Pages that link to "Item:Q760120"

The following pages link to Bandwidth choice for nonparametric regression (Q760120):

Displaying 50 items.

• A note on strong convergence rates in nonparametric regression (Q1903185) (← links)
• Nonlinear black-box models in system identification: Mathematical foundations (Q1911271) (← links)
• Model checks for parametric regression models (Q1944371) (← links)
• Minimax hypothesis testing for curve registration (Q1950851) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Extensions of smoothing via taut strings (Q1951967) (← links)
• A difference based approach to the semiparametric partial linear model (Q1952202) (← links)
• Goodness-of-fit tests for nonlinear heteroscedastic regression models (Q1962149) (← links)
• Bandwidth selection: Classical or plug-in? (Q1970472) (← links)
• Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
• The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations (Q2027227) (← links)
• Confidence intervals for multiple isotonic regression and other monotone models (Q2054474) (← links)
• On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Empirical risk minimization as parameter choice rule for general linear regularization methods (Q2179243) (← links)
• Testing for local covariate trend effects in volatility models (Q2192311) (← links)
• On variance estimation under shifts in the mean (Q2218624) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• Estimating residual variance in random forest regression (Q2275646) (← links)
• Maximum likelihood method for bandwidth selection in kernel conditional density estimate (Q2282607) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• A least squares method for variance estimation in heteroscedastic nonparametric regression (Q2336557) (← links)
• Jackknife model averaging for quantile regressions (Q2354857) (← links)
• On variance function estimation with quadratic forms (Q2365880) (← links)
• Testing for no effect in nonparametric regression (Q2368335) (← links)
• Cross-validation in nonparametric regression with outliers (Q2368855) (← links)
• Data-driven rate-optimal specification testing in regression models (Q2388358) (← links)
• Bandwidth matrix selectors for kernel regression (Q2403402) (← links)
• Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403) (← links)
• Nonparametric estimation and inference under shape restrictions (Q2405907) (← links)
• Effect of mean on variance function estimation in nonparametric regression (Q2426618) (← links)
• Two tests for heterocedasticity in nonparametric regression (Q2430230) (← links)
• Optimal variance estimation without estimating the mean function (Q2435225) (← links)
• Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy (Q2445766) (← links)
• Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
• Asymptotic approximation of nonparametric regression experiments with unknown variances (Q2456015) (← links)
• Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
• Rodeo: Sparse, greedy nonparametric regression (Q2477052) (← links)
• Asymptotic fluctuations of mutagrams (Q2494875) (← links)
• Robust estimators of high order derivatives of regression functions (Q2497788) (← links)
• Determination of the smoothing parameter of an unbiased estimator of the efficiency function in the dose-effect relationships (Q2683605) (← links)
• Model robust regression: combining parametric, nonparametric, and semiparametric methods (Q2720140) (← links)
• Fast and accurate inference for the smoothing parameter in semiparametric models (Q2802824) (← links)
• Selection of bandwidth for kernel regression (Q2807782) (← links)
• Adjusted Confidence Bands for Complex Survey Data (Q2816720) (← links)
• Estimation of a change point in the variance function based on the <font>χ²</font>-distribution (Q2817126) (← links)
• SURE-optimal bandwidth selection in nonparametric regression (Q2817739) (← links)
• Statistical inference for multivariate partially linear regression models (Q2852550) (← links)
• (Q2971563) (← links)
• Local Fourier tests for structural change based on residuals (Q2980048) (← links)