Pages that link to "Item:Q1208657"

The following pages link to Variable bandwidth and local linear regression smoothers (Q1208657):

Displaying 50 items.

• Regression-type inference in nonparametric autoregression (Q1807123) (← links)
• Change point estimation for a weakly dependent sequence (Q1854702) (← links)
• Change point estimation by local linear smoothing (Q1867136) (← links)
• Nonparametric regression estimation with missing data (Q1907648) (← links)
• Nonlinear black-box models in system identification: Mathematical foundations (Q1911271) (← links)
• Smoothing bias in the measurement of marginal effects (Q1915463) (← links)
• A nonparametric random effects estimator (Q1927928) (← links)
• Local bandwidth selection via second derivative segmentation (Q1950824) (← links)
• Varying coefficient model for modeling diffusion tensors along white matter tracts (Q1951522) (← links)
• Asymptotic normality of a combined regression estimator (Q1969079) (← links)
• Variable bandwidth and one-step local \(M\)-estimator (Q1974207) (← links)
• A bioequivalence test by the direct comparison of concentration-versus-time curves using local polynomial smoothers (Q2013948) (← links)
• Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
• Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
• Statistical inference on uncertain nonparametric regression model (Q2070753) (← links)
• Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
• A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects (Q2210294) (← links)
• Composite support vector quantile regression estimation (Q2259813) (← links)
• A nonparametric Bayesian methodology for regression discontinuity designs (Q2317304) (← links)
• The local linear \(M\)-estimation with missing response data (Q2336401) (← links)
• Asymptotics for nonparametric and semiparametric fixed effects panel models (Q2343819) (← links)
• Adaptive estimation for varying coefficient models (Q2348441) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Nonparametric estimation of the marginal effect in fixed-effect panel data models (Q2418504) (← links)
• Confidence intervals of variance functions in generalized linear model (Q2431957) (← links)
• Change point estimation by local linear smoothing under a weak dependence condition (Q2440595) (← links)
• Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation (Q2445704) (← links)
• Simple and efficient improvements of multivariate local linear regression (Q2499073) (← links)
• Lazy lasso for local regression (Q2512747) (← links)
• The nonparametric estimation of long memory spatio-temporal random field models (Q2516921) (← links)
• Rate optimal estimation with the integration method in the presence of many covariates (Q2567118) (← links)
• Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals (Q2629371) (← links)
• Local regression smoothers with set-valued outcome data (Q2658029) (← links)
• Methodology for nonparametric bias reduction in kernel regression estimation (Q2692996) (← links)
• Local and Variable Bandwidths and Local Linear Regression (Q2785882) (← links)
• Convergence rates for uniform confidence intervals based on local polynomial regression estimators (Q2811265) (← links)
• Inflation and growth in the long run: a New Keynesian theory and further semiparametric evidence (Q2844993) (← links)
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
• Large sample results for varying kernel regression estimates (Q2863053) (← links)
• Adaptively weighted kernel regression (Q2863054) (← links)
• Local Linear Regression for Non Grid Spatiotemporal Models with Autoregressive Errors (Q2873922) (← links)
• Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
• Prediction for spatio-temporal models with autoregression in errors (Q2892924) (← links)
• Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
• Switching nonparametric regression models (Q2934396) (← links)
• Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models (Q2965547) (← links)
• Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors (Q3389653) (← links)
• Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence (Q3390616) (← links)