The following pages link to (Q3996878):
Displaying 50 items.
- Semiparametric approaches to signal extraction problems in economic time series (Q1575220) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model (Q1599064) (← links)
- Metamodeling: Radial basis functions, versus polynomials (Q1600896) (← links)
- Nearest neighbor estimates of regression (Q1658417) (← links)
- Fast and accurate computation for kernel estimators (Q1660133) (← links)
- Bootstrap bias corrections for ensemble methods (Q1702284) (← links)
- Nonparametric M-regression with free knot splines (Q1763445) (← links)
- Improved smoothing spline regression by combining estimates of different smoothness (Q1771285) (← links)
- A simple smoothing spline, III (Q1775953) (← links)
- Analysis of oldest-old mortality: lifetables revisited (Q1807073) (← links)
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
- Recent approaches to estimating Engel curves (Q1815635) (← links)
- On nonparametric regression for iid observations in a general setting (Q1816976) (← links)
- Scale space view of curve estimation. (Q1848781) (← links)
- Selection criteria for scatterplot smoothers (Q1848868) (← links)
- Bayesian estimation of free-knot splines using reversible jumps. (Q1853788) (← links)
- Influence diagnostics in semiparametric regression models. (Q1871312) (← links)
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
- A sequential-design metamodeling strategy for simulation optimization (Q1885960) (← links)
- Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction (Q1887233) (← links)
- Local polynomial \(M\)-smoothers in nonparametric regression (Q1888852) (← links)
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers (Q1888853) (← links)
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty (Q1893416) (← links)
- Optimal global rates of convergence of \(M\)-estimates for multivariate nonparametric regression (Q1899014) (← links)
- Smoothing categorical data (Q1901752) (← links)
- A generalized linear classification model with a smooth link function and predictors obtained from quantile spline fits to high-dimensional data (Q1901766) (← links)
- A Monte Carlo strategy for data-based mathematical modeling (Q1903397) (← links)
- Splines from a Bayesian point of view (Q1906307) (← links)
- M-type estimators of regression function with applications (Q1907901) (← links)
- On combining independent nonparametric regression estimators (Q1914278) (← links)
- A method for solving the parameter identification problem for ordinary differential equations of the second order (Q1914624) (← links)
- Smoothing bias in the measurement of marginal effects (Q1915463) (← links)
- Improved inference in nonparametric regression using \(L_ k\)-smoothing splines (Q1918134) (← links)
- Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture) (Q1922369) (← links)
- Asymptotic minimax rates for abstract linear estimators (Q1923430) (← links)
- Correcting bias due to misclassification in the estimation of logistic regression models (Q1962200) (← links)
- A parallel solver for generalised additive models (Q1978411) (← links)
- A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839) (← links)
- Interpolation splines minimizing a semi-norm (Q2017985) (← links)
- Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials (Q2121627) (← links)
- A multigrid preconditioner for tensor product spline smoothing (Q2135908) (← links)
- The adjustment of covariates in Cox's model under case-cohort design (Q2228155) (← links)
- Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
- Deep learning for quantile regression under right censoring: deepquantreg (Q2242148) (← links)
- Performance criteria and discrimination of extreme undersmoothing in nonparametric regression (Q2250696) (← links)
- Computerized adaptive testing under nonparametric IRT models (Q2260958) (← links)
- Continuous auxiliary covariate in additive hazards regression for survival data (Q2341592) (← links)
- The maximum entropy approach in production frontier estimation (Q2366121) (← links)
