The following pages link to Juan M. Vilar Fernández (Q1209930):
Displayed 41 items.
- Item:Q1209930 (redirect page) (← links)
- Item:Q1209930 (redirect page) (← links)
- Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- A local cross-validation algorithm for dependent data (Q1209931) (← links)
- Recursive estimation of regression functions by local polynomial fitting (Q1293653) (← links)
- Item:Q1209930 (redirect page) (← links)
- Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
- Item:Q1209930 (redirect page) (← links)
- Recursive local polynomial regression under dependence conditions (Q1580822) (← links)
- Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
- Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
- Bandwidth selection in nonparametric density estimation under dependence: a simulation study (Q1965935) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Two tests for heterocedasticity in nonparametric regression (Q2430230) (← links)
- Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA (Q2481687) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- Probability of default estimation in credit risk using a nonparametric approach (Q2666053) (← links)
- Correction to: ``Probability of default estimation in credit risk using a nonparametric approach'' (Q2666054) (← links)
- (Q2923457) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
- Estimacion no parametrica de curvas notables para datos dependientes (Q3357353) (← links)
- Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas (Q3357395) (← links)
- Nonparametric estimation of the conditional variance function with correlated errors (Q3426257) (← links)
- Nonparametric Forecasting in Time Series - A Comparative Study (Q3447088) (← links)
- (Q3779624) (← links)
- (Q4011510) (← links)
- (Q4011519) (← links)
- Consistencia de un estimador no parametrico, recursivo, de la regresion bajo condiciones generales (Q4012364) (← links)
- On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions (Q4434424) (← links)
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS (Q4540657) (← links)
- Plug-in bandwidth selector for local polynomial regression estimator with correlated errors (Q4819555) (← links)
- (Q4871873) (← links)
- (Q5323405) (← links)
- (Q5323406) (← links)
- (Q5323445) (← links)
- (Q5323483) (← links)
- Resampling for checking linear regression models via non-parametric regression estimation (Q5940725) (← links)
- Generalized minimum distance estimators of a linear model with correlated errors. (Q5956467) (← links)