The following pages link to Smoothed cross-validation (Q1184042):
Displaying 28 items.
- Local polynomial regression with an ordinal covariate (Q3455262) (← links)
- Nonparametric spatial prediction under stochastic sampling design (Q3569205) (← links)
- Bootstrap Bandwidth Selection Using an <i>h</i>‐Dependent Pilot Bandwidth (Q3608257) (← links)
- Reducing variability of crossvalidation for smoothing-parameter choice (Q3613161) (← links)
- Scale measures for bandwidth selection (Q3837415) (← links)
- <i>L</i><sub>2</sub>Version Of The Double Kernel Method (Q4235728) (← links)
- Bandwith selection for the smoothing of distribution functions (Q4236508) (← links)
- Bias corrected bootstrap bandwidth selection (Q4365357) (← links)
- Exact risk approaches to smoothing parameter selection (Q4375428) (← links)
- A simple root n bandwidth selector for nonparametric regression (Q4385703) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density (Q4632644) (← links)
- Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation (Q4820842) (← links)
- A weighted least-squares cross-validation bandwidth selector for kernel density estimation (Q4976223) (← links)
- Adaptive normal reference bandwidth based on quantile for kernel density estimation (Q5124966) (← links)
- Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model (Q5280080) (← links)
- Direct Density Derivative Estimation (Q5380441) (← links)
- (Q5405236) (← links)
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation (Q5467705) (← links)
- On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth (Q5952095) (← links)
- Nonparametric multivariate density estimation using mixtures (Q5962744) (← links)
- Sparse estimation within Pearson's system, with an application to financial market risk (Q6059475) (← links)
- Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications (Q6086610) (← links)
- Test of Significance for High-Dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference (Q6567935) (← links)
- Geometric framework for statistical analysis of eye tracking heat maps, with application to a tobacco waterpipe study (Q6572005) (← links)
- Nonparametric curve estimation and bootstrap bandwidth selection (Q6601085) (← links)
- Nonparametric construction of probability maps under local stationarity (Q6625847) (← links)
- Estimation of density functionals via cross-validation (Q6668603) (← links)
