The following pages link to KernSmooth (Q16757):
Displaying 50 items.
- Large-scale simultaneous testing using kernel density estimation (Q2082348) (← links)
- Nonparametric semi-supervised classification with application to signal detection in high energy physics (Q2082459) (← links)
- A new estimator of a jump discontinuity in regression (Q2083535) (← links)
- Learning ``best'' kernels from data in Gaussian process regression. With application to aerodynamics (Q2083686) (← links)
- Spatially smoothed kernel densities with application to crop yield distributions (Q2084428) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- A review of goodness-of-fit tests for models involving functional data (Q2087099) (← links)
- Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm (Q2106775) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Penalized unimodal spline density estimation with application to \(M\)-estimation (Q2112259) (← links)
- Methodically unified procedures for a conditional approach to outlier detection, clustering, and classification (Q2127130) (← links)
- A numerically stable algorithm for integrating Bayesian models using Markov melding (Q2128057) (← links)
- Bayesian model inversion using stochastic spectral embedding (Q2131057) (← links)
- Kernel density estimation based on progressive type-II censoring (Q2131916) (← links)
- Factor graph fragmentization of expectation propagation (Q2131932) (← links)
- In-game win probabilities for the National Rugby League (Q2135357) (← links)
- A computational validation for nonparametric assessment of spatial trends (Q2135946) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Estimating multivariate density and its derivatives for mixed measurement error data (Q2146454) (← links)
- Probabilistic constrained optimization on flow networks (Q2147905) (← links)
- Estimation and computations for Gaussian mixtures with uniform noise under separation constraints (Q2152202) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Estimation of partially conditional average treatment effect by double kernel-covariate balancing (Q2168086) (← links)
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities (Q2172117) (← links)
- Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
- Modal clustering asymptotics with applications to bandwidth selection (Q2180047) (← links)
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework (Q2184398) (← links)
- Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data (Q2189108) (← links)
- Stabilizing the unstable output of persistent homology computations (Q2195554) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Data sharpening via Firth's adjusted score function (Q2197603) (← links)
- Correcting an estimator of a multivariate monotone function with isotonic regression (Q2199702) (← links)
- Topology optimization based on deep representation learning (DRL) for compliance and stress-constrained design (Q2205158) (← links)
- Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization (Q2209727) (← links)
- A new kernel density estimator based on the minimum entropy of data set (Q2214981) (← links)
- Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions (Q2218832) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← links)
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach (Q2228590) (← links)
- Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
- Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\) (Q2230876) (← links)
- Normal reference bandwidths for the general order, multivariate kernel density derivative estimator (Q2231028) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Functional, randomized and smoothed multivariate quantile regions (Q2237820) (← links)
- Fast multi-feature image segmentation (Q2241789) (← links)
- Multi-fidelity surrogate-based optimization for decomposed buffer allocation problems (Q2241996) (← links)
- A class of Birnbaum-Saunders type kernel density estimators for nonnegative data (Q2242028) (← links)
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
