scientific article; zbMATH DE number 3221828

From MaRDI portal
Publication:5509408

zbMath0136.40902MaRDI QIDQ5509408

Elizbar A. Nadaraya

Publication date: 1964


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Pseudo likelihood and dimension reduction for data with nonignorable nonresponse, Nonparametric analysis of competing risks data with event category missing at random, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Unnamed Item, Nonparametric inference for interval data using kernel methods, Estimation and clustering of directional wave spectra, Variable-dependent partial dimension reduction, Adversarial orthogonal regression: two non-linear regressions for causal inference, Robust methods to correct for measurement error when evaluating a surrogate marker, Nonparametric estimation in an illness‐death model with component‐wise censoring, Non‐parametric regression in clustered multistate current status data with informative cluster size, A Review of Multi‐Compartment Infectious Disease Models, Nonparametric estimation in mixture cure models with covariates, A semiparametric isotonic regression model for skewed distributions with application to DNA–RNA–protein analysis, Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution, Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory, Nonparametric estimation of a smooth trend in the presence of a periodic sequence, Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector, Testing similarity between first-order intensities of spatial point processes. A comparative study, A Bayesian approach for nonparametric regression in the presence of correlated errors, Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method, Unnamed Item, Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data, The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data, Kernel regression estimation for LTRC and associated data, Dimension reduction in time series under the presence of conditional heteroscedasticity, Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data, On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm, ON THE REGRESSION ESTIMATION FROM p-MIXING SAMPLES, An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers, Bias assessment in local regression, Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence, Nonparametric multiple regression by projection on non-compactly supported bases, Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature, Consistency of the conditional hazard function with functional explanatory variable under twice censored data, Statistical inference in marginalized zero-inflated Poisson regression models with missing data in covariates, Nonlinear multiplicative distortion regression models with second-order estimation, Unnamed Item, Kernel spline regression, Nonparametric cure rate estimation with covariates, A study of local linear ridge regression estimators, Estimation of extreme quantiles in a simulation model, Nonparametric estimation of a regression function, Triple smoothing estimation of the regression function and its derivatives in nonparametric regression, An empirical process approach to the uniform consistency of kernel-type function estimators, Unnamed Item, Goodness-of-fit tests for linear regression models with missing response data, A limit distribution of the square error deviation of nonparametric estimators of the regression function, A limit distribution of the square error deviation of nonparametric estimators of the regression function, A robust estimation method for the linear regression model parameters with correlated error terms and outliers, Nonparametric multidimensional fixed effects panel data models, Semiparametric inference for the scale-mixture of normal partial linear regression model with censored data, Comparison of Bayesian nonparametric density estimation methods, Bayesian model averaging of possibly similar nonparametric densities, Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data, Experimental comparison of functional and multivariate spectral-based supervised classification methods in hyperspectral image, A nonparametric statistical procedure for the detection of marine pollution, Copula diagnostics for asymmetries and conditional dependence, Non parametric covariance model with circular condition and its application, A NONPARAMETRIC MIXED-EFFECTS MODEL FOR CANCER MORTALITY, Cross-validation in nonparametric regression with outliers, Asymptotic confidence intervals for Poisson regression, A random forest guided tour, Generalization error rates in kernel regression: the crossover from the noiseless to noisy regime*, Mixture of Linear Models Co-supervised by Deep Neural Networks, Recursive kernel regression estimation under α – mixing data, Estimation of a Conditional Copula and Association Measures, Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty, Multivariate regression estimation: Local polynomial fitting for time series, The multivariate Révész's online estimator of a regression function and its averaging, Semiparametric multiple kernel estimators and model diagnostics for count regression functions, High-order data sharpening with dependent errors for regression bias reduction, Asymptotic normality of kernel type regression estimators for random fields, Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers, Semiparametric Bayesian networks for continuous data, Asymptotic distributions of integrated square errors of nonparametric estimators based on indirect observations under dose-effect dependence, Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications, Data sharpening method in regression confidence band, Localized mixture models for prediction with application, Nonparametric estimation of a function from noiseless observations at random points, Truncation level selection in nonparametric regression using Padé approximation, Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study), Robust estimation in partially linear regression models with monotonicity constraints, Bootstrap confidence intervals for conditional density function in Markov processes, Importance sampling imputation algorithms in quantile regression with their application in CGSS data, Nonparametric recursive