Pages that link to "Item:Q3959285"

The following pages link to Weak and strong uniform consistency of kernel regression estimates (Q3959285):

Displaying 50 items.

• Testing strict monotonicity in nonparametric regression (Q2440600) (← links)
• Varying coefficient models having different smoothing variables with randomly censored data (Q2441055) (← links)
• Robust inference in generalized partially linear models (Q2445748) (← links)
• Semiparametric varying-coefficient study of mean residual life models (Q2451633) (← links)
• The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
• Two-stage efficient estimation of longitudinal nonparametric additive models (Q2471243) (← links)
• Estimation of the covariance matrix of random effects in longitudinal studies (Q2473081) (← links)
• Generalized partially linear varying-coefficient models (Q2474377) (← links)
• Variable selection in semiparametric regression modeling (Q2477060) (← links)
• Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models (Q2489889) (← links)
• Empirical likelihood based inference for the derivative of the nonparametric regression function (Q2496943) (← links)
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
• Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
• Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
• Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
• Non parametric derivative estimation with confidence bands (Q2807680) (← links)
• Estimation of a change point in the variance function based on the <font>χ²</font>-distribution (Q2817126) (← links)
• Estimation for Partially Linear Single-index Instrumental Variables Models (Q2828774) (← links)
• On asymptotic behavior of Nadaraya–Watson regression estimator (Q2830788) (← links)
• Statistical inference for multivariate partially linear regression models (Q2852550) (← links)
• Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models (Q2878814) (← links)
• Consistency of modified kernel regression estimation for functional data (Q2892890) (← links)
• Twicing local linear kernel regression smoothers (Q2892933) (← links)
• New robust variable selection methods for linear regression models (Q2922164) (← links)
• A plug-in the number of knots selector for polynomial spline regression (Q2934389) (← links)
• UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← links)
• Estimation in Varying-Coefficient Errors-in-Variables Models with Missing Response Variables (Q3015853) (← links)
• A jump-detecting procedure based on spline estimation (Q3021176) (← links)
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau (Q3038407) (← links)
• Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models (Q3064089) (← links)
• Statistical inference on semi-parametric partial linear additive models (Q3145400) (← links)
• Estimation in Partially Linear Single-Index Models with Missing Covariates (Q3167873) (← links)
• Statistical Inference in Partially Linear Varying-Coefficient Models with Missing Responses at Random (Q3168533) (← links)
• Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data (Q3182742) (← links)
• Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function (Q3219573) (← links)
• Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors (Q3389653) (← links)
• Modal linear regression models with additive distortion measurement errors (Q3390590) (← links)
• Multivariate regression estimation with errors-in-variables for stationary processes (Q3432363) (← links)
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL (Q3434192) (← links)
• A Functional Wavelet–Kernel Approach for Time Series Prediction (Q3442941) (← links)
• SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC (Q3465604) (← links)
• Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data (Q3529837) (← links)
• A note on estimating a smooth monotone regression by combining kernel and density estimates (Q3548442) (← links)
• Nonparametric covariate adjustment for receiver operating characteristic curves (Q3561482) (← links)
• Adjustment for Missingness Using Auxiliary Information in Semiparametric Regression (Q3561808) (← links)
• Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data (Q3585289) (← links)
• Specification tests for the distribution of errors in nonparametric regression: a martingale approach (Q3627956) (← links)
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
• Nonparametric regression: An up–to–date bibliography (Q3692630) (← links)