Pages that link to "Item:Q3632398"
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The following pages link to UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398):
Displaying 27 items.
- Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
- Time-varying additive model with autoregressive errors for locally stationary time series (Q6107555) (← links)
- Using monotonicity restrictions to identify models with partially latent covariates (Q6108283) (← links)
- Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- Dimension reduction in time series under the presence of conditional heteroscedasticity (Q6167060) (← links)
- Uniform convergence results for the local linear regression estimation of the conditional distribution (Q6178687) (← links)
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation (Q6190700) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
- Testing specification of distribution in stochastic frontier analysis (Q6190960) (← links)
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\) (Q6589573) (← links)
- Inverse regression for spatially distributed functional data (Q6589595) (← links)
- Semiparametric Estimation of Risk–Return Relationships (Q6616596) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)
- Threshold Regression With a Threshold Boundary (Q6617815) (← links)
- Functional Linear Regression: Dependence and Error Contamination (Q6620868) (← links)
- Nonparametric Specification Testing of Conditional Asset Pricing Models (Q6620966) (← links)
- Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds (Q6620978) (← links)
- Efficient functional Lasso kernel smoothing for high-dimensional additive regression (Q6621545) (← links)
- Correcting for Endogeneity in Models with Bunching (Q6626252) (← links)
- Efficient and Robust Estimation of the Generalized LATE Model (Q6626271) (← links)
- Nonparametric regression with right-censored covariate via conditional density function (Q6628343) (← links)
- Adaptive deep learning for nonlinear time series models (Q6632604) (← links)
- Nearest neighbor empirical processes (Q6632607) (← links)
- Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)
- Path shadowing Monte Carlo (Q6657695) (← links)
- Efficient estimation of a partially linear panel data model with cross-sectional dependence (Q6667479) (← links)