method for moment generating function kernel-type estimators, On the robust regression for a censored response data in the single functional index model, Autoregressive functions estimation in nonlinear bifurcating autoregressive models, Unnamed Item, Change-point detection for the link function in a single-index model, Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function, Outlier detection in non-parametric profile monitoring, Weighted estimating equations for additive hazards models with missing covariates, Semiparametric spatial mixed effects single index models, Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality, Unnamed Item, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, Confidence intervals of variance functions in generalized linear model, Surface and function approximation with nonparametric regression, A generalized Nadaraya–Watson estimator for observations obtained from a mixture, Bayesian bandwidth estimation for local linear fitting in nonparametric regression models, Optimal experimental design and some related control problems, A SARIMAX coupled modelling applied to individual load curves intraday forecasting, The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models, Rates of strong uniform consistency for local least squares kernel regression estimators, Blind nonparametric regression, A semi-parametric approach to robust parameter design, Strong uniform consistency results of the weighted average of conditional artificial data points, Approximation to the moments of ratios of cumulative sums, Unnamed Item, Strong universal consistency of smooth kernel regression estimates, Inference for covariate adjusted regression via varying coefficient models, Quantization and clustering on Riemannian manifolds with an application to air traffic analysis, Modeling continuous auxiliary covariate data in generalized linear mixed models using the kernel smoother, Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence, Autoregressive wild bootstrap inference for nonparametric trends, On implied volatility for options -- some reasons to smile and more to correct, Unnamed Item, Kernel Approximation: From Regression to Interpolation, A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates, KERNEL DENSITY ESTIMATION WITH MISSING DATA AND AUXILIARY VARIABLES, COVARIATE-ADJUSTED REGRESSION FOR LONGITUDINAL DATA INCORPORATING CORRELATION BETWEEN REPEATED MEASUREMENTS, Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data, Unnamed Item, Multivariate Association and Dimension Reduction: A Generalization of Canonical Correlation Analysis, A neural network approach to efficient valuation of large portfolios of variable annuities, On the L 1 convergence of kernel estimators of regression functions with applications in discrimination, Data-driven models for capacity allocation of inpatient beds in a Chinese public hospital, Self-consistent estimation of mean response functions and their derivatives, Specification tests in semiparametric transformation models --- a multiplier bootstrap approach, Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect, A Lattice-Based Smoother for Regions With Irregular Boundaries and Holes, Kernel density estimation from complex surveys in the presence of complete auxiliary information, Estimating high quantiles based on dependent circular data, Testing for Trends in High-Dimensional Time Series, Estimating the Nonparametric Regression Function by Using Padé Approximation Based on Total Least Squares, A Partially Linear Regression Model for Data from an Outcome-Dependent Sampling Design, Estimation of conditional quantiles from data with additional measurement errors, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Bayesian approach to bandwidth selection for multivariate count regression function estimation by associated discrete kernel, Effects of associated kernels in nonparametric multiple regressions, Unnamed Item, On the strong universal consistency of local averaging regression estimates, Adaptive Warped Kernel Estimators, Regression Analysis of Length‐biased and Right‐censored Failure Time Data with Missing Covariates, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation, Contour regression: a general approach to dimension reduction, Nonparametric Estimation of Stage Occupation Probabilities in a Multistage Model with Current Status Data, Efficient Bayesian Multivariate Surface Regression, Estimation of a regression function corresponding to latent~variables, Symmetric smoothed bootstrap methods for ranked set samples, Weak and strong uniform consistency of kernel regression estimates, Concentration inequalities for cross-validation in scattered data approximation, On a new method of the testing hypothesis of equality of two Bernoulli regression functions for group observations, Model averaging estimation for varying-coefficient single-index models, Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach, Fixed design nonparametric regression with truncated and censored data, Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments, Symmetrized kernel estimators of the regression slope, On a likelihood-based approach in nonparametric smoothing and cross- validation, The stochastic approach to price index numbers:, Fréchet kernel sliced inverse regression, Regression analysis of current status data with auxiliary covariates and informative observation times, Nonparametric independence screening via favored smoothing bandwidth, Time-varying extreme value dependence with application to leading European stock markets, Bandwidth selection for kernel distribution function estimation, A note on strong convergence rates in nonparametric regression, Variational multiscale nonparametric regression: smooth functions, \(M\)-type regression splines involving time series, Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares, Smooth conditional distribution estimators using Bernstein polynomials, Matrix-free monolithic homotopy continuation with application to computational aerodynamics, Some conceptual and statistical issues on measurement of poverty, Nonlinear black-box modeling in system identification: A unified overview, Nonlinear black-box models in system identification: