The following pages link to (Q3825945):
Displaying 14 items.
- Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
- On internally corrected and symmetrized kernel estimators for nonparametric regression (Q619168) (← links)
- The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
- Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
- Density adjusted kernel smoothers for random design nonparametric regression (Q1382239) (← links)
- Transfer of tail information in censored regression models (Q1578287) (← links)
- Statistical tests in the partially linear additive regression models (Q1731204) (← links)
- Bootstrapping local polynomial estimators in likelihood-based models (Q1973316) (← links)
- Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm (Q2106775) (← links)
- A note on wavelet estimation of the derivatives of a regression function in a random design setting (Q2448838) (← links)
- Standard Errors for Nonparametric Regression (Q5861018) (← links)
- Dimension reduction in time series under the presence of conditional heteroscedasticity (Q6167060) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- A penalised bootstrap estimation procedure for the explained Gini coefficient (Q6200878) (← links)
