Pages that link to "Item:Q4037621"
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The following pages link to Design-adaptive Nonparametric Regression (Q4037621):
Displaying 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Comparison of presmoothing methods in kernel density estimation under censoring (Q142857) (← links)
- Does matching overcome LaLonde's critique of nonexperimental estimators? (Q262739) (← links)
- Selection into and across credit contracts: theory and field research (Q278281) (← links)
- Nonparametric frontier estimation via local linear regression (Q288362) (← links)
- Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Efficiency dynamics in Indian banking: a conditional directional distance approach (Q300068) (← links)
- Nonparametric regression with the scale depending on auxiliary variable (Q366996) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Nonparametric quasi-likelihood for right censored data (Q415589) (← links)
- A bias corrected nonparametric regression estimator (Q419220) (← links)
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
- Bandwidth selection for power optimality in a test of equality of regression curves (Q449903) (← links)
- Nonstationary modeling for multivariate spatial processes (Q450855) (← links)
- An asymptotically minimax kernel machine (Q464460) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Frontier estimation using kernel smoothing estimators with data transformation (Q488593) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
- Extending the regression-discontinuity approach to multiple assignment variables (Q530599) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- A kernel-based parametric method for conditional density estimation (Q614083) (← links)
- On internally corrected and symmetrized kernel estimators for nonparametric regression (Q619168) (← links)
- On the inefficiency of propensity score matching (Q636177) (← links)
- Bootstrap confidence interval for a correlation curve (Q654457) (← links)
- Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
- Estimating the mean of high valued observations in high dimensions (Q715780) (← links)
- Estimating distribution functions from survey data using nonparametric regression (Q715781) (← links)
- Fitting software reliability growth curves using nonparametric regression methods (Q716252) (← links)
- Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Selecting local models in multiple regression by maximizing power (Q745341) (← links)
- Spatial local M-estimation under association (Q745418) (← links)
- Data sharpening methods in multivariate local quadratic regression (Q764494) (← links)
- Local Walsh-average regression (Q765825) (← links)
- Pseudo-empirical likelihood estimation using nonparametric regression (Q845626) (← links)
- Oracle inequality for conditional density estimation and an actuarial example (Q904089) (← links)
- A visual display device for significant features in complicated signals (Q957113) (← links)
- Hybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment (Q957160) (← links)
- Local linear regression for functional predictor and scalar response (Q958910) (← links)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
- Nonparametric estimation of the regression function from quantized observations (Q959392) (← links)
- Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
- The theoretic framework of local weighted approximation for microarray missing value estimation (Q975220) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- Bandwidth selection for a data sharpening estimator in nonparametric regression (Q1021846) (← links)
