Some estimators of covariance matrix in multivariate nonparametric regression and their applications
DOI10.32917/HMJ/1206454441zbMATH Open0713.62046OpenAlexW1563800951WikidataQ128900275 ScholiaQ128900275MaRDI QIDQ750046FDOQ750046
Authors: Megu Ohtaki
Publication date: 1990
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.32917/hmj/1206454441
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Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)
Cited In (6)
- A note on mean testing for high dimensional multivariate data under non-normality
- Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient
- A calibration method for non-positive definite covariance matrix in multivariate data analysis
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
- Title not available (Why is that?)
- Nonparametric regression estimation with general parametric error covariance
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