The following pages link to (Q3851439):
Displayed 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- A simple nonparametric estimator of a strictly monotone regression function (Q138473) (← links)
- Kernel estimates of functions and their derivatives with applications (Q789123) (← links)
- Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
- Trigonometric series regression estimators with an application to partially linear models (Q921774) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
- Linear boundary kernels for bivariate density estimation (Q1012095) (← links)
- Integrated mean squared error of a smoothing spline (Q1052557) (← links)
- A comparison of Kriging with nonparametric regression methods (Q1074990) (← links)
- Nonparametric function recovering from noisy observations (Q1078952) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
- Convolution type estimators for nonparametric regression (Q1113583) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Wavelet regression for random or irregular design. (Q1274828) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Remarks on extremal problems in nonparametric curve estimation (Q1293841) (← links)
- Nonparametric kernel regression estimation near endpoints. (Q1298705) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- On kernel density estimation near endpoints (Q1299493) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Discontinuous regression surfaces fitting (Q1307095) (← links)
- Estimating error correlation in nonparametric regression (Q1314711) (← links)
- Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
- On a likelihood-based approach in nonparametric smoothing and cross- validation (Q1344821) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
- Robust plug-in bandwidth estimators in nonparametric regression (Q1361612) (← links)
- Kernel regression estimates of growth curves using nonstationary correlated errors (Q1365178) (← links)
- On automatic boundary corrections (Q1372853) (← links)
- Local parametric analysis of hedging in discrete time (Q1372930) (← links)
- Mass shifting roles of negative kernel mass in density estimation (Q1373258) (← links)
- Nonparametric regression with long-memory errors (Q1380570) (← links)
- Density adjusted kernel smoothers for random design nonparametric regression (Q1382239) (← links)
- On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model. (Q1395876) (← links)
- An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
- Reducing variance in nonparametric surface estimation (Q1403424) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- Asymptotic properties of kernel density estimation with complex survey data (Q1765764) (← links)
- Analysis of oldest-old mortality: lifetables revisited (Q1807073) (← links)
- Direct estimation of low-dimensional components in additive models. (Q1807107) (← links)
- Nonparametric regression M-quantiles (Q1824314) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)