Pages that link to "Item:Q126894"

The following pages link to The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (Q126894):

Displaying 50 items.

• An optimal test for the additive model with discrete or categorical predictors (Q2027221) (← links)
• Additive regression for predictors of various natures and possibly incomplete Hilbertian responses (Q2044344) (← links)
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model (Q2051519) (← links)
• Additive regression for non-Euclidean responses and predictors (Q2054521) (← links)
• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
• Locally polynomial Hilbertian additive regression (Q2137056) (← links)
• Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
• Discussion of: ``Models as approximations'' (Q2194569) (← links)
• Nonparametric regression with parametric help (Q2209833) (← links)
• Additive regression with Hilbertian responses (Q2215755) (← links)
• Smooth backfitting for errors-in-variables varying coefficient regression models (Q2305306) (← links)
• A nonparametric approach to identify age, time, and cohort effects (Q2317341) (← links)
• Asymptotics for nonparametric and semiparametric fixed effects panel models (Q2343819) (← links)
• Asymptotics for in-sample density forecasting (Q2343957) (← links)
• In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
• Penalized least squares estimation in the additive model with different smoothness for the components (Q2348102) (← links)
• Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Nonparametric estimation of an additive model with a link function (Q2388331) (← links)
• Nonparametric estimation of bivariate additive models (Q2398404) (← links)
• Nonparametric multiplicative heteroscedasticity in multi-dimensional regression (Q2398410) (← links)
• Estimation of a semiparametric transformation model (Q2426620) (← links)
• Rejoinder on: ``Local quantile regression'' (Q2434701) (← links)
• Estimation of a nonlinear panel data model with semiparametric individual effects (Q2440333) (← links)
• Additive inverse regression models with convolution-type operators (Q2441045) (← links)
• Varying coefficient models having different smoothing variables with randomly censored data (Q2441055) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
• Exploring spatial nonlinearity using additive approximation (Q2465273) (← links)
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072) (← links)
• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions (Q2473076) (← links)
• Smooth backfitting in generalized additive models (Q2477059) (← links)
• Estimation in semiparametric spatial regression (Q2500457) (← links)
• Estimation in additive Cox models by marginal integration (Q2501349) (← links)
• The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
• Nonparametric estimation of noisy integral equations of the second kind (Q2510638) (← links)
• Discussion: Nonparametric estimation of noisy integral equations of the second kind (Q2510639) (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
• Testing error serial correlation in fixed effects nonparametric panel data models (Q2516317) (← links)
• Rate optimal estimation with the integration method in the presence of many covariates (Q2567118) (← links)
• Bandwidth selection for smooth backfitting in additive models (Q2569241) (← links)
• Nonparametric regression penalizing deviations from additivity (Q2569242) (← links)
• Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
• Calendar effect and in-sample forecasting (Q2656985) (← links)
• Nonparametric inference for additive models estimated via simplified smooth backfitting (Q2679229) (← links)
• Flexible HAR model for realized volatility (Q2697034) (← links)
• Iterative isotonic regression (Q2786465) (← links)
• Weaker hypotheses for the general projection algorithm with corrections (Q2806690) (← links)
• Component selection in the additive regression model (Q2852624) (← links)