The following pages link to Byeong U. Park (Q173674):
Displayed 50 items.
- Item:Q173674 (redirect page) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Nonparametric stochastic frontiers: a local maximum likelihood approach (Q278488) (← links)
- In memory of Professor Peter Gavin Hall, 1951--2016 (Q287387) (← links)
- Local likelihood estimation of truncated regression and its partial derivatives: theory and application (Q295713) (← links)
- Item:Q173674 (redirect page) (← links)
- Semi-parametric regression: efficiency gains from modeling the nonparametric part (Q453301) (← links)
- Item:Q173674 (redirect page) (← links)
- Backfitting and smooth backfitting for additive quantile models (Q605930) (← links)
- Item:Q173674 (redirect page) (← links)
- Testing increasing dispersion (Q672959) (← links)
- Practical performance of several data driven bandwidth selectors (Q684820) (← links)
- Estimation of integrated squared spectral density derivatives (Q758070) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Item:Q173674 (redirect page) (← links)
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates (Q826706) (← links)
- A simple smooth backfitting method for additive models (Q869969) (← links)
- Choice of neighbor order in nearest-neighbor classification (Q955133) (← links)
- Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Q957295) (← links)
- Nonparametric conditional efficiency measures: asymptotic properties (Q970148) (← links)
- Asymptotic distribution of conical-hull estimators of directional edges (Q973868) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- Practically applicable central limit theorem for spatial statistics (Q1035762) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- A simple root \(n\) bandwidth selector (Q1184215) (← links)
- On polynomial estimators of frontiers and boundaries (Q1268010) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Optimal smoothing in adaptive location estimation (Q1361761) (← links)
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- Likelihood-based local polynomial fitting for single-index models (Q1599242) (← links)
- Nonparametric estimation of dynamic discrete choice models for time series data (Q1658465) (← links)
- Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
- Efficient estimation in the two-sample semiparametric location-scale models (Q1822862) (← links)
- Rolling-ball method for estimating the boundary of the support of a point-process intensity. (Méthode de roulement pour l'estimation de la frontière du support de l'intensité d'un processus ponctuel) (Q1863430) (← links)
- Limit theorems for boundary function estimators. (Q1871295) (← links)
- Influence diagnostics in semiparametric regression models. (Q1871312) (← links)
- New methods for bias correction at endpoints and boundaries (Q1873601) (← links)
- Bezier curve smoothing of the Kaplan-Meier estimator (Q1881401) (← links)
- Bandwidth choice for local polynomial estimation of smooth boundaries (Q1888331) (← links)
- Estimation of non-sharp support boundaries (Q1907818) (← links)
- Additive regression for predictors of various natures and possibly incomplete Hilbertian responses (Q2044344) (← links)
- Additive regression for non-Euclidean responses and predictors (Q2054521) (← links)
- Nonparametric regression on Lie groups with measurement errors (Q2105204) (← links)
- Estimation of Hilbertian varying coefficient models (Q2116943) (← links)
- Locally polynomial Hilbertian additive regression (Q2137056) (← links)
- Additive regression with Hilbertian responses (Q2215755) (← links)
- A simple variance estimator in nonparametric regression models with multivariate predictors (Q2372598) (← links)
- Smooth backfitting for additive modeling with small errors-in-variables, with an application to additive functional regression for multiple predictor functions (Q2405219) (← links)
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (Q2438632) (← links)