The following pages link to (Q3999325):
Displayed 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Local polynomial expectile regression (Q123172) (← links)
- Robust boosting for regression problems (Q133956) (← links)
- Kernel adjusted nonparametric regression (Q152939) (← links)
- A statistical approach to case based reasoning, with application to breast cancer data (Q158242) (← links)
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- A statistical method for geometry inspection from point clouds (Q279598) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Regression discontinuity designs: a guide to practice (Q291074) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Identifying the average treatment effect in ordered treatment models without unconfoundedness (Q311633) (← links)
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- The adaptive LASSO spline estimation of single-index model (Q328835) (← links)
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates (Q333398) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Optimal categorization (Q403748) (← links)
- A bias corrected nonparametric regression estimator (Q419220) (← links)
- Approximations of time series (Q420174) (← links)
- Modelling time trend via spline confidence band (Q421413) (← links)
- Nonparametric estimation of nonlinear dynamic systems using semirecursive regression estimates (Q424379) (← links)
- Asymptotics of SIMEX-based variance estimation (Q427486) (← links)
- Engel's law reconsidered (Q433143) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Scheduling in a dynamic heterogeneous distributed system using estimation error (Q436905) (← links)
- A criterion for the fuzzy set estimation of the regression function (Q454785) (← links)
- Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
- Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
- Failure time regression with continuous informative auxiliary covariates (Q499787) (← links)
- Additive cubic spline regression with Dirichlet process mixture errors (Q530952) (← links)
- Kernel regression estimators for nonparametric model calibration in survey sampling (Q538216) (← links)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method (Q542959) (← links)
- Nonparametric additive model-assisted estimation for survey data (Q548647) (← links)
- Censored multiple regression by the method of average derivatives (Q558066) (← links)
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space (Q618007) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- Functional statistical techniques applied to vine leaf water content determination (Q622989) (← links)
- Correction to: On the linear combination of normal and Laplace random variables (Q626269) (← links)
- Robust estimation for nonparametric generalized regression (Q645463) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Fast and simple scatterplot smoothing (Q672425) (← links)
- Testing increasing dispersion (Q672959) (← links)
- Auto-associative models and generalized principal component analysis (Q707393) (← links)