Pages that link to "Item:Q1893353"
From MaRDI portal
The following pages link to Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations (Q1893353):
Displaying 12 items.
- Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
- A study on bandwidth selection in density estimation under dependence (Q1368842) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← links)
- Nonparametric regression for functional data: automatic smoothing parameter selection (Q2643275) (← links)
- Convergence rates for average square errors for kernel smoothing estimators (Q2720137) (← links)
- Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
- The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
- sequential estimation of the hgarginal density function for a strongly mixing process (Q4225633) (← links)
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530) (← links)
