Pages that link to "Item:Q916260"
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The following pages link to Data-driven bandwidth choice for density estimation based on dependent data (Q916260):
Displaying 40 items.
- Nonparametric estimation of the maximum hazard under dependence conditions (Q2495419) (← links)
- Adaptive sampling schemes for density estimation (Q2498749) (← links)
- A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
- A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data (Q2744937) (← links)
- SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
- (Q2935840) (← links)
- Optimal False Discovery Rate Control with Kernel Density Estimation in a Microarray Experiment (Q3178487) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
- On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
- On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
- KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947) (← links)
- Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
- Density estimation for Markov chains (Q4322920) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- A nonparametric method to estimate time varying coefficients under seasonal constraints (Q4521326) (← links)
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS (Q4540588) (← links)
- (Q4558178) (← links)
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
- Random Boolean Functions: Non-Parametric Estimation of the Intensity. Application to Soil Surface Roughness (Q4763453) (← links)
- Nonparametric estimation of density, regression and dependence coefficients (Q4806546) (← links)
- A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- Nonparametric estimation of the hazard function under dependence conditions (Q4935409) (← links)
- Robust estimation for longitudinal data based upon minimum Hellinger distance (Q5036972) (← links)
- Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method (Q5077234) (← links)
- Robustify Financial Time Series Forecasting with Bagging (Q5080461) (← links)
- The Kullback–Leibler autodependogram (Q5138190) (← links)
- Wavelet-based estimation of regression function for dependent biased data under a given random design (Q5299866) (← links)
- Nonparametric localized bandwidth selection for Kernel density estimation (Q5860940) (← links)
- Kernel density estimation for linear processes (Q5905553) (← links)
- Plug-in bandwidth choice in partial linear models with autoregressive errors (Q5956233) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
- Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method (Q6063606) (← links)
- Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)
- Efficient density estimation in an AR(1) model (Q6144410) (← links)
- Nonparametric curve estimation and bootstrap bandwidth selection (Q6601085) (← links)
- Estimation of density functionals via cross-validation (Q6668603) (← links)
