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- Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
- An optimal selection of regression variables
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
- Exact mean integrated squared error
- Smoothing by weighted averaging of rounded points
- Spline smoothing: The equivalent variable kernel method
Cited in
(14)- Nonparametric regression for threshold data
- Automatic bandwidth selection for modified m-smoother∗
- Selection criteria for scatterplot smoothers
- Several nonparametric and semiparametric approaches to linear mixed model regression
- Semiparametric estimation in single index Poisson regression: A practical approach
- Testing increasing dispersion
- REACT Scatterplot Smoothers: Superefficiency through Basis Economy
- Some theory for penalized spline generalized additive models
- Nonparametric regression with doubly truncated data
- Bayesian analysis of features in a scatter plot with dependent observations and errors in predictors
- Exact risk approaches to smoothing parameter selection
- Modeling epigenetic modifications under multiple treatment conditions
- Switching nonparametric regression models
- Relative error prediction via kernel regression smoothers
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