Pages that link to "Item:Q3632398"

The following pages link to UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398):

Displaying 50 items.

• Partial linear regression of compositional data (Q2111955) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
• The ensemble conditional variance estimator for sufficient dimension reduction (Q2136654) (← links)
• Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
• Conditional variance estimator for sufficient dimension reduction (Q2137046) (← links)
• Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
• Single index quantile regression for censored data (Q2176344) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
• Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← 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)
• A semiparametric spatial dynamic model (Q2249848) (← links)
• Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
• Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
• Measurement errors in quantile regression models (Q2294517) (← links)
• Multiscale clustering of nonparametric regression curves (Q2305994) (← links)
• Kernel density estimation from complex surveys in the presence of complete auxiliary information (Q2312012) (← links)
• General local rank estimation for single-index varying coefficient models (Q2317307) (← links)
• A model specification test for the variance function in nonparametric regression (Q2324330) (← links)
• Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings (Q2325397) (← links)
• Efficient estimators for expectations in nonlinear parametric regression models with responses missing at random (Q2326989) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• Asymptotics for nonparametric and semiparametric fixed effects panel models (Q2343819) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Nonparametric identification and estimation of transformation models (Q2354851) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) (← links)
• Efficient and adaptive linear regression in semi-supervised settings (Q2413601) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← links)
• Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
• Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure (Q2453895) (← links)
• Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
• Panel nonparametric regression with fixed effects (Q2516309) (← links)
• Binary response correlated random coefficient panel data models (Q2516313) (← links)
• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
• Identification of unobserved distribution factors and preferences in the collective household model (Q2697988) (← links)
• Filtering, prediction and simulation methods for noncausal processes (Q2802915) (← links)
• Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• A convolution estimator for the density of nonlinear regression observations (Q2911718) (← links)
• Conditional stochastic dominance tests in dynamic settings (Q2921201) (← links)
• Seeking relevant information from a statistical model (Q2954246) (← links)
• TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)