scientific article; zbMATH DE number 3222478
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Publication:5510038
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(only showing first 100 items - show all)- A note on Bayesian nonparametric regression function estimation
- Large and moderate deviations principles for kernel estimators of the multivariate regression
- Bias reduction in kernel binary regression
- Testing independence in nonparametric regression
- Peak ground acceleration prediction by artificial neural networks for Northwestern Turkey
- Smoothed L-estimation of regression function
- Goodness-of-fit tests for continuous regression
- Recurrent nonparametric estimation of functions from functionals of multidimensional density and their derivatives
- 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
- A comparison of Kriging with nonparametric regression methods
- Weak and universal consistency of moving weighted averages
- Random approximations to some measures of accuracy in nonparametric curve estimation
- 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
- Adaptive nonparametric estimation of a multivariate regression function
- Asymptotics of conditional empirical processes
- Strong uniform consistency of nonparametric regression function estimates
- 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
- Nonparametric estimation of discrete hazard functions
- Asymptotic properties of kernel estimates of a regression function
- A continuous form of post-stratification
- On the uniform complete convergence of estimates for multivariate density functions and regression curves
- Consistency of a recursive nearest neighbor regression function estimate
- Strong convergence in nonparametric estimation of regression functions
- Probabilities of maximal deviations for nonparametric regression function estimates
- A smooth conditional quantile estimator and related applications of conditional empirical processes
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
- Quadratic errors for nonparametric estimates under dependence
- Robust nonparametric regression in time series
- Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth
- Kernel estimation with cross-validation using the fast Fourier transform
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Local bootstrap
- On the almost everywhere properties of the kernel regression estimate
- Maximum entropy estimation of density and regression functions
- Nonparametric bootstrap confidence intervals for discrete regression functions
- 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.
- Error process indexed by bandwidth matrices in multivariate local linear smoothing
- On confidence intervals in nonparametric binary regression via Edgeworth expansions
- Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation
- Consistent bandwidth selection for kernel binary regression
- On residual sums of squares in non-parametric autoregression
- A conditional bootstrap procedure for reconstruction of the incubation period of AIDS
- 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:
- A nonparametric calibration analysis
- Nonparametric model checks for regression
- Nonparametric curve estimation with Bernstein estimates
- \(M\)-type regression splines involving time series
- Joint consistency of nonparametric item characteristic curve and ability estimation
- Density adjusted kernel smoothers for random design nonparametric regression
- Multivariate regression estimation: Local polynomial fitting for time series
- Scale space multiresolution analysis of random signals
- On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
- The locally stationary dual-tree complex wavelet model
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- Local polynomial fitting under association
- Nonparametric comparison of regression curves: An empirical process approach
- Estimator selection in the Gaussian setting
- Comparison of presmoothing methods in kernel density estimation under censoring
- Flexible and Interpretable Models for Survival Data
- Kernel adjusted nonparametric regression
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A statistical approach to case based reasoning, with application to breast cancer data
- Nonparametric estimation of dichotomic regression with biomedical applications
- Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach
- Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
- Nonparametric estimates for conditional quantiles of time series
- 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
- 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
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
- Nearest neighbor estimates of regression
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
- Regression analysis of multivariate current status data with auxiliary covariates under the additive hazards model
- Kernel estimation for a superpopulation probability density function under informative selection
- 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
- Multivariate locally stationary 2D wavelet processes with application to colour texture analysis
- Bootstrap testing for cross-correlation under low firing activity
- On the use of conditional expectation in portfolio selection problems
- 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
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
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