Pages that link to "Item:Q1257878"

The following pages link to Smoothing techniques for curve estimation. Proceedings of a workshop held in Heidelberg, April 2-4, 1979 (Q1257878):

Displayed 25 items.

• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) ‎ (← links)
• Robust regression function estimation (Q793460) ‎ (← links)
• The hat matrix for smoothing splines (Q1055156) ‎ (← links)
• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (Q1068436) ‎ (← links)
• Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\) (Q1083791) ‎ (← links)
• A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis (Q1162980) ‎ (← links)
• Error attenuation in Abel inversion (Q1169271) ‎ (← links)
• Parameter estimation in nonlinear stochastic differential equations (Q1587266) ‎ (← links)
• Nearest neighbor estimates of regression (Q1658417) ‎ (← links)
• CLT of wavelet estimator in semiparametric model with correlated errors (Q1936582) ‎ (← links)
• Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors (Q2072948) ‎ (← links)
• A new estimator of a jump discontinuity in regression (Q2083535) ‎ (← links)
• On estimating a density using Hellinger distance and some other strange facts (Q2266536) ‎ (← links)
• On nonlinear regression estimator with denoised variables (Q2445822) ‎ (← links)
• Blind nonparametric regression (Q2747869) ‎ (← links)
• Structural Adaptive Smoothing Procedures (Q2847945) ‎ (← links)
• Efficient Bayesian Multivariate Surface Regression (Q2868862) ‎ (← links)
• On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives (Q2911689) ‎ (← links)
• Simultaneous Inferences on the Contrast of Two Hazard Functions with Censored Observations (Q3079023) ‎ (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) ‎ (← links)
• Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) ‎ (← links)
• Kernel Estimation of Rate Function for Recurrent Event Data (Q5467686) ‎ (← links)
• Optimal classification trees (Q5896101) ‎ (← links)
• Generalized minimum distance estimators of a linear model with correlated errors. (Q5956467) ‎ (← links)
• Local generalised method of moments: an application to point process‐based rainfall models (Q6139149) ‎ (← links)