Pages that link to "Item:Q1148082"
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The following pages link to Optimal rates of convergence for nonparametric estimators (Q1148082):
Displayed 50 items.
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Asymptotic analysis of the jittering kernel density estimator (Q96450) (← links)
- Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- On efficient estimation of the ordered response model (Q276935) (← links)
- Cell-average multiresolution based on local polynomial regression. application to image processing (Q278560) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance (Q288354) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression (Q292877) (← links)
- Measuring the impacts of production risk on technical efficiency: a state-contingent conditional order-\(m\) approach (Q297109) (← links)
- Two-step estimators in partial linear models with missing response variables and error-prone covariates (Q301006) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random (Q379983) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Local linear-additive estimation for multiple nonparametric regressions (Q391935) (← links)
- Component selection in additive quantile regression models (Q397238) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data (Q421393) (← links)
- A tree-based regressor that adapts to intrinsic dimension (Q439996) (← links)
- Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design (Q458651) (← links)
- Nonparametric maximum likelihood estimation of randomly time-transformed curves (Q462973) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Global adaptive smoothing regression (Q485932) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Identification and nonparametric estimation of a transformed additively separable model (Q530962) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
- Risk prediction for prostate cancer recurrence through regularized estimation with simultaneous adjustment for nonlinear clinical effects (Q652366) (← links)
- An improved \(C_p\) criterion for spline smoothing (Q710806) (← links)
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery (Q711050) (← links)
- Integral approximation by kernel smoothing (Q726736) (← links)
- Statistical estimation in partial linear models with covariate data missing at random (Q734424) (← links)
- Variable selection for semiparametric varying coefficient partially linear models (Q734698) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
- Asymptotic normality of M-estimators in a semiparametric model with longitudinal data (Q745461) (← links)
- Nonparametric and semiparametric compound estimation in multiple covariates (Q746882) (← links)
- Single-index partially functional linear regression model (Q779689) (← links)
- Strong consistency of nearest neighbor regression function estimators (Q795437) (← links)
- A new smoothness quantification in kernel density estimation (Q806851) (← links)
- Nonparametric curve estimation with time series errors (Q811056) (← links)
- Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates (Q826706) (← links)
- Nonparametric relative recursive regression (Q828048) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)