The following pages link to KernSmooth (Q16757):
Displaying 50 items.
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- Canonical higher-order kernels for density derivative estimation (Q449407) (← links)
- Nonstationary modeling for multivariate spatial processes (Q450855) (← links)
- Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
- A local maximum likelihood estimator for Poisson regression (Q451292) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- Wavelet based estimation for the derivative of a density by block thresholding under random censorship (Q459486) (← links)
- Hunting for significance: Bayesian classifiers under a mixture loss function (Q460651) (← links)
- Information estimators for weighted observations (Q461170) (← links)
- A generalized uncertainty propagation criterion from benchmark studies of microstructured material systems (Q465747) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Improving bias in kernel density estimation (Q467004) (← links)
- Particle-kernel estimation of the filter density in state-space models (Q470055) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Modeling Bromus diandrus seedling emergence using nonparametric estimation (Q484766) (← links)
- A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation (Q485907) (← links)
- Spherically symmetric multivariate beta family kernels (Q491716) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Optimal level sets for bivariate density representation (Q495340) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- On estimating the distribution function and odds using ranked set sampling (Q504441) (← links)
- On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
- Estimates for geographical domains through geoadditive models in presence of incomplete geographical information (Q520403) (← links)
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals (Q525596) (← links)
- Inverse gamma kernel density estimation for nonnegative data (Q526973) (← links)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- A note on generalized Bernstein polynomial density estimators (Q537474) (← links)
- Determination of the stationary state densities of the stochastic nonlinear dynamical systems (Q538680) (← links)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method (Q542959) (← links)
- Estimating multidimensional probability fields using the field estimator for arbitrary spaces (FiEstAS) with applications to astrophysics (Q547047) (← links)
- Kernel density estimation via diffusion (Q605933) (← links)
- Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences (Q607202) (← links)
- A goodness-of-fit test for logistic-normal models using nonparametric smoothing method (Q607237) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Optimal choice of the smoothing parameter of conditional \(U\)-statistics (Q609384) (← links)
- Assessing log-concavity of multivariate densities (Q618017) (← links)
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
- Bayesian moving object detection in dynamic scenes using an adaptive foreground model (Q621453) (← links)
- Functional statistical techniques applied to vine leaf water content determination (Q622989) (← links)
- Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
- Tests for normality based on density estimators of convolutions (Q625030) (← links)
- Correction to: On the linear combination of normal and Laplace random variables (Q626269) (← links)
- Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate (Q629117) (← links)
- Scale space methods for analysis of type 2 diabetes patients' blood glucose values (Q629158) (← links)
- The generalized cross entropy method, with applications to probability density estimation (Q631482) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Connectivity of projected high dimensional data charts on one-dimensional curves (Q635067) (← links)
- Analysis of time of occurrence of earthquakes: A functional data approach (Q635955) (← links)
