Smooth optimum kernel estimators of densities, regression curves and modes
From MaRDI portal
(Redirected from Publication:796206)
Recommendations
Cited in
(83)- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Optimal asymmetric kernels
- The quasi-likelihood estimation in regression
- Relative deficiency of quantile estimators for left truncated and right censored data
- Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives
- Smooth kernel estimation of a circular density function: a connection to orthogonal polynomials on the unit circle
- On optimal kernel choice for deconvolution
- Spatiotemporal satellite data imputation using sparse functional data analysis
- A complete gradient clustering algorithm formed with kernel estimators
- An optimal local bandwidth selector for kernel density estimation
- scientific article; zbMATH DE number 3917463 (Why is no real title available?)
- A comparative study of some kernel-based nonparametric density estimators
- scientific article; zbMATH DE number 3909529 (Why is no real title available?)
- Remarks on optimum kernels and optimum boundary kernels.
- Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
- On the modal resolution of kernel density estimators
- Robust nonparametric derivative estimator
- Nonparametric estimation of density derivatives of dependent data
- Smoothed quantile regression for panel data
- A class of weighted estimating equations for additive hazard models with covariates missing at random
- Non- and semi-parametric estimation in models with unknown smoothness
- Optimal convergence properties of kernel density estimators without differentiability conditions
- Optimizing Kernel Methods: A Unifying Variational Principle
- Multiplicative-error models with sample selection
- Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories
- Kernel estimation of smooth densities unsing fabian's approach
- Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
- Reducing the mean squared error in kernel density estimation
- Optimal rates for local bandwidth selection
- Generalized jackknifing and higher order kernels
- On nonparametric kernel estimation of the mode of the regression function in the random design model
- Nonparametric regression with infinite order flat-top kernels
- Mode regression
- Density adjusted kernel smoothers for random design nonparametric regression
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Canonical kernels for density estimation
- Smooth optimum kernel estimators near endpoints
- A Class of Improved Parametrically Guided Nonparametric Regression Estimators
- Optimal kernels when estimating non-smooth densities
- On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions
- Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
- Two-step estimation of semiparametric censored regression models
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- Quantile estimators and covering probabilities
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- Identification and estimation in a correlated random coefficients binary response model
- Adaptive nonparametric estimation of a multivariate regression function
- A doubly robustified estimating function for ARCH time series models
- Kernel estimation for characteristics of pure jump processes
- Hierarchies of higher order kernels
- Improved confidence intervals for quantiles
- Consistent nonparametric multiple regression: the fixed design case
- An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
- A note on density mode estimation
- Canonical higher-order kernels for density derivative estimation
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
- Adaptive smoothing in kernel discriminant analysis
- scientific article; zbMATH DE number 1865400 (Why is no real title available?)
- On estimation of mean and covariance functions in repeated time series with long-memory errors
- Bias correction and higher order kernel functions
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
- Smooth estimators of distribution and density functions
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Optimal shapes for kernel density estimation
- Semiparametric estimation of censored transformation models
- A framework to select tuning parameters for nonparametric derivative estimation
- Supervised structural learning of semiparametric regression on high-dimensional correlated covariates with applications to eQTL studies
- What do kernel density estimators optimize?
- Computationally efficient classes of higher‐order kernel functions
- Nonparametrics: Retrospectives and perspectives*
- Minimax kernels for nonparametric curve estimation
- Test of dominance relations based on kernel smoothing method
- A reliable data-based smoothing parameter selection method for circular kernel estimation
- On the Mode of an Unknown Probability Distribution
- Estimation of non-parametric regression for dasometric measures
- Kernel regression for estimating regression function and its derivatives with unknown error correlations
- Recursive differencing for estimating semiparametric models
- Two-step estimation of quantile panel data models with interactive fixed effects
- Asymptotic normality for kernel weighted averages estimation
- Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
This page was built for publication: Smooth optimum kernel estimators of densities, regression curves and modes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796206)