Pages that link to "Item:Q3809034"

The following pages link to Detecting Dependencies in Smooth Regression Models (Q3809034):

Displaying 11 items.

• Effective identification and estimation for the semiparametric measurement error model (Q508097) (← links)
• Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
• Nonparametric curve estimation with time series errors (Q811056) (← links)
• Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
• An elementary estimator of the partial linear model (Q1389410) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• New difference-based estimator of parameters in semiparametric regression models (Q2862379) (← links)
• Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
• Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
• A Simple Estimator of Error Correlation in Non-parametric Regression Models (Q3440881) (← links)
• Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)