Bandwidth choice for nonparametric regression
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Publication:760120
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- scientific article; zbMATH DE number 3969896
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Cited in
(only showing first 100 items - show all)- Testing independence in nonparametric regression
- Smoothing parameter selection for nonparametric regression using smoothing spline
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
- Non-parametric estimation of residual moments and covariance
- A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay
- Correction to: On the linear combination of normal and Laplace random variables
- A note on estimating a smooth monotone regression by combining kernel and density estimates
- Difference-based variance estimation in nonparametric regression with repeated measurement data
- Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout
- Equipercentile equating via data-imputation techniques
- Testing for local covariate trend effects in volatility models
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
- Confidence sets centered at \(C_ p\)-estimators
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- The negative correlations between data-determined bandwidths and the optimal bandwidth
- Testing the monotonicity or convexity of a function using regression splines
- Comparison of bandwidth selectors in nonparametric regression under dependence
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
- A least squares method for variance estimation in heteroscedastic nonparametric regression
- On the estimation of a monotone conditional variance in nonparametric regression
- A local factor nonparametric test for trend synchronism in multiple time series
- Variational multiscale nonparametric regression: smooth functions
- Data-driven decomposition of seasonal time series
- Automatic Smoothing and Estimation in Single Index Poisson Regression
- Robust testing for superiority between two regression curves
- Contraction and uniform convergence of isotonic regression
- Fast and accurate inference for the smoothing parameter in semiparametric models
- On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Nonparametric models and their estimation
- Significance testing in quantile regression
- Efficient Bandwidth Selection in Non‐parametric Regression
- Adaptive Bandwidth Choice for Kernel Regression
- Adaptation over parametric families of symmetric linear estimators
- Model robust regression: combining parametric, nonparametric, and semiparametric methods
- Bandwidth choice for differentiation
- Optimal Bandwidth Choice for the Regression Discontinuity Estimator
- Bandwidth selection for kernel estimate with correlated noise
- Nonparametric benchmark analysis in risk assessment: a comparative study by simulation and data analysis
- Incomplete generalized \(L\)-statistics
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Difference-based estimation for error variances in repeated measurement regression models
- Automatic and asymptotically optimal data sharpening for nonparametric regression
- On regression model selection for the data with correlated errors
- Bandwidth-based nonparametric inference
- Analysis of oldest-old mortality: lifetables revisited
- A nonlinear gaussian filter applied to images with discontinuities
- An overview of model-robust regression
- Model selection for forecasting
- Variance estimation for high-dimensional regression models
- A bootstrap version of the residual-based smooth empirical distribution function
- Testing model assumptions in multivariate linear regression models
- Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
- A simple root n bandwidth selector for nonparametric regression
- Regional residual plots for assessing the fit of linear regression models
- Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
- Optimal variance estimation without estimating the mean function
- Modifying the double smoothing bandwidth selector in nonparametric regression
- Nonparametric variance function estimation with missing data
- scientific article; zbMATH DE number 3928119 (Why is no real title available?)
- scientific article; zbMATH DE number 3969896 (Why is no real title available?)
- Bandwidth selection for a data sharpening estimator in nonparametric regression
- On variance estimation under shifts in the mean
- Kernel regression estimates of growth curves using nonstationary correlated errors
- Variance estimation for semiparametric regression models by local averaging
- Test for the choice of approximative models in nonlinear regression when the variance is unknown
- Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth
- Nonparametric estimation and inference under shape restrictions
- A comparative study of monotone nonparametric kernel estimates
- Discontinuous versus smooth regression
- Discount curve construction with tension splines
- Variance estimation for integrated population models
- Variance estimation in nonparametric regression via the difference sequence method
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
- Jackknife model averaging for quantile regressions
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Robust plug-in bandwidth estimators in nonparametric regression
- Goodness-of-fit tests for nonlinear heteroscedastic regression models
- Choice of bandwidth for kernel regression when residuals are correlated
- Nonparametric estimation of a regression function with dependent observations
- Testing for monotonicity of a regression mean by calibrating for linear functions.
- Nonparametric estimation of a log-variance function in scale-space
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Error variance estimation via least squares for small sample nonparametric regression
- Bandwidth choice for robust nonparametric scale function estimation
- Regression-free and robust estimation of scale for bivariate data
- A comparison of Kriging with nonparametric regression methods
- A note on strong convergence rates in nonparametric regression
- Nonparametric model checks for regression
- A consistent test for the functional form of a regression based on a difference of variance estimators
- On completely data-driven bandwidth selection for single-index models
- A smoothing spline based test of model adequacy in polynomial regression
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Multiscale testing of qualitative hypotheses
- On the degrees of freedom in shape-restricted regression.
- Variance function estimation in multivariate nonparametric regression with fixed design
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
- AnL2point of view in testing monotone regression
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