Mathematical foundations, Random design wavelet curve smoothing, Manifold learning for the emulation of spatial fields from computational models, Density adjusted kernel smoothers for random design nonparametric regression, Multivariate regression estimation: Local polynomial fitting for time series, Estimation of a finite population mean under random nonresponse using kernel weights, Kernel estimation for a superpopulation probability density function under informative selection, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Nonparametric estimate of monotonic efficiency function under the dose/effect relationship, Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach, Local polynomial fitting under association, On the performance of some non-parametric estimators of the conditional survival function with interval-censored data, Multivariate locally stationary 2D wavelet processes with application to colour texture analysis, Estimating a finite population mean using transformed data in presence of random nonresponse, Curse of dimensionality and related issues in nonparametric functional regression, Classification via local multi-resolution projections, Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions, Modeling threshold exceedance probabilities of spatially correlated time series, Scalable Gaussian process-based transfer surrogates for hyperparameter optimization, Lazily adapted constant kinky inference for nonparametric regression and model-reference adaptive control, Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression, Deviation moments of the substitution estimator and its piecewise smooth approximations, Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model, Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff, Kernel-based methods for combining information of several frame surveys, Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes, On estimation of surrogate models for multivariate computer experiments, Marginal density estimation from incomplete bivariate data, On a class of recursive estimators for spatially dependent observations, Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations, Kernel selection in nonparametric regression, Tail dimension reduction for extreme quantile estimation, Nonparametric quantile estimation using importance sampling, Robust nonparametric regression in time series, Fast multivariate empirical cumulative distribution function with connection to kernel density estimation, Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth, A mixed-integer programming approach to GRNN parameter estimation, Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes, Local bootstrap, On the almost everywhere properties of the kernel regression estimate, Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator, Nonparametric, multidimensional estimation of regression derivatives., New insights into approximate Bayesian computation, Rates of strong consistency for nonparametric regression estimators., Multiple-view shape extraction from shading as local regression by analytic NN scheme, Nonparametric estimation of distribution function under right random censoring based on presmoothed relative-risk function, A note on estimating the conditional expectation under censoring and association: strong uniform consistency, A robust adaptive-to-model enhancement test for parametric single-index models, A review of nonparametric hypothesis tests of isotropy properties in spatial data, Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data, Nonparametric adaptive inference of birth and death models in a large population limit, On a Nadaraya-Watson estimator with two bandwidths, Strong universal pointwise consistency of some regression function estimates, Asymptotic normality of generalized functional estimators dependent on covariables, An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate, Asymptotic normality for robust R-estimators of regression function, Recursive nonparametric identification of Hammerstein systems, Robust nonparametric regression estimation, The Hilbert kernel regression estimate., Weighted co-association rate-based Laplacian regularized label description for semi-supervised regression, Error process indexed by bandwidth matrices in multivariate local linear smoothing, Kernel density estimation based on the distinct units in sampling with replacement, A probabilistic framework for memory-based reasoning, A consistent test for the functional form of a regression based on a difference of variance estimators, Nonparametric estimation for interacting particle systems: McKean-Vlasov models, Measuring timeliness of annual reports filing by jump additive models, Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications, Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes, Consistent bandwidth selection for kernel binary regression, A survey of statistical problems in archaeological dating, Asymptotic properties of some functions of nonparametric estimates of a density function, Local extremes, runs, strings and multiresolution. (With discussion), Nonparametric analysis of covariance., Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data, Nonparametric estimation of dichotomic regression with biomedical applications, A conditional bootstrap procedure for reconstruction of the incubation period of AIDS, Robust optimization of attenuation bands of three-dimensional periodic frame structures, Consistency of error density and distribution function estimators in nonparametric regression., Weak and universal consistency of moving weighted averages, The asymptotic normality of internal estimator for nonparametric regression, New robust confidence intervals for the mean under dependence, Regression models using shapes of functions as predictors, A nonparametric measure of heteroskedasticity, Random approximations to some measures of accuracy in nonparametric curve estimation, Uniform convergence of estimator for nonparametric regression with dependent data, Goodness-of-fit tests for conditional models under censoring and truncation, Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility, Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations, Fourier and