Pages that link to "Item:Q1431197"

The following pages link to Nonparametric regression with correlated errors. (Q1431197):

Displaying 40 items.

• Variance function estimation of a one-dimensional nonstationary process (Q2325313) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• The effect of the regularity of the error process on the performance of kernel regression estimators (Q2392261) (← links)
• Profile control charts based on nonparametric \(L-1\) regression methods (Q2428760) (← links)
• Consistency of cross validation for comparing regression procedures (Q2473071) (← links)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
• Constrained spline regression in the presence of AR(p) errors (Q2863052) (← links)
• Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
• Seasonality analysis of time series in partial linear models (Q3182736) (← links)
• Nonparametric detection of correlated errors (Q3367611) (← links)
• Nonparametric estimation of the conditional variance function with correlated errors (Q3426257) (← links)
• Modelling data from inside the Earth: local smoothing of mean and dispersion structure in deep drill data (Q3427643) (← links)
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression (Q3430292) (← links)
• A Simple Estimator of Error Correlation in Non-parametric Regression Models (Q3440881) (← links)
• Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data (Q3506500) (← links)
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors (Q4819555) (← links)
• (Q4969114) (← links)
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
• Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
• Model selection in regression based on pre-smoothing (Q5123630) (← links)
• Ratio tests for variance change in nonparametric regression (Q5169748) (← links)
• Clustering High-Dimensional Time Series Based on Parallelism (Q5327288) (← links)
• Bandwidth selection for kernel regression with correlated errors (Q5402473) (← links)
• A Marginal Approach to Reduced-Rank Penalized Spline Smoothing With Application to Multilevel Functional Data (Q5406346) (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data (Q5492076) (← links)
• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors (Q5696348) (← links)
• Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)
• Nonparametric trend estimation in functional time series with application to annual mortality rates (Q6076497) (← links)
• A Bayesian approach for nonparametric regression in the presence of correlated errors (Q6125012) (← links)
• Kernel regression for estimating regression function and its derivatives with unknown error correlations (Q6177659) (← links)
• On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
• Robust and efficient derivative estimation under correlated errors (Q6548543) (← links)
• Effective disease surveillance by using covariate information (Q6628258) (← links)
• Nonparametric estimation of the spatio-temporal covariance structure (Q6628717) (← links)
• The Temporal Overfitting Problem with Applications in Wind Power Curve Modeling (Q6631112) (← links)
• Optimal spatial prediction using ensemble machine learning (Q6632730) (← links)
• Nonparametric conditional risk mapping under heteroscedasticity (Q6656007) (← links)
• A nonparametric bootstrap method for heteroscedastic functional data (Q6656021) (← links)
• Parametric modal regression with autocorrelated error process (Q6671927) (← links)