The following pages link to (Q3330303):
Displayed 50 items.
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
- Estimating the density of a conditional expectation (Q262700) (← links)
- Distribution function estimation via Bernstein polynomial of random degree (Q263898) (← links)
- Enhanced consistency of the resampled convolution particle filter (Q434722) (← links)
- On feedback capability for a class of semiparametric uncertain systems (Q445903) (← links)
- On the correct regression function (in \(L_{2}\)) and its applications when the dimension of the covariate vector is random (Q447623) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- An optimal \(k\)-nearest neighbor for density estimation (Q451156) (← links)
- A note on efficient density estimators of convolutions (Q453030) (← links)
- Minimum Hellinger distance estimation of an ARFIMA process (Q456641) (← links)
- Wavelet based estimation for the derivative of a density by block thresholding under random censorship (Q459486) (← links)
- Nonparametric ridge estimation (Q464193) (← links)
- Nonparametric density estimation for functional data by delta sequences (Q467898) (← links)
- Probability density function estimation with the frequency polygon transform (Q528669) (← links)
- Rate of convergence of the spline estimates for Markov chains (Q581981) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Adaptive orthogonal series density estimation for small samples (Q671664) (← links)
- Nonparametric estimation of the CDF of weapon effectiveness on target performance (Q687030) (← links)
- A smoothed bootstrap estimator for a Studentized sample quantile (Q688353) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Hellinger distance estimation of general bilinear time series models (Q713820) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- Fitting software reliability growth curves using nonparametric regression methods (Q716252) (← links)
- Empirical Bayes test problem in continuous one-parameter exponential families under dependent samples (Q746054) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- Asymptotics for \(L_ p\)-norms of kernel estimators of densities (Q804142) (← links)
- A new smoothness quantification in kernel density estimation (Q806851) (← links)
- Testing independence in high dimensions (Q806858) (← links)
- Nonparametric estimation by convex programming (Q834340) (← links)
- On the granularity of summative kernels (Q835191) (← links)
- Perception of probabilities in situations of risk: a case based approach (Q844916) (← links)
- Pointwise universal consistency of nonparametric density estimators (Q850715) (← links)
- Nonparametric inference from the M/G/1 workload (Q850769) (← links)
- On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
- Oracle inequality for conditional density estimation and an actuarial example (Q904089) (← links)
- Estimation of entropy and other functionals of a multivariate density (Q912528) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- Nonparametric multiple function fitting (Q916266) (← links)
- Asymptotics for \(L_ p\)-norms of Fourier series density estimators (Q918597) (← links)
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
- Sliced inverse regression in reference curves estimation (Q956902) (← links)
- Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy (Q961010) (← links)
- Local adaptive smoothing in kernel regression estimation (Q962008) (← links)
- Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions (Q981866) (← links)
- Bayes factor estimation for nonlinear dynamic state space models (Q1013038) (← links)
- Lower bound for estimation of Sobolev densities of order less \(1/2\) (Q1015873) (← links)
- Optimal construction of \(k\)-nearest-neighbor graphs for identifying noisy clusters (Q1017654) (← links)
- Nonparametric estimation of a regression function from backward recurrence times in a cross-sectional sampling (Q1019466) (← links)
- Large and moderate deviations principles for kernel estimators of the multivariate regression (Q1019536) (← links)