Pages that link to "Item:Q4191442"
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The following pages link to The uniform convergence of the nadaraya‐watson regression function estimate (Q4191442):
Displaying 31 items.
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- Estimation of the essential supremum of a regression function (Q534426) (← links)
- Presmoothing the transition probabilities in the illness-death model (Q544630) (← links)
- A note on ranked-set sampling using a covariate (Q607199) (← links)
- Uniform law of the logarithm for the local linear estimator of the conditional distribution function (Q710855) (← links)
- Estimation of a jump point in random design regression (Q900565) (← links)
- Large and moderate deviations principles for kernel estimators of the multivariate regression (Q1019536) (← links)
- Strong uniform consistency of nonparametric regression function estimates (Q1111287) (← links)
- Consistency of a recursive nearest neighbor regression function estimate (Q1154760) (← links)
- Identificaction of nonlinear block-oriented systems by the recursive kernel estimate (Q1338578) (← links)
- Nonparametric curve estimation with Bernstein estimates (Q1359946) (← links)
- Joint consistency of nonparametric item characteristic curve and ability estimation (Q1362276) (← links)
- On the estimation of monotone uniform approximations (Q1373949) (← links)
- Transfer of tail information in censored regression models (Q1578287) (← links)
- Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments (Q1621200) (← links)
- Some stochastics on monotone functions (Q1891018) (← links)
- Presmoothing the Aalen-Johansen estimator in the illness-death model (Q1951167) (← links)
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model (Q2219232) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
- Estimating additive models with missing responses (Q2807690) (← links)
- MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS (Q2936834) (← links)
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau (Q3038407) (← links)
- Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function (Q3219573) (← links)
- Nonparametric regression: An up–to–date bibliography (Q3692630) (← links)
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates (Q3709721) (← links)
- Weak and strong uniform consistency of kernel regression estimates (Q3959285) (← links)
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)
- Strong consistency of presmoothed Kaplan–Meier integrals when covariables are present (Q4651104) (← links)
- On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation (Q6112445) (← links)