Pages that link to "Item:Q3959285"

The following pages link to Weak and strong uniform consistency of kernel regression estimates (Q3959285):

Displaying 50 items.

• Some stochastics on monotone functions (Q1891018) (← links)
• Estimation of regression parameters in a semiparametric transformation model (Q1918450) (← links)
• Partial linear single index models with distortion measurement errors (Q1934488) (← links)
• Presmoothing the Aalen-Johansen estimator in the illness-death model (Q1951167) (← links)
• Asymptotic properties for estimation of partial linear models with censored data (Q1972161) (← links)
• On bootstrap consistency of MAVE for single index models (Q2007996) (← links)
• Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
• Robust estimation for the varying coefficient partially nonlinear models (Q2012585) (← links)
• Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators (Q2045294) (← links)
• Kernel density estimation for partial linear multivariate responses models (Q2048116) (← links)
• Estimation of partially linear single-index spatial autoregressive model (Q2066506) (← links)
• \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
• Estimation for partially varying-coefficient single-index models with distorted measurement errors (Q2075029) (← links)
• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
• On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
• Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random (Q2095711) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model (Q2121175) (← links)
• Empirical likelihood for varying coefficient partially nonlinear model with missing responses (Q2130773) (← links)
• Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories (Q2148989) (← links)
• Estimation of partially conditional average treatment effect by double kernel-covariate balancing (Q2168086) (← links)
• Sufficient dimension reduction in the presence of controlling variables (Q2169100) (← links)
• A simple approach to construct confidence bands for a regression function with incomplete data (Q2176328) (← links)
• Single-index composite quantile regression for massive data (Q2201561) (← links)
• Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
• On approximation theorems for the Euler characteristic with applications to the bootstrap (Q2233580) (← links)
• Analyzing right-censored and length-biased data with varying-coefficient transformation model (Q2252885) (← links)
• Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data (Q2260573) (← links)
• A consistent local linear estimator of the covariate adjusted correlation coefficient (Q2270867) (← links)
• Minimum distance model checking in Berkson measurement error models with validation data (Q2273183) (← links)
• A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• Weighted composite quantile regression for single index model with missing covariates at random (Q2282597) (← links)
• Partial linear models with general distortion measurement errors (Q2283581) (← links)
• Local least product relative error estimation for varying coefficient multiplicative regression model (Q2316293) (← links)
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data (Q2316750) (← links)
• SIMEX estimation for single-index model with covariate measurement error (Q2324316) (← links)
• Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm (Q2338233) (← links)
• Estimation and inference for varying-coefficient regression models with error-prone covariates (Q2341593) (← links)
• Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
• Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
• A note on uniform consistency of monotone function estimators (Q2373657) (← links)
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates (Q2390454) (← links)
• Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
• Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
• A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
• Two-stage estimation for seemingly unrelated nonparametric regression models (Q2425834) (← links)
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
• Efficient estimation of seemingly unrelated additive nonparametric regression models (Q2439891) (← links)