Pages that link to "Item:Q760120"
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The following pages link to Bandwidth choice for nonparametric regression (Q760120):
Displaying 40 items.
- Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function (Q5075487) (← links)
- Kernel estimation of regression function gradient (Q5085565) (← links)
- Bandwidth selection for nonparametric modal regression (Q5085910) (← links)
- Outlier detection in non-parametric profile monitoring (Q5095840) (← links)
- Variance estimation in nonparametric regression with jump discontinuities (Q5128602) (← links)
- An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method (Q5128905) (← links)
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression (Q5189259) (← links)
- Difference-based variance estimator for nonparametric regression in complex surveys (Q5219232) (← links)
- A new information criterion-based bandwidth selection method for non-parametric regressions (Q5221544) (← links)
- Outlier Resistant Estimation in Difference-Based Semiparametric Partially Linear Models (Q5252840) (← links)
- A comparative study of monotone nonparametric kernel estimates (Q5290880) (← links)
- Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification (Q5324881) (← links)
- Understanding past ocean circulations: a nonparametric regression case study (Q5476221) (← links)
- Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression (Q5494725) (← links)
- Non-parametric estimation of residual moments and covariance (Q5505110) (← links)
- A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression (Q5697365) (← links)
- Nonparametric measures of variance explained (Q5717552) (← links)
- Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
- Data-driven decomposition of seasonal time series (Q5928940) (← links)
- A study of local linear ridge regression estimators (Q5931397) (← links)
- Triple smoothing estimation of the regression function and its derivatives in nonparametric regression (Q5950628) (← links)
- Computational aspects of the <i>k</i>NN local linear smoothing for some conditional models in high dimensional statistics (Q6049869) (← links)
- Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method (Q6063606) (← links)
- Comparison of difference based variance estimators for partially linear models (Q6067500) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Efficient error variance estimation in non‐parametric regression (Q6081852) (← links)
- Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection (Q6099114) (← links)
- Two-stage variational mode decomposition approach to enhance the estimates of variance function (Q6141740) (← links)
- Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
- Bias assessment in local regression (Q6172598) (← links)
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225) (← links)
- Equivariant variance estimation for multiple change-point model (Q6184930) (← links)
- Error variance estimation for the partially linear model (Q6185064) (← links)
- Kernel Averaging Estimators (Q6586895) (← links)
- Activation discovery with FDR control: application to fMRI data (Q6593379) (← links)
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)
- Robust tests for equality of regression curves based on characteristic functions (Q6622120) (← links)
- Spatially modeling the effects of meteorological drivers of \(PM_{2.5}\) in the eastern United States via a local linear penalized quantile regression estimator (Q6625856) (← links)
- Data-Driven Determination of the Number of Jumps in Regression Curves (Q6631072) (← links)
