Pages that link to "Item:Q3787299"
From MaRDI portal
The following pages link to How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum? (Q3787299):
Displaying 50 items.
- Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
- Estimation of a regression spline sample selection model (Q333716) (← links)
- Global adaptive smoothing regression (Q485932) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- Correction to: On the linear combination of normal and Laplace random variables (Q626269) (← links)
- On completely data-driven bandwidth selection for single-index models (Q629097) (← links)
- Uniform in bandwidth exact rates for a class of kernel estimators (Q652606) (← links)
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models (Q713661) (← links)
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
- Comments on a data based bandwidth selector (Q804144) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Practical variable selection for generalized additive models (Q901636) (← links)
- The negative correlations between data-determined bandwidths and the optimal bandwidth (Q913404) (← links)
- The iteratively reweighted estimating equation in minimum distance problems (Q956819) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- Local adaptive smoothing in kernel regression estimation (Q962008) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- New approaches to model-free dimension reduction for bivariate regression (Q1007453) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- Bandwidth selection for kernel estimate with correlated noise (Q1122897) (← links)
- Optimal bandwidth choice for density-weighted averages (Q1126477) (← links)
- On the consistency of the global minimizer of Mallow's criterion for nonparametric regression (Q1174649) (← links)
- Lower bounds for bandwidth selection in density estimation (Q1178978) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- Recursive estimation of intensity function of a Poisson random field (Q1205453) (← links)
- On the estimation of prediction errors in linear regression models (Q1260704) (← links)
- A short note on optimal bandwidth selection for kernel estimators (Q1263184) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- Asymptotic distribution of bandwidth selectors in kernel regression estimation (Q1324972) (← links)
- Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Fitting a bivariate additive model by local polynomial regression (Q1355175) (← links)
- Robust plug-in bandwidth estimators in nonparametric regression (Q1361612) (← links)
- Minimum negative exponential disparity estimation in parametric models (Q1361763) (← links)
- Piecewise convex function estimation: Pilot estimators (Q1383095) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model (Q1599064) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- On discrete Epanechnikov kernel functions (Q1658406) (← links)
- Nonparametric estimation of dynamic discrete choice models for time series data (Q1658465) (← links)
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
- Joint sufficient dimension reduction for estimating continuous treatment effect functions (Q1795569) (← links)
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
- Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
