The following pages link to Smoothing methods in statistics (Q1918665):
Displayed 50 items.
- A statistical approach to case based reasoning, with application to breast cancer data (Q158242) (← links)
- Measuring the stability of histogram appearance when the anchor position is changed (Q673284) (← links)
- Non-parametric kernel regression for multinomial data (Q855913) (← links)
- The Cauchy--Schwarz divergence and Parzen windowing: Connections to graph theory and Mercer kernels (Q860375) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Relative error prediction via kernel regression smoothers (Q935419) (← links)
- Constrained regression model selection (Q951053) (← links)
- A nonparametric model for analysis of the EURO bond market (Q951348) (← links)
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library (Q951888) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- Derivatives diagnostics and robustness for smoothing splines (Q956930) (← links)
- Isotonic single-index model for high-dimensional database marketing (Q957060) (← links)
- A data-based method for selecting tuning parameters in minimum distance estimators (Q957136) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation (Q959388) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Nonparametric estimation when data on derivatives are available (Q997381) (← links)
- Real time estimation in local polynomial regression, with application to trend-cycle analysis (Q999677) (← links)
- Double-smoothing for bias reduction in local linear regression (Q1007487) (← links)
- Error process indexed by bandwidth matrices in multivariate local linear smoothing (Q1268017) (← links)
- Reducing bias in curve estimation by use of weights. (Q1285485) (← links)
- Rates of convergence for the pre-asymptotic substitution bandwidth selector (Q1292787) (← links)
- On kernel density estimation near endpoints (Q1299493) (← links)
- On close relations of local likelihood density estimation (Q1372569) (← links)
- Testing independence in bivariate distributions of claim frequencies and severities (Q1381474) (← links)
- Smoothed bootstrap confidence intervals with discrete data (Q1389395) (← links)
- Sparse matrix tools for Gaussian models on lattices (Q1389604) (← links)
- An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
- Nonparametric estimation of distributions with categorical and continuous data (Q1403418) (← links)
- Survival function estimation when lifetime and censoring time are dependent (Q1414607) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- Nonparametric confidence intervals of instantaneous forward rates (Q1584515) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
- Exploring efficiency differences over time in the Spanish banking industry (Q1598742) (← links)
- Testing goodness of fit for stochastic models of carcinogenesis (Q1602563) (← links)
- A unified treatment of direct and indirect estimation of a probability density and its derivatives (Q1612997) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Standardized posterior mode for the flexible use of a conjugate prior (Q1772673) (← links)
- Density estimation from aggregate data (Q1775969) (← links)
- Scale space view of curve estimation. (Q1848781) (← links)
- On cross-validation in kernel and partitioning regression estimation. (Q1871263) (← links)
- Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
- Densities, spectral densities and modality. (Q1879931) (← links)
- Semiparametric density estimation by local \(L_ 2\)-fitting. (Q1879933) (← links)
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
- Principal curves of oriented points: theoretical and computational improvements (Q1887223) (← links)
- Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction (Q1887233) (← links)
- Local polynomial \(M\)-smoothers in nonparametric regression (Q1888852) (← links)