Pages that link to "Item:Q958779"
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The following pages link to Conditional variance estimation in heteroscedastic regression models (Q958779):
Displaying 16 items.
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Conditional variance estimation via nonparametric generalized additive models (Q1740319) (← links)
- Partial linear regression of compositional data (Q2111955) (← links)
- Estimation of the volume under a ROC surface in presence of covariates (Q2157504) (← links)
- Nonparametric multiplicative heteroscedasticity in multi-dimensional regression (Q2398410) (← links)
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach (Q2405904) (← links)
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data (Q2515493) (← links)
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
- Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models (Q2859292) (← links)
- Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
- Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173) (← links)
- Local Linear Regression on Manifolds and Its Geometric Interpretation (Q5406369) (← links)
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (Q5861535) (← links)
