Pages that link to "Item:Q756327"

The following pages link to Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327):

Displaying 44 items.

• A computational strategy for doubly smoothed MLE exemplified in the normal mixture model (Q2445644) (← links)
• Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
• Nonparametric binary discrimination. Methods for estimating the smoothing para (Q2750788) (← links)
• On Nonparametric Estimation of a Reliability Function (Q2884897) (← links)
• Experimental study of three-scalar mixing in a turbulent coaxial jet (Q2893253) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• On the Validity of the Bootstrap in Non-Parametric Functional Regression (Q3077797) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• Bootstrap selection of bandwidth and confidence bands for nonparametric regression (Q3135417) (← links)
• Nonparametric Mean Estimation with Missing Data (Q3155260) (← links)
• Nonparametric Analysis of Extremes on Web Graphs: PageRank Versus Max-Linear Model (Q3305437) (← links)
• A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
• (Q4328292) (← links)
• Optimal rates for local bandwidth selection (Q4349876) (← links)
• Bias corrected bootstrap bandwidth selection (Q4365357) (← links)
• Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
• A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
• Confidence Intervals for the Current Status Model (Q4637095) (← links)
• Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals (Q4869581) (← links)
• Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (Q5111854) (← links)
• Optimal choice of sample fraction in univariate financial tail index estimation (Q5123676) (← links)
• Statistical learning theory for fitting multimodal distribution to rainfall data: an application (Q5124935) (← links)
• Investigation of three-scalar subgrid-scale mixing in turbulent coaxial jets (Q5152436) (← links)
• A practical method for analysing heavy tailed data (Q5192949) (← links)
• A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
• A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
• Hill estimator of projections of functional data on principal components (Q5384664) (← links)
• Bootstrap bandwidth selection method for local linear estimator in exponential family models (Q5419467) (← links)
• Nonparametric Estimation of the Renewal Function by Empirical Data (Q5478904) (← links)
• Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
• Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← links)
• Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
• Exact mean and mean squared error of the smoothed bootstrap mean integrated squared error estimator (Q5943408) (← links)
• Computational aspects of the <i>k</i>NN local linear smoothing for some conditional models in high dimensional statistics (Q6049869) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Estimation of the incubation time distribution for COVID‐19 (Q6067720) (← links)
• Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Smoothed bootstrap methods for bivariate data (Q6172245) (← links)
• Kernel Averaging Estimators (Q6586895) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
• Nonparametric curve estimation and bootstrap bandwidth selection (Q6601085) (← links)