis based on information theory
A note on kernel principal component regression
Dating medieval English charters
A note on residual-based empirical likelihood kernel density estimation
On a nonparametric test for linear relationships
Estimating the density of unemployment duration based on contaminated samples or small samples
Recursive non-parametric kernel classification rule estimation for independent functional data
QANOVA: quantile-based permutation methods for general factorial designs
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Nonparametric statistical learning based on modal regression
Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials
Probabilistic constrained optimization on flow networks
Monotonicity preservation properties of kernel regression estimators
New insights into approximate Bayesian computation
Strong uniform consistency of kernel density estimators under a censored dependent model
Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
On the homogeneity test based on the kernel-type estimators of a distribution density
Bernstein conditional density estimation with application to conditional distribution and regression functions
Continuous auxiliary covariate in additive hazards regression for survival data
Infinite order cross-validated local polynomial regression
Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model
Product-type and presmoothed hazard rate estimators with censored data
Local block bootstrap inference for trending time series
Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
Nonparametric density estimation for nonmixing approximable stochastic processes
Application of radial basis function and generalized regression neural networks in nonlinear utility function specification for travel mode choice modelling
A note on the use of kernel functions in weighted estimators
Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
A kernel mode estimate under random left truncation and time series model: asymptotic normality
Moderate deviations for the kernel mode estimator and some applications
Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
Bank characteristics and the interbank money market: a distributional approach
Methodology for nonparametric bias reduction in kernel regression estimation
Nonparametric Statistics and High/Infinite Dimensional Data
Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors
Some asymptotic results of kernel density estimators under random left-truncation and dependent data
Estimating the conditional error distribution in non-parametric regression
Conditional stochastic dominance tests in dynamic settings
Logrank-type tests with presmoothing
Non linear parametric mode regression
Instance-based credit risk assessment for investment decisions in P2P lending
Variable selection for additive partial linear quantile regression with missing covariates
Non-parametric regression and density estimation under control of modality
Nonparametric density estimation from censored data
Non-parametric estimation of the conditional mode
Bootstrap methods in regression smoothing^∗
On variance-stabilizing multivariate non parametric regression estimation

This page was built for publication: On Non-Parametric Estimates of Density Functions and Regression Curves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5345386)