The following pages link to Alois Kneip (Q247558):
Displaying 50 items.
- ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS (Q132822) (← links)
- (Q589622) (redirect page) (← links)
- A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators (Q656957) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Common functional principal components (Q1002147) (← links)
- Smoothing splines estimators for functional linear regression (Q1002148) (← links)
- Smoothing splines estimators in functional linear regression with errors-in-variables (Q1020144) (← links)
- Statistical tools to analyze data representing a sample of curves (Q1206706) (← links)
- Behavioral heterogeneity and structural properties of aggregate demand (Q1300372) (← links)
- Demand aggregation under structural stability (Q1300373) (← links)
- Ordered linear smoothers (Q1339694) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Aggregate behavior and microdata (Q1779836) (← links)
- On behavioral heterogeneity (Q1780161) (← links)
- Nonparametric estimation of common regressors for similar curve data (Q1805557) (← links)
- On the estimation of jump points in smooth curves (Q1807954) (← links)
- Recent approaches to estimating Engel curves (Q1815635) (← links)
- Model estimation in nonlinear regression under shape invariance (Q1896270) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- On the optimal reconstruction of partially observed functional data (Q2196241) (← links)
- Convergence and consistency results for self-modeling nonlinear regression (Q2277719) (← links)
- Frontier estimation in the presence of measurement error with unknown variance (Q2343753) (← links)
- Nonparametric registration to low-dimensional function spaces (Q2419146) (← links)
- A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS (Q2890706) (← links)
- (Q3031782) (← links)
- Combining Registration and Fitting for Functional Models (Q3069850) (← links)
- Searching for Structure in Curve Sample (Q3128735) (← links)
- Some Numerical Test on the Convergence Rates of Regression with Differential Regularization (Q3300621) (← links)
- (Q3349790) (← links)
- A Flexible and Fast Method for Automatic Smoothing (Q3359589) (← links)
- Choice of bandwidth for kernel regression when residuals are correlated (Q4037729) (← links)
- (Q4040333) (← links)
- Family expenditure data, heteroscedasticity and the Law of Demand (Q4306538) (← links)
- A Remedy for Kernel Estimation Under Random Design (Q4337769) (← links)
- Inference for Density Families Using Functional Principal Component Analysis (Q4419441) (← links)
- Curve Registration by Local Regression (Q4506091) (← links)
- (Q4552711) (← links)
- Functional Principal Component Analysis for Derivatives of Multivariate Curves (Q4558595) (← links)
- Interval and band estimation for curves with jumps (Q4822452) (← links)
- (Q4849920) (← links)
- Testing a Regression Model When We Have Smooth Alternatives in Mind (Q4939926) (← links)
- Some first results on the consistency of spatial regression with partial differential equation regularization (Q5037824) (← links)
- Superconsistent Estimation of Points of Impact in Non-Parametric Regression with Functional Predictors (Q5087169) (← links)
- (Q5216392) (← links)
- WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES (Q5247358) (← links)
- (Q5386584) (← links)
- On Behavioral Heterogeneity (Q5432003) (← links)
- Functional linear regression with points of impact (Q5963514) (← links)
- Cross‐component registration for multivariate functional data, with application to growth curves (Q6076495) (← links)
- Super-Consistent Estimation of Points of Impact in Nonparametric Regression with Functional Predictors (Q6319152) (← links)