Hermite series estimates of regression functions, Convolutional autoregressive models for functional time series, Reducing false positives of network anomaly detection by local adaptive multivariate smoothing, On the square-integrable measure of the divergence of two nuclear estimations of the Bernoulli regression functions, On the kernel rule for function classification, Adaptive nonparametric estimation of a multivariate regression function, Improved nearest neighbor classifiers by weighting and selection of predictors, Asymptotics of conditional empirical processes, Efficient valuation of SCR via a neural network approach, Strong uniform consistency of nonparametric regression function estimates, Nonparametric models and their estimation, Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case, Convolution type estimators for nonparametric regression, Exponential bounds of mean error for the kernel estimate of regression functions, Asymptotic maximal deviation of M-smoothers, Estimation of a measure of local correlation for independent samples and time series data, Nonparametric estimation of discrete hazard functions, Optimal global rates of convergence for interpolation problems with random design, Local likelihood density estimation and value-at-risk, Recursive estimation in a class of models of deformation, Estimating the error distribution in semiparametric transformation models, Nonparametric estimation of a log-variance function in scale-space, Nonparametric semirecursive identification in a wide sense of strong mixing processes, Learning to recognize patterns with a probabilistic teacher, Asymptotic properties of kernel estimates of a regression function, Adaptive image enhancement algorithm combining kernel regression and local homogeneity, A continuous form of post-stratification, Checking nonparametric component for partial linear regression model with missing response, Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression, Conditional copulas, association measures and their applications, On the uniform complete convergence of estimates for multivariate density functions and regression curves, A smoothing filter based on fuzzy transform, Consistency of a recursive nearest neighbor regression function estimate, On distribution of randomly ordered uniform incremental weighted averages: divided difference approach, On semiparametric regression for count explanatory variables, Nonparametric estimation of non-stationary velocity fields from 3D particle tracking velocimetry data, Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models, Asymptotic distribution of the quadratic deviation of the regression curve recursive estimator, Nonparametric bootstrap tests of conditional independence in two-way contingency tables, Local linear regression for functional data, Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design, Trigonometric series regression estimators with an application to partially linear models, On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing, Nonparametric estimation of the density of regression errors, A smooth conditional quantile estimator and related applications of conditional empirical processes, Quadratic errors for nonparametric estimates under dependence, Nonparametric estimation of a maximum of quantiles, Change detection for uncertain autoregressive dynamic models through nonparametric estimation, The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index, Kernel regression estimation for incomplete data with applications, Sliced inverse regression in reference curves estimation, Estimation of distributions under dose-effect dependence with fixed experiment plan, Robust nonparametric estimation with missing data, Kernel estimation for additive models under dependence, Quantile regression without the curse of unsmoothness, Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data, Local adaptive smoothing in kernel regression estimation, Flexible non-parametric regression models for compositional data, ROC curve and covariates: extending induced methodology to the non-parametric framework, Dimension reduced kernel estimation for distribution function with incomplete data, Data-driven local bandwidth selection for additive models with missing data, Asymptotic distributions of error density and distribution function estimators in nonparametric regression, Censored multiple regression by the method of average derivatives, Uniform law of the logarithm for the local linear estimator of the conditional distribution function, Estimating the Lyapunov exponent from chaotic time series with dynamic noise, Semiparametric regression in testicular germ cell data, Estimator selection in the Gaussian setting, Nonparametric comparison of regression functions, Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates, Effective signal extraction via local polynomial approximation under long-range dependency conditions, Polynomial regression with censored data based on preliminary nonparametric estimation, A new framework for extracting coarse-grained models from time series with multiscale structure, Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence, Nonparametric estimation of a latent variable model, Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance, Estimating semiparametric panel data models by marginal integration, A statistical approach to case based reasoning, with application to breast cancer data, Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression, Multivariate data-driven k-NN function estimation, Bias reduction in kernel binary regression, Bandwidth selection for a data sharpening estimator in nonparametric regression, Peak ground acceleration prediction by artificial neural networks for Northwestern Turkey, Mean estimation in the presence of change points, Conditional density estimation and simulation through optimal transport, Kernel estimates of functions and their derivatives with applications, An orthogonal series estimate of time-varying regression, Robust regression function estimation, Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives, Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators, Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function