scientific article; zbMATH DE number 3415224
From MaRDI portal
Publication:5679553
zbMath0263.62044MaRDI QIDQ5679553
No author found.
Publication date: 1972
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
The trimmed mean in non-parametric regression function estimation ⋮ Complete consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions ⋮ A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method ⋮ Insensitivity of Nadaraya–Watson estimators to design correlation ⋮ Negative binomial regression in dose-effect relationships ⋮ Complete convergence of weighted sums of martingale differences and statistical applications ⋮ Testing for shifts in mean with monotonic power against multiple structural changes ⋮ Universal kernel-type estimation of random fields ⋮ Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data ⋮ Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables ⋮ Surface and function approximation with nonparametric regression ⋮ On estimating the marginal distribution of a detrended series with long memory ⋮ A general result on complete convergence for weighted sums of linear processes and its statistical applications ⋮ Complete moment convergence for (α,β)-mixing random variables and its application ⋮ Unnamed Item ⋮ Nonparametric estimation of a regression function ⋮ Fixed-design regression for linear time series ⋮ Plug-in bandwidth choice in partial linear models with autoregressive errors ⋮ Empirical Likelihood for Nonparametric Models Under Linear Process Errors ⋮ Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors ⋮ Unnamed Item ⋮ In praise of partially interpretable predictors ⋮ Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications ⋮ Testing for Trends in High-Dimensional Time Series ⋮ Nonparametric Knn estimation with monotone constraints ⋮ Consistency of the P–C estimator in non parametric regression model based on m-END errors ⋮ Asymptotic properties in partial linear models under dependence ⋮ Weak and universal consistency of moving weighted averages ⋮ Nonparametric function recovering from noisy observations ⋮ Strong laws of large numbers and mean convergence theorems for randomly weighted sums of arrays under a condition of integrability ⋮ Multiplier bootstrap methods for conditional distributions ⋮ A simple ordered data estimator for inverse density weighted expectations ⋮ Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors ⋮ Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\) ⋮ A note on smoothed estimating functions ⋮ On the cusum of squares test for variance change in nonstationary and nonparametric time series models ⋮ Cross-validation in nonparametric regression with outliers ⋮ A computational validation for nonparametric assessment of spatial trends ⋮ Confidence intervals for nonparametric regression functions with missing data: multiple design case ⋮ Tests for changing mean with monotonic power ⋮ On a likelihood-based approach in nonparametric smoothing and cross- validation ⋮ Testing the hypothesis of a general linear model using nonparametric regression estimation ⋮ A quantile-copula approach to conditional density estimation ⋮ Bandwidth selection in nonparametric regression with general errors ⋮ Testing linear regression models using non-parametric regression estimators when errors are non-independent ⋮ Consistent nonparametric multiple regression: the fixed design case ⋮ Comparison of bandwidth selectors in nonparametric regression under dependence ⋮ On the asymptotic performance of median smoothers in image analysis and nonparametric regression ⋮ Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors ⋮ Nonparametric estimation of a regression function by delta sequences ⋮ Smoothing categorical data ⋮ A note on strong convergence rates in nonparametric regression ⋮ On the convergence rate of fixed design regression estimators for negatively associated random variables ⋮ Robust plug-in bandwidth estimators in nonparametric regression ⋮ Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity ⋮ Nonparametric estimation to reconstruct the deformation history of an active fold in the Caspian Basin ⋮ Current developments in time series modelling ⋮ Stahel-Donoho kernel estimation for fixed design nonparametric regression models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ On nonparametric regression with higher-order kernels ⋮ Nonparametric regression with long-memory errors ⋮ Density adjusted kernel smoothers for random design nonparametric regression ⋮ Strong consistency of regression function estimator with martingale difference errors ⋮ Estimation for partially linear models with missing responses: the fixed design case ⋮ Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence ⋮ A continuous form of post-stratification ⋮ Conditional copulas, association measures and their applications ⋮ Semiparametric generalized least squares estimation in partially linear regression models with correlated errors ⋮ \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing ⋮ On complete convergence for weighted sums of asymptotically linear negatively dependent random field ⋮ Nonparametric multiple function fitting ⋮ Estimator selection with respect to Hellinger-type risks ⋮ A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices ⋮ Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. ⋮ Comparison of non-parametric regression functions through their cumulatives ⋮ Strong convergence in nonparametric estimation of regression functions ⋮ On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing ⋮ Uniform in bandwidth exact rates for a class of kernel estimators ⋮ Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model ⋮ Probabilities of maximal deviations for nonparametric regression function estimates ⋮ A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models ⋮ Nonparametric regression with correlated errors. ⋮ Goodness of fit in nonparametric regression modelling ⋮ Asymptotic theory for time series with changing mean and variance ⋮ Universal weighted kernel-type estimators for some class of regression models ⋮ Complete convergence for weighted sums of \(\rho^*\)-mixing random fields ⋮ Asymptotic theory for regression models with fractional local to unity root errors ⋮ Frontier estimation using kernel smoothing estimators with data transformation ⋮ Fixed design regression for time series: Asymptotic normality ⋮ Local linear kernel estimation of the discontinuous regression function ⋮ Monotonicity preservation properties of kernel regression estimators ⋮ Blind nonparametric regression ⋮ A semi-parametric approach to robust parameter design ⋮ Residuals density estimation in nonparametric regression ⋮ On complete convergence for weighted sums of martingale-difference random fields ⋮ Wavelet estimation in heteroscedastic model under censored samples ⋮ Local bootstrap
This page was built for publication:
