DOI10.1214/aos/1176346710zbMath0547.62024OpenAlexW1965999112WikidataQ106683214 ScholiaQ106683214MaRDI QIDQ799051
Bernhard W. Silverman
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346710
Nonparametric function recovering from noisy observations,
Density estimation via hybrid splines,
Asymptotic normality of spline estimator when the errors are a linear stationary process,
Random approximations to some measures of accuracy in nonparametric curve estimation,
Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting,
A sequential-design metamodeling strategy for simulation optimization,
Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers,
Maximum entropy autoregressive conditional heteroskedasticity model,
Convolutional autoregressive models for functional time series,
Density estimation using spline projection kernels,
On pointwise stability of cubic smoothing splines with nonuniform sampling points,
Unnamed Item,
Choosing among two-dimensional smoothers in practice,
Consistent nonparametric multiple regression: the fixed design case,
Estimating a density and its derivatives via the minimum distance method,
On Different Facets of Regularization Theory,
Pointwise convergence in probability of general smoothing splines,
Smoothing, splines and smoothing splines; their application in geomagnetism,
A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces,
A simple smoothing spline. II,
Piecewise convex function estimation: Pilot estimators,
Analysis of spatial distribution of marker expression in cells using boundary distance plots,
The asymptotic average squared error for polynomial regression,
Testing linear operator constraints in functional response regression with incomplete response functions,
Fast inference in generalized linear models via expected log-likelihoods,
Flexible methods for analysing longitudinal data using piecewise cubic polynomials,
Spatial models for point and areal data using Markov random fields on a fine grid,
Semiparametric regression during 2003--2007,
On the asymptotics of penalized spline smoothing,
Local and global asymptotic inference in smoothing spline models,
A penalty method for nonparametric estimation of the intensity function of a counting process,
What happens when bootstrapping the smoothing spline,
M-estimators for single-index model using B-spline,
Bayesian backfitting. (With comments and a rejoinder).,
Estimation of smooth regression functions in monotone response models,
Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions,
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models,
Quadratic deviation of penalized mean squares regression estimates,
Fast and simple scatterplot smoothing,
Minimax linear estimation at a boundary point,
Asymptotic effectiveness of some higher order kernels,
Smoothing spline and kernel estimation of a probit function,
Equivalent kernels for smoothing splines,
X2goodness-of-fit tests for polynomial regression,
Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods,
On higher order kernels,
Frequency domain characteristics of linear operator to decompose a time series into the multi-components,
A roughness-penalty view of kernel smoothing,
A kernel approximation to the kriging predictor of a spatial process,
SiZer for smoothing splines,
Bayesian analysis of features in a scatter plot with dependent observations and errors in predictors,
Semiparametric Regression for Periodic Longitudinal Hormone Data from Multiple Menstrual Cycles,
Variance reduction for kernel estimators in clustered/longitudinal data analysis,
On confidence bands for multivariate nonparametric regression,
Predicting integrals of diffusion processes with unknown diffusion parameters,
Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator,
Self-consistent estimation of mean response functions and their derivatives,
Recent approaches to estimating Engel curves,
Spline density estimation and inference with model-based penalties,
A recipe for robust estimation using pseudo data,
Computing a family of reproducing kernels for statistical applications,
Nonparametric estimation of American options' exercise boundaries and call prices,
Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models,
Generalized likelihood ratio statistics and Wilks phenomenon,
Generalized jackknifing and higher order kernels,
A minimax result for a class of nonparametric density estimators,
Knot selection for least-squares and penalized splines,
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints,
An iterated cochrane-orcutt procedure for nonparametric regression,
The asymptotic mean squared error of \(L\)-smoothing splines,
Locally optimal adaptive smoothing splines