Pages that link to "Item:Q4214237"

The following pages link to Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion (Q4214237):

Displaying 50 items.

• Pointwise convergence in probability of general smoothing splines (Q1656858) (← links)
• Growth volatility and size: a firm-level study (Q1657341) (← links)
• The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation (Q1658377) (← links)
• On discrete Epanechnikov kernel functions (Q1658406) (← links)
• Estimating and interpreting effects from nonlinear exposure-response curves in occupational cohorts using truncated power basis expansions and penalized splines (Q1664536) (← links)
• Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
• Functional principal component analysis of spatially correlated data (Q1703841) (← links)
• Simplicity and model selection (Q1705324) (← links)
• Comparative analysis for robust penalized spline smoothing methods (Q1718843) (← links)
• Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness (Q1742847) (← links)
• Estimating the expectation of the Log-likelihood with censored data for estimator selection (Q1770866) (← links)
• Improved smoothing spline regression by combining estimates of different smoothness (Q1771285) (← links)
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
• Environmental regulation and US state-level production (Q1927783) (← links)
• Semiparametric additive models under symmetric distributions (Q1945059) (← links)
• Local bandwidth selection via second derivative segmentation (Q1950824) (← links)
• Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
• The use of geographically weighted regression for the relationship among extreme climate indices in China (Q1954715) (← links)
• Spatial econometric approach to the EU regional employment process (Q2051211) (← links)
• Empirical foundation of valence using Aldrich-McKelvey scaling (Q2059098) (← links)
• Optimal model averaging for multivariate regression models (Q2078519) (← links)
• A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors (Q2129613) (← links)
• A new algorithm for fitting semi-parametric variance regression models (Q2135905) (← links)
• Using local learning with fuzzy transform: application to short term forecasting problems (Q2177754) (← links)
• Calculating degrees of freedom in multivariate local polynomial regression (Q2189128) (← links)
• An exponential-type kernel robust regression model for interval-valued variables (Q2195308) (← links)
• Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
• Explaining individual predictions when features are dependent: more accurate approximations to Shapley values (Q2238680) (← links)
• SmoothHR: an R package for pointwise nonparametric estimation of hazard ratio curves of continuous predictors (Q2262309) (← links)
• Corrected Mallows criterion for model averaging (Q2291344) (← links)
• A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (Q2317348) (← links)
• Boosting as a kernel-based method (Q2331677) (← links)
• Testing heteroscedasticity in nonparametric regression based on trend analysis (Q2336423) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression (Q2388332) (← links)
• A geometrical approach to iterative isotone regression (Q2396476) (← links)
• Penalized regression with individual deviance effects (Q2430250) (← links)
• Early stopping in \(L_{2}\)Boosting (Q2445675) (← links)
• Enhancement of spatially adaptive smoothing splines via parameterization of smoothing parameters (Q2445811) (← links)
• Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models (Q2449910) (← links)
• Nonparametric regression under alternative data environments (Q2493874) (← links)
• Boosting for high-dimensional linear models (Q2497175) (← links)
• Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics (Q2503959) (← links)
• Nonparametric regression penalizing deviations from additivity (Q2569242) (← links)
• Wavelet-based gradient boosting (Q2631350) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• Nonparametric inference for additive models estimated via simplified smooth backfitting (Q2679229) (← links)
• Subspace information criterion for model selection (Q2746343) (← links)