scientific article; zbMATH DE number 3279646
From MaRDI portal
Publication:5563807
zbMath0175.17101MaRDI QIDQ5563807
Publication date: 1969
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Test of dominance relations based on kernel smoothing method ⋮ On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Stereological transformation of pore size distributions with application to soft polymer and FDM‐printed specimens ⋮ Hierarchies of higher order kernels ⋮ On estimation of covariate-specific residual time quantiles under the proportional hazards model ⋮ Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing ⋮ Approximation of the initial reserve for known ruin probabilities ⋮ An iteration method of data censoring in the regression estimation problem ⋮ Monte Carlo response surfaces: A comparative approach ⋮ Parametric and kernel density methods in discriminant analysis: Another comparison ⋮ Estimation of quantile density function based on regression quantiles ⋮ Quantile versions of the Lorenz curve ⋮ Kernel estimation for characteristics of pure jump processes ⋮ Teaching nonparametric econometrics to undergraduates ⋮ Adapting the classical kernel density estimator to data ⋮ Asymptotically efficient estimation of the sparsity function at a point ⋮ One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms ⋮ Statistical estimation of a mixture of Gaussian distributions ⋮ On one approach to the problem of robustness of density estimators ⋮ Optimal kernel estimation of densities ⋮ Minimax linear estimation in a white noise problem ⋮ Approximate Bayesian computation reveals the importance of repeated measurements for parameterising cell-based models of growing tissues ⋮ Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm ⋮ Minimum Hellinger distance estimation of mixture proportions ⋮ The Selection of Window Widths in Kernel Nonparametric Regression ⋮ On discrete Epanechnikov kernel functions ⋮ Unnamed Item ⋮ Canonical kernels for density estimation ⋮ Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection ⋮ On automatic boundary corrections ⋮ Adaptive importance sampling for optimization under uncertainty problems ⋮ Minimizing \(L_ 1\) distance in nonparametric density estimation ⋮ Interval estimators for ratios of independent quantiles and interquantile ranges ⋮ On nonparametric regression with higher-order kernels ⋮ Computationally efficient classes of higher‐order kernel functions ⋮ On adaptive covariance and spectrum estimation of locally stationary multivariate processes ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences ⋮ Evaluation of kernel density estimation methods for daily precipitation resampling ⋮ Optimal asymmetric kernels ⋮ Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach ⋮ Asymptotic properties of kernel estimates of a regression function ⋮ An interpolation method for adapting to sparse design in multivariate nonparametric regression ⋮ Reference optimality criterion for planning accelerated life testing ⋮ On the uniform complete convergence of density function estimates ⋮ Vine copula approximation: a generic method for coping with conditional dependence ⋮ Estimating the diffusion coefficient function for a diversified world stock index ⋮ Estimation of the reciprocal of the density quantile function at a point ⋮ Analytical nonlinear shrinkage of large-dimensional covariance matrices ⋮ On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing ⋮ Approximations of some hazard rate estimators in a competing risks model ⋮ Kernel-based regression of drift and diffusion coefficients of stochastic processes ⋮ Nonlinear ARMA models with functional MA coefficients ⋮ Spherically symmetric multivariate beta family kernels ⋮ Asymptotic effectiveness of some higher order kernels ⋮ Methods for the Analysis of CCRC Data ⋮ Nonparametric Construction of Multivariate Kernels ⋮ Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample ⋮ On multivariate associated kernels to estimate general density functions ⋮ Multivariate lag-windows and group representations ⋮ A new kernel-projective statistical estimator in the Monte Carlo method ⋮ Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator ⋮ Unnamed Item ⋮ Data-driven decomposition of seasonal time series ⋮ A study of local linear ridge regression estimators ⋮ Semiparametric density estimation under a two-sample density ratio model ⋮ Local Bandwidth Selection for Kernel Estimation of Population Densities with Line Transect Sampling ⋮ Kernel density estimation revisited ⋮ Quick multivariate kernel density estimation for massive data sets ⋮ Bivariate estimation with left-truncated data ⋮ Estimation of non-parametric regression for dasometric measures ⋮ Nonlinear system identification via direct weight optimization ⋮ The local paradigm for modeling and control: From neuro-fuzzy to lazy learning ⋮ Triple smoothing estimation of the regression function and its derivatives in nonparametric regression ⋮ On the expansion of the mean integrated squared error of a kernel density estimator ⋮ Improvements on the kernel estimation in line transect sampling without the shoulder condi\-tion ⋮ Data‐driven choice of the smoothing parametrization for kernel density estimators ⋮ Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics ⋮ Funcionales de mínima g-divergencia y sus estimadores asociados (I) ⋮ On optimal kernel choice for deconvolution ⋮ A note on kernel density estimation for non-negative random variables ⋮ Real time estimation in local polynomial regression, with application to trend-cycle analysis ⋮ Estimates of multidimensional probability densities ⋮ Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression ⋮ The performance of kernel density functions in kernel distribution function estimation ⋮ A method for the choice of smoothing parameter ⋮ Pointwise improvement of multivariate kernel density estimates. ⋮ On the modal resolution of kernel density estimators ⋮ Nonparametric density estimation for multivariate bounded data ⋮ Effects of associated kernels in nonparametric multiple regressions ⋮ Remarks on extremal problems in nonparametric curve estimation ⋮ A consistent nonparametric test for serial independence ⋮ Nonparametric kernel regression estimation near endpoints. ⋮ On the convergence of kernel estimators of probability density functions ⋮ Fitting a multiple regression function ⋮ Robust regression function estimation ⋮ Measuring the efficiency of trigonometric series estimates of a density ⋮ On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation ⋮ Robust analogs to the coefficient of variation
This page was built for publication:
