Pages that link to "Item:Q3128741"

The following pages link to An Effective Bandwidth Selector for Local Least Squares Regression (Q3128741):

Displaying 50 items.

• Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
• Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
• Variable selection and parameter estimation for partially linear models via Dantzig selector (Q1938499) (← links)
• Finding a consensus on credible features among several paleoclimate reconstructions (Q1939993) (← links)
• SIMEX and standard error estimation in semiparametric measurement error models (Q1951980) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• Bandwidth selection: Classical or plug-in? (Q1970472) (← links)
• Bandwidth selection for local linear regression (Q1979106) (← links)
• Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• Sample selection models with monotone control functions (Q2074593) (← links)
• Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data (Q2074675) (← links)
• The correction term in a small-ball probability factorization for random curves (Q2078563) (← links)
• Measuring timeliness of annual reports filing by jump additive models (Q2078728) (← links)
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
• An efficient estimation for the parameter in additive partially linear models with missing covariates (Q2131935) (← links)
• Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Estimation of partially conditional average treatment effect by double kernel-covariate balancing (Q2168086) (← links)
• Inter-class sparsity based discriminative least square regression (Q2179822) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• Estimation of a finite population mean under random nonresponse using kernel weights (Q2183907) (← links)
• Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data (Q2192307) (← links)
• Data sharpening via Firth's adjusted score function (Q2197603) (← links)
• Correcting an estimator of a multivariate monotone function with isotonic regression (Q2199702) (← links)
• A single-index model procedure for interpolation intervals in time series (Q2259074) (← links)
• Targeted smoothing parameter selection for estimating average causal effects (Q2259819) (← links)
• Direct determination of smoothing parameter for penalized spline regression (Q2260575) (← links)
• Nonparametric tests for conditional independence in two-way contingency tables (Q2267580) (← links)
• A plug-in bandwidth selector for nonparametric quantile regression (Q2273160) (← links)
• Single-index modal regression via outer product gradients (Q2291303) (← links)
• Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
• Estimation of a partially linear additive model with generated covariates (Q2306249) (← links)
• SIMEX estimation for single-index model with covariate measurement error (Q2324316) (← links)
• Two stage smoothing in additive models with missing covariates (Q2338221) (← links)
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm (Q2338233) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
• Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
• Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
• Multi-dimensional functional principal component analysis (Q2361466) (← links)
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates (Q2390454) (← links)
• Confidence intervals of variance functions in generalized linear model (Q2431957) (← links)
• Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier (Q2443201) (← links)
• Generalized partially linear varying-coefficient models (Q2474377) (← links)
• Variable selection in semiparametric regression modeling (Q2477060) (← links)
• Robustness of one-sided cross-validation to autocorrelation (Q2486174) (← links)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
• Semi-parametric estimation of partially linear single-index models (Q2493137) (← links)