The following pages link to (Q5679553):
Displaying 50 items.
- A nonparametric test for changing trends (Q262832) (← links)
- A simple ordered data estimator for inverse density weighted expectations (Q278245) (← links)
- Confidence intervals for nonparametric regression functions with missing data: multiple design case (Q301014) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Estimation for partially linear models with missing responses: the fixed design case (Q403527) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- Complete convergence for weighted sums of \(\rho^*\)-mixing random fields (Q485880) (← links)
- Frontier estimation using kernel smoothing estimators with data transformation (Q488593) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices (Q645422) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Uniform in bandwidth exact rates for a class of kernel estimators (Q652606) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Bandwidth-based nonparametric inference (Q713763) (← links)
- Kernel estimates of functions and their derivatives with applications (Q789123) (← links)
- Fitting a multiple regression function (Q792724) (← links)
- Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Stahel-Donoho kernel estimation for fixed design nonparametric regression models (Q870729) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Nonparametric multiple function fitting (Q916266) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives (Q1060511) (← links)
- Optimal designs for nonparametric kernel regression (Q1060797) (← links)
- Asymptotic properties of nonparametric curve estimates (Q1066585) (← links)
- Weak and universal consistency of moving weighted averages (Q1078951) (← links)
- Nonparametric function recovering from noisy observations (Q1078952) (← links)
- Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\) (Q1083791) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- Current developments in time series modelling (Q1117656) (← links)
- On nonparametric regression with higher-order kernels (Q1123510) (← links)
- A continuous form of post-stratification (Q1145962) (← links)
- Strong convergence in nonparametric estimation of regression functions (Q1168664) (← links)
- Probabilities of maximal deviations for nonparametric regression function estimates (Q1170845) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Residuals density estimation in nonparametric regression (Q1198997) (← links)
- Local bootstrap (Q1206619) (← links)
- Asymptotic normality for robust R-estimators of regression function (Q1263191) (← links)
- Rates of convergence for the pre-asymptotic substitution bandwidth selector (Q1292787) (← links)
- Nonparametric kernel regression estimation near endpoints. (Q1298705) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- Estimating error correlation in nonparametric regression (Q1314711) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- A note on smoothed estimating functions (Q1335374) (← links)
- On a likelihood-based approach in nonparametric smoothing and cross- validation (Q1344821) (← links)
- Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
