Pages that link to "Item:Q3959285"

The following pages link to Weak and strong uniform consistency of kernel regression estimates (Q3959285):

Displaying 50 items.

• Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates (Q3709721) (← links)
• Sequential methods for bounding the error in nonparametric regression (Q4293744) (← links)
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)
• Wavelet-Based estimation of multivariate regression functions in besov spaces^* (Q4485018) (← links)
• Testing conditional independence via integrating-up transform (Q4579981) (← links)
• On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
• Partial linear single-index models with additive distortion measurement errors (Q4606460) (← links)
• Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
• Semiparametric model average prediction in panel data analysis (Q4634445) (← links)
• Presmoothed Kaplan–Meier and Nelson–Aalen estimators (Q4651089) (← links)
• Strong consistency of presmoothed Kaplan–Meier integrals when covariables are present (Q4651104) (← links)
• Local linear estimating equations: uniform consistency and rate of convergence (Q4675951) (← links)
• Testing homoscedasticity in nonparametric regression (Q4709835) (← links)
• Nonparametric estimation of density, regression and dependence coefficients (Q4806546) (← links)
• On nonparametric kernel estimation of the mode of the regression function in the random design model (Q4806547) (← links)
• Presmoothed kernel density estimator for censored data (Q4819567) (← links)
• Semiparametric efficient inferences for generalised partially linear models (Q4987547) (← links)
• Efficient estimation in heteroscedastic single-index models (Q5012347) (← links)
• Nonparametric quantile regression with missing data using local estimating equations (Q5030943) (← links)
• Quantile regression estimation for distortion measurement error data (Q5031700) (← links)
• Varying-coefficient single-index measurement error model (Q5036383) (← links)
• Efficient Estimation for Dimension Reduction with Censored Survival Data (Q5040482) (← links)
• General least product relative error estimation for multiplicative regression models with or without multiplicative distortion measurement errors (Q5055128) (← links)
• Single-index varying-coefficient models with missing covariates at random (Q5055214) (← links)
• A note on the semiparametric approach to dimension reduction (Q5077422) (← links)
• Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
• Estimation and variable selection for partially linear additive models with measurement errors (Q5079489) (← links)
• Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates (Q5079836) (← links)
• Statistical inferences for varying coefficient partially non linear model with missing covariates (Q5079968) (← links)
• Detection of marginal heteroscedasticity for partial linear single-index models (Q5082565) (← links)
• Linear regression models with general distortion measurement errors (Q5082786) (← links)
• Testing symmetry for additive distortion measurement errors data (Q5082872) (← links)
• Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹ (Q5082904) (← links)
• Nonlinear regression models with profile nonlinear least squares estimation (Q5082964) (← links)
• Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion (Q5082965) (← links)
• Partial index additive models with additive distortion measurement errors (Q5082966) (← links)
• Detection the symmetry or asymmetry of model errors in partial linear models (Q5082967) (← links)
• Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient (Q5082969) (← links)
• Statistical inference for the partially linear single-index model of panel data with serially correlated error structure (Q5096012) (← links)
• Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory (Q5097857) (← links)
• Correlation analysis with additive distortion measurement errors (Q5106810) (← links)
• Quantile regression and variable selection for the single-index model (Q5128663) (← links)
• Robust variable selection for the varying coefficient model based on composite<i>L</i>₁–<i>L</i>₂regression (Q5129091) (← links)
• Empirical likelihood inferences for varying coefficient partially nonlinear models (Q5138550) (← links)
• Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
• Efficient estimation for time-dynamic longitudinal single-index model (Q5160286) (← links)
• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors (Q5222451) (← links)
• Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function (Q5240635) (← links)
• Surface estimation under local stationarity (Q5256288) (← links)
• Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates (Q5259099) (← links)