Pages that link to "Item:Q3128741"
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The following pages link to An Effective Bandwidth Selector for Local Least Squares Regression (Q3128741):
Displaying 50 items.
- (Q5053224) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
- Semiparametric Stochastic Frontier Estimation via Profile Likelihood (Q5080516) (← links)
- Robust restricted Liu estimator in censored semiparametric linear models (Q5086075) (← links)
- Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory (Q5097857) (← links)
- Estimation of additive frontier functions with shape constraints (Q5114475) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
- Quantile regression and variable selection for the single-index model (Q5128663) (← links)
- An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method (Q5128905) (← links)
- Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
- Estimation and inference in regression discontinuity designs with asymmetric kernels (Q5130539) (← links)
- Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models (Q5130541) (← links)
- Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (Q5130616) (← links)
- Improved local quantile regression (Q5142252) (← links)
- Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
- A new information criterion-based bandwidth selection method for non-parametric regressions (Q5221544) (← links)
- (Q5222928) (← links)
- ON COMPARISON OF ESTIMATION METHODS IN QUANTILE REGRESSION (Q5229413) (← links)
- Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling (Q5270669) (← links)
- SiZer for jump detection (Q5291816) (← links)
- Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion (Q5297093) (← links)
- A simple and effective bandwidth selector for local polynomial quasi-likelihood regression (Q5450528) (← links)
- Nonparametric Inference for Local Extrema with Application to Oligonucleotide Microarray Data in Yeast Genome (Q5492095) (← links)
- Kernel spline regression (Q5696347) (← links)
- A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression (Q5697365) (← links)
- Statistical inferences for single-index models with measurement errors (Q5861551) (← links)
- Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
- Evidence of Convergence Clubs Using Mixture Models (Q5863657) (← links)
- Local linear estimation for covariate-adjusted varying-coefficient models (Q5866117) (← links)
- Robust nonparametric derivative estimator (Q5867424) (← links)
- Average regression surface for dependent data (Q5926425) (← links)
- Local linear regression for estimating time series data. (Q5941550) (← links)
- Comment on: ``Local quantile regression'' (Q5971192) (← links)
- Relaxed least square regression with ℓ2,1-norm for pattern classification (Q6052303) (← links)
- Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting (Q6091917) (← links)
- Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector (Q6107657) (← links)
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method (Q6133738) (← links)
- A Novel Estimation Method in Generalized Single Index Models (Q6149853) (← links)
- Denoising low-rank discrimination based least squares regression for image classification (Q6154781) (← links)
- Robust ridge estimator in censored semiparametric linear models (Q6164682) (← links)
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225) (← links)
- Forecasting SO<sub>2</sub> pollution incidents by means of quantile curves based on additive models (Q6179620) (← links)
- Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data (Q6543950) (← links)
- Simultaneous confidence region of an embedded one-dimensional curve in multi-dimensional space (Q6554248) (← links)
- Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error (Q6561256) (← links)
- Kernel Averaging Estimators (Q6586895) (← links)
- Nonlinear dimension reduction for functional data with application to clustering (Q6593368) (← links)
- Robust nonparametric regression: a review (Q6601089) (← links)
- Semiparametric efficient estimation in high-dimensional partial linear regression models (Q6608193) (← links)
- A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data (Q6611238) (← links)