Pages that link to "Item:Q3128741"

The following pages link to An Effective Bandwidth Selector for Local Least Squares Regression (Q3128741):

Displaying 50 items.

• Nonparametric regression under alternative data environments (Q2493874) (← links)
• Robust estimators of high order derivatives of regression functions (Q2497788) (← links)
• Kernel methods for estimating derivatives of conditional quantiles (Q2510037) (← links)
• Analysis of correlated binary data under partially linear single-index logistic models (Q2519040) (← links)
• Bandwidth selection for smooth backfitting in additive models (Q2569241) (← links)
• Spectral density estimation with amplitude modulation and outlier detection (Q2581117) (← links)
• Model robust regression: combining parametric, nonparametric, and semiparametric methods (Q2720140) (← links)
• Blind nonparametric regression (Q2747869) (← links)
• Power Assessment of a New Test of Independence (Q2787352) (← links)
• Generalised variance function estimation for binary variables in large-scale sample surveys (Q2802800) (← links)
• Model-based non-parametric variance estimation for systematic sampling (Q2914951) (← links)
• Adaptively varying-coefficient spatiotemporal models (Q2920286) (← links)
• An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (Q3019487) (← links)
• Confidence intervals for nonparametric regression (Q3021182) (← links)
• Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors (Q3088158) (← links)
• Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
• Nonparametric Mean Estimation with Missing Data (Q3155260) (← links)
• Nonparametric estimation of single-index models in scale-space (Q3389630) (← links)
• Corrected local polynomial estimation in varying-coefficient models with measurement errors (Q3417681) (← links)
• Bandwidth selection for kernel binomial regression (Q3426255) (← links)
• Conditional quantile estimation by local logistic regression (Q3426256) (← links)
• Cutpoint Selection for Categorizing a Continuous Predictor (Q3442982) (← links)
• Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications (Q3530113) (← links)
• Estimating and clustering curves in the presence of heteroscedastic errors (Q3535701) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• CONFIDENCE BANDS IN QUANTILE REGRESSION (Q3580637) (← links)
• Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns (Q3591763) (← links)
• Non-Crossing Non-Parametric Estimates of Quantile Curves (Q3631464) (← links)
• Comparisons among three estimation methods in linear models when observations are pairwise correlated (Q4212977) (← links)
• Exact risk approaches to smoothing parameter selection (Q4375428) (← links)
• A simple root n bandwidth selector for nonparametric regression (Q4385703) (← links)
• Adaptive tests of regression functions via multiscale generalized likelihood ratios (Q4454065) (← links)
• Local linear extrapolation (Q4470132) (← links)
• An overview of model-robust regression (Q4504506) (← links)
• Automatic bandwidth selection for modified m-smoother^∗ (Q4519160) (← links)
• Nonparametric regression for threshold data (Q4521139) (← links)
• An autocorrelation criterion for bandwidth selection in nonparametric regression^∗ (Q4525908) (← links)
• (Q4558531) (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
• Nonparametric two-stage plug-in adaptive smoothing for thermal analysis data (Q4663383) (← links)
• Covariate-Adjusted Reference Intervals for Diagnostic Data (Q4803376) (← links)
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors (Q4819555) (← links)
• Local regression when the responses are Interval-Censored (Q4914971) (← links)
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference (Q4962443) (← links)
• Improved double kernel local linear quantile regression (Q4970899) (← links)
• Adaptive local polynomial estimations for heterogeneously variational regression functions (Q5033946) (← links)
• Composite quasi-likelihood for single-index models with massive datasets (Q5042105) (← links)