The following pages link to (Q3339943):
Displaying 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models (Q140115) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- Integral functionals of the Gasser-Müller regression function (Q325967) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Spline confidence bands for functional derivatives (Q434571) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- Censored multiple regression by the method of average derivatives (Q558066) (← links)
- Dynamic relations for sparsely sampled Gaussian processes (Q619159) (← links)
- Empirical dynamics for longitudinal data (Q620557) (← links)
- Robust estimation for nonparametric generalized regression (Q645463) (← links)
- Multiquadric trigonometric spline quasi-interpolation for numerical differentiation of noisy data: a stochastic perspective (Q679713) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Non-parametric estimation of the average growth curve with a general non-stationary error process (Q857102) (← links)
- Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization (Q862517) (← links)
- Functional density synchronization (Q901618) (← links)
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
- Unbiased nonparametric estimation of the derivative of the mean (Q916263) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- Nonparametric estimation of the regression function from quantized observations (Q959392) (← links)
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
- On rapid change points under long memory (Q989259) (← links)
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors (Q1039478) (← links)
- Estimation of the regression operator from functional fixed-design with correlated errors (Q1049550) (← links)
- On the estimation of the quantile density function (Q1070705) (← links)
- Weak and universal consistency of moving weighted averages (Q1078951) (← links)
- Convolution type estimators for nonparametric regression (Q1113583) (← links)
- A law of the iterated logarithm for kernel estimators of regression functions (Q1203916) (← links)
- Error process indexed by bandwidth matrices in multivariate local linear smoothing (Q1268017) (← links)
- Nonparametric kernel regression estimation near endpoints. (Q1298705) (← links)
- Properties of nonparametric estimators of autocovariance for stationary random fields (Q1333576) (← links)
- Symmetrized kernel estimators of the regression slope (Q1336904) (← links)
- On a likelihood-based approach in nonparametric smoothing and cross- validation (Q1344821) (← links)
- Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral (Q1380545) (← links)
- Piecewise convex function estimation: Pilot estimators (Q1383095) (← links)
- An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
- Wavelet designs for estimating nonparametric curves with heteroscedastic error (Q1410289) (← links)
- Transfer of tail information in censored regression models (Q1578287) (← links)
- Estimation of the conditional distribution in a conditional Koziol-Green model (Q1580813) (← links)
- On bandwidth selection in partial linear regression models under dependence (Q1613093) (← links)
- A smooth simultaneous confidence band for correlation curve (Q1616692) (← links)
- Gradient-based bandwidth selection for estimating average derivatives (Q1668136) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Limit properties of the monotone rearrangement for density and regression function estimation (Q1715541) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
