Pages that link to "Item:Q799051"
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The following pages link to Spline smoothing: The equivalent variable kernel method (Q799051):
Displaying 50 items.
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Analysis of spatial distribution of marker expression in cells using boundary distance plots (Q614152) (← links)
- Fast and simple scatterplot smoothing (Q672425) (← links)
- A penalty method for nonparametric estimation of the intensity function of a counting process (Q914288) (← links)
- Estimation of smooth regression functions in monotone response models (Q935444) (← links)
- A recipe for robust estimation using pseudo data (Q1031778) (← links)
- Nonparametric function recovering from noisy observations (Q1078952) (← links)
- Random approximations to some measures of accuracy in nonparametric curve estimation (Q1085912) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- Estimating a density and its derivatives via the minimum distance method (Q1102656) (← links)
- Smoothing, splines and smoothing splines; their application in geomagnetism (Q1112537) (← links)
- A simple smoothing spline. II (Q1125524) (← links)
- Quadratic deviation of penalized mean squares regression estimates (Q1186775) (← links)
- Asymptotic effectiveness of some higher order kernels (Q1193796) (← links)
- Frequency domain characteristics of linear operator to decompose a time series into the multi-components (Q1206608) (← links)
- A kernel approximation to the kriging predictor of a spatial process (Q1207613) (← links)
- Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator (Q1260728) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- The asymptotic mean squared error of \(L\)-smoothing splines (Q1314702) (← links)
- Piecewise convex function estimation: Pilot estimators (Q1383095) (← links)
- Bayesian backfitting. (With comments and a rejoinder). (Q1431182) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Pointwise convergence in probability of general smoothing splines (Q1656858) (← links)
- Fast inference in generalized linear models via expected log-likelihoods (Q1704759) (← links)
- Minimax linear estimation at a boundary point (Q1742746) (← links)
- Recent approaches to estimating Engel curves (Q1815635) (← links)
- Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
- A sequential-design metamodeling strategy for simulation optimization (Q1885960) (← links)
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers (Q1888853) (← links)
- Choosing among two-dimensional smoothers in practice (Q1896195) (← links)
- Spatial models for point and areal data using Markov random fields on a fine grid (Q1951143) (← links)
- Semiparametric regression during 2003--2007 (Q1952023) (← links)
- On the asymptotics of penalized spline smoothing (Q1952168) (← links)
- Variance reduction for kernel estimators in clustered/longitudinal data analysis (Q2270260) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Local and global asymptotic inference in smoothing spline models (Q2438763) (← links)
- Equivalent kernels for smoothing splines (Q2476445) (← links)
- SiZer for smoothing splines (Q2488419) (← links)
- Computing a family of reproducing kernels for statistical applications (Q2564496) (← links)
- Smoothing spline and kernel estimation of a probit function (Q2747233) (← links)
- Knot selection for least-squares and penalized splines (Q2862400) (← links)
- Self-consistent estimation of mean response functions and their derivatives (Q3087591) (← links)
- An iterated cochrane-orcutt procedure for nonparametric regression (Q3135466) (← links)
- Locally optimal adaptive smoothing splines (Q3145391) (← links)
- Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting (Q3165726) (← links)
- Generalized jackknifing and higher order kernels (Q3432369) (← links)
- A minimax result for a class of nonparametric density estimators (Q3432417) (← links)
- Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions (Q3551032) (← links)
