Pages that link to "Item:Q1906191"
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The following pages link to Nonparametric density estimation with a parametric start (Q1906191):
Displaying 39 items.
- A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming (Q3413092) (← links)
- A Class of Improved Parametrically Guided Nonparametric Regression Estimators (Q3518462) (← links)
- Stable and bias-corrected estimation for nonparametric regression models (Q3521111) (← links)
- An Adaptive Two‐stage Estimation Method for Additive Models (Q3552977) (← links)
- Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230) (← links)
- Semi-Parametric Density Estimation for Time-Series with Multiplicative Adjustment (Q3634535) (← links)
- Multiplicative Adjustment Method for Semiparametric Regression with Mixing Dependent Data (Q3652780) (← links)
- High-derivative parametric enhancements of nonparametric curve estimators (Q4267772) (← links)
- SEMIPARAMETRIC REGRESSION WITH MULTIPLICATIVE ADJUSTMENT (Q4449099) (← links)
- An overview of model-robust regression (Q4504506) (← links)
- Data based bandwidth selection in kernel density estimation with parametric start via kernel contrasts (Q4653505) (← links)
- Finite sample properties of an adaptive density estimator (Q4796543) (← links)
- Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem (Q4975411) (← links)
- Semiparametric multiple kernel estimators and model diagnostics for count regression functions (Q5077412) (← links)
- Exhaustive Goodness of Fit Via Smoothed Inference and Graphics (Q5084437) (← links)
- Discrete triangular associated kernel and bandwidth choices in semiparametric estimation for count data (Q5219395) (← links)
- Spline density estimation and inference with model-based penalties (Q5228593) (← links)
- A SEMI-PARAMETRIC MULTIPLICATIVE BIAS REDUCTION DENSITY WITH A PARAMETRIC START (Q5229490) (← links)
- Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood (Q5256286) (← links)
- Parametrically guided generalised additive models with application to mergers and acquisitions data (Q5299869) (← links)
- Making a Non-Parametric Density Estimator More Attractive, and More Accurate, by Data Perturbation (Q5378362) (← links)
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation (Q5478877) (← links)
- Density estimation under a two-sample semiparametric model (Q5712069) (← links)
- Asymptotic unbiased density estimators (Q5851008) (← links)
- Smoothing Spline Semiparametric Density Models (Q5881080) (← links)
- On a certain class of nonparametric density estimators with reduced bias (Q5933639) (← links)
- Rao's score test with nonparametric density estimators (Q5943795) (← links)
- Sensitivity and identification quantification by a relative latent model complexity perturbation in Bayesian meta‐analysis (Q6068286) (← links)
- Discussion (Q6086466) (← links)
- A semi-parametric density estimation with application in clustering (Q6156310) (← links)
- Accurate bias estimation with applications to focused model selection (Q6536931) (← links)
- SwISS: a scalable Markov chain Monte Carlo divide-and-conquer strategy (Q6548764) (← links)
- Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths (Q6567432) (← links)
- A conversation with Nils Lid Hjort (Q6608178) (← links)
- Nonparametric estimation of densities on the hypersphere using a parametric guide (Q6608180) (← links)
- Transformation-Kernel Estimation of Copula Densities (Q6626292) (← links)
- How vague is vague? How informative is informative? Reference analysis for Bayesian meta-analysis (Q6628486) (← links)
- Additive regression with parametric help (Q6635726) (← links)
- Quantification of empirical determinacy: The impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA (Q6650951) (← links)
