Pages that link to "Item:Q760120"

The following pages link to Bandwidth choice for nonparametric regression (Q760120):

Displaying 50 items.

• Testing the monotonicity or convexity of a function using regression splines (Q3019145) (← links)
• Confidence intervals for nonparametric regression (Q3021182) (← links)
• Considerations for optimal nonparametric regression under a generalizederror structure (Q3135487) (← links)
• A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490) (← links)
• A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
• Covariate Adjusted Correlation Analysis with Application to FMR1 Premutation Female Carrier Data (Q3183215) (← links)
• Bandwidth selection in robust smoothing (Q3432354) (← links)
• BIASED CROSS-VALIDATION IN A KERNEL REGRESSION ESTIMATION (Q3457663) (← links)
• Algorithms for multidimensional semiparametric glm's (Q3471317) (← links)
• Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression (Q3473171) (← links)
• A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
• An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models (Q3523675) (← links)
• A note on estimating a smooth monotone regression by combining kernel and density estimates (Q3548442) (← links)
• Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging (Q3551030) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay (Q3589957) (← links)
• Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns (Q3591763) (← links)
• A covariate-matched estimator of the error variance in nonparametric regression (Q3619659) (← links)
• Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2 (Q3703142) (← links)
• (Q3736722) (← links)
• The Selection of Window Widths in Kernel Nonparametric Regression (Q3738401) (← links)
• Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth (Q3759718) (← links)
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum? (Q3787299) (← links)
• Choice of bandwidth for kernel regression when residuals are correlated (Q4037729) (← links)
• Sequential design for response curve estimation (Q4222489) (← links)
• Test for the choice of approximative models in nonlinear regression when the variance is unknown (Q4324716) (← links)
• A nonlinear gaussian filter applied to images with discontinuities (Q4352132) (← links)
• A simple root n bandwidth selector for nonparametric regression (Q4385703) (← links)
• REGRESSION SMOOTHING PARAMETER SELECTION USING CROSS RESIDUALS SUM (Q4449098) (← links)
• Local linear extrapolation (Q4470132) (← links)
• Testing model assumptions in multivariate linear regression models (Q4485006) (← links)
• Test of Significance in order selection (Q4493698) (← links)
• An overview of model-robust regression (Q4504506) (← links)
• An autocorrelation criterion for bandwidth selection in nonparametric regression^∗ (Q4525908) (← links)
• Goodness of fit test for isotonic regression (Q4534846) (← links)
• DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION (Q4540730) (← links)
• ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION (Q4541782) (← links)
• ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES (Q4599622) (← links)
• Optimal Bandwidth Choice for the Regression Discontinuity Estimator (Q4610534) (← links)
• An<i>L</i><b>₂</b>point of view in testing monotone regression (Q4651094) (← links)
• New view on smoothing parameter selector in function estimation (Q4663384) (← links)
• IDENTIFICATION OF RATE CONSTANTS AND NONOBSERVABLE ABSORPTION SPECTRA IN NONLINEAR BIOCHEMICAL REACTION DYNAMICS (Q4669147) (← links)
• Automatic Smoothing and Estimation in Single Index Poisson Regression (Q4805925) (← links)
• Estimation of change-points in a nonparametric regression function through kernel density estimation (Q4839315) (← links)
• Binned modified cross–validation with dependent errors (Q4843852) (← links)
• The effect of the smoothness of the regression function on a bandwidth selector in nonparametric regression (Q4861311) (← links)
• Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• Robust scale estimation under shifts in the mean (Q5023860) (← links)
• Outlier detection using difference-based variance estimators in multiple regression (Q5075469) (← links)