Pages that link to "Item:Q1077110"

The following pages link to Optimal bandwidth selection in nonparametric regression function estimation (Q1077110):

Displaying 33 items.

• Threshold knot selection for large-scale spatial models with applications to the<i>Deepwater Horizon</i>disaster (Q5107447) (← links)
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional <i>U</i>-statistics involving functional data (Q5114483) (← links)
• Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data (Q5134477) (← links)
• Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression (Q5189259) (← links)
• An asymptotic theory for the nugget estimator in spatial models (Q5189268) (← links)
• Several nonparametric and semiparametric approaches to linear mixed model regression (Q5220767) (← links)
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
• A new information criterion-based bandwidth selection method for non-parametric regressions (Q5221544) (← links)
• Uniform in bandwidth consistency for various kernel estimators involving functional data (Q5266556) (← links)
• Regression Tolerance Intervals (Q5299942) (← links)
• Clustering High-Dimensional Time Series Based on Parallelism (Q5327288) (← links)
• Forecasting credit ratings with the varying-coefficient model (Q5400665) (← links)
• Bayesian Approach in Nonparametric Count Regression with Binomial Kernel (Q5415903) (← links)
• Selecting the amount of smoothing in nonparametric regression estimation for complex surveys (Q5460699) (← links)
• Kernel spline regression (Q5696347) (← links)
• Automatic and location-adaptive estimation in functional single-index regression (Q5742401) (← links)
• Bootstrap bandwidth selection in time-varying coefficient models with jumps (Q5866145) (← 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)
• Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds (Q6044263) (← links)
• Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method (Q6063606) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• Testing linear operator constraints in functional response regression with incomplete response functions (Q6144422) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
• Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
• Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random (Q6158333) (← links)
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data (Q6167552) (← links)
• Nonparametric multiple regression by projection on non-compactly supported bases (Q6175876) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data (Q6497054) (← links)
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation (Q6549200) (← links)
• A new kernel regression approach for robustified <i>L</i> ₂ boosting (Q6641333) (← links)