The following pages link to KernSmooth (Q16757):
Displaying 50 items.
- Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics (Q2247925) (← links)
- Performance criteria and discrimination of extreme undersmoothing in nonparametric regression (Q2250696) (← links)
- Applying a simulation model in order to manage waiting lists for hospital inpatient activity in an EU region (Q2256495) (← links)
- A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel (Q2256740) (← links)
- Transformation-based nonparametric estimation of multivariate densities (Q2256747) (← links)
- Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator (Q2257020) (← links)
- The role of functional data analysis for instantaneous frequency estimation (Q2259204) (← links)
- Estimating overlap of daily activity patterns from camera trap data (Q2260095) (← links)
- Direct determination of smoothing parameter for penalized spline regression (Q2260575) (← links)
- Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method (Q2260589) (← links)
- A note on superkernel density estimators (Q2261913) (← links)
- Nonparametric tests for conditional independence in two-way contingency tables (Q2267580) (← links)
- Boundary kernels for adaptive density estimators on regions with irregular boundaries (Q2267593) (← links)
- Contribution to the bandwidth choice for kernel density estimates (Q2271691) (← links)
- Boundary bias correction using weighting method in presence of nonresponse in two-stage cluster sampling (Q2272860) (← links)
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
- Kernel interpolation (Q2275648) (← links)
- Multivariate online kernel density estimation with Gaussian kernels (Q2276004) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- Improving regression predictions using individual point reliability estimates based on critical error scenarios (Q2282280) (← links)
- Maximum likelihood method for bandwidth selection in kernel conditional density estimate (Q2282607) (← links)
- Asymptotics and optimal bandwidth for nonparametric estimation of density level sets (Q2286370) (← links)
- Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space (Q2288753) (← links)
- A note on the behaviour of a kernel-smoothed kernel density estimator (Q2288816) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- Small screening design when the overall variance is unknown (Q2301042) (← links)
- Moving quantile regression (Q2301045) (← links)
- Doubly robust kernel density estimation when group membership is missing at random (Q2301084) (← links)
- Estimation of relative risk for events on a linear network (Q2302501) (← links)
- Theoretical properties of bandwidth selectors for kernel density estimation on the circle (Q2304254) (← links)
- Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
- Kernel density estimation from complex surveys in the presence of complete auxiliary information (Q2312012) (← links)
- Local linear regression with reciprocal inverse Gaussian kernel (Q2312036) (← links)
- On testing conditional qualitative treatment effects (Q2313289) (← links)
- Information geometry of modal linear regression (Q2317525) (← links)
- On kernel-based mode estimation using different stratified sampling designs (Q2322048) (← links)
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
- Effects of associated kernels in nonparametric multiple regressions (Q2323180) (← links)
- On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average (Q2323273) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- On the two-sample Behrens-Fisher problem for functional data (Q2324124) (← links)
- Improved density and distribution function estimation (Q2326987) (← links)
- Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions (Q2326991) (← links)
- Double-parallel Monte Carlo for Bayesian analysis of big data (Q2329746) (← links)
- Resample-smoothing of Voronoi intensity estimators (Q2329814) (← links)
- Asymptotic stability of equilibrium points of mean shift algorithm (Q2339935) (← links)
- Spectral filtering for trend estimation (Q2341888) (← links)
- Bias corrections for some asymmetric kernel estimators (Q2343833) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Optimal bandwidth selection for re-substitution entropy estimation (Q2344631) (← links)
