Pages that link to "Item:Q796206"
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The following pages link to Smooth optimum kernel estimators of densities, regression curves and modes (Q796206):
Displayed 50 items.
- Semiparametric estimation of a panel data proportional hazards model with fixed effects (Q269238) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Reducing the mean squared error in kernel density estimation (Q395883) (← links)
- Canonical higher-order kernels for density derivative estimation (Q449407) (← links)
- Mode regression (Q583812) (← links)
- Relative deficiency of quantile estimators for left truncated and right censored data (Q643251) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions (Q1099021) (← links)
- Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
- Bias correction and higher order kernel functions (Q1185550) (← links)
- Optimal convergence properties of kernel density estimators without differentiability conditions (Q1207633) (← links)
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable (Q1298464) (← links)
- An optimal local bandwidth selector for kernel density estimation (Q1298940) (← links)
- Hierarchies of higher order kernels (Q1326328) (← links)
- Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- The quasi-likelihood estimation in regression (Q1817396) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients. (Q1872489) (← links)
- Kernel estimation for characteristics of pure jump processes (Q1893388) (← links)
- A note on density mode estimation (Q1916151) (← links)
- Improved confidence intervals for quantiles (Q1934477) (← links)
- Spatiotemporal satellite data imputation using sparse functional data analysis (Q2080746) (← links)
- A class of weighted estimating equations for additive hazard models with covariates missing at random (Q2115300) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
- Multiplicative-error models with sample selection (Q2343749) (← links)
- Identification and estimation in a correlated random coefficients binary response model (Q2354859) (← links)
- A doubly robustified estimating function for ARCH time series models (Q2479693) (← links)
- On optimal kernel choice for deconvolution (Q2507702) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
- Smooth estimators of distribution and density functions (Q2563618) (← links)
- Asymptotic normality for kernel weighted averages estimation (Q2683003) (← links)
- A complete gradient clustering algorithm formed with kernel estimators (Q2930579) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL (Q3191833) (← links)
- Nonparametrics: Retrospectives and perspectives<sup>*</sup> (Q3432295) (← links)
- Generalized jackknifing and higher order kernels (Q3432369) (← links)
- A Class of Improved Parametrically Guided Nonparametric Regression Estimators (Q3518462) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- Estimation of non-parametric regression for dasometric measures (Q3592625) (← links)
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
- Optimal kernels when estimating non-smooth densities (Q3773070) (← links)
- Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives (Q4275170) (← links)
- Quantile estimators and covering probabilities (Q4344669) (← links)
- Optimal rates for local bandwidth selection (Q4349876) (← links)
- Semiparametric estimation of censored transformation models (Q4435702) (← links)
- Minimax kernels for nonparametric curve estimation (Q4485011) (← links)