The following pages link to KernSmooth (Q16757):
Displaying 50 items.
- Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data (Q5456561) (← links)
- Boosting kernel density estimates: A bias reduction technique? (Q5456565) (← links)
- (Q5457409) (← links)
- Selecting the amount of smoothing in nonparametric regression estimation for complex surveys (Q5460699) (← links)
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation (Q5467705) (← links)
- Kernel Estimators for Univariate Binary Regression (Q5474410) (← links)
- Likelihood-Based Local Linear Estimation of the Conditional Variance Function (Q5474412) (← links)
- Testing Independence for Bivariate Current Status Data (Q5474413) (← links)
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation (Q5478877) (← links)
- A generalized reflection method of boundary correction in kernel density estimation (Q5486553) (← links)
- Residual Analysis for Spatial Point Processes (with Discussion) (Q5490612) (← links)
- An algorithm for reducing the dimension and size of a sample for data exploration procedures (Q5494417) (← links)
- Smoothing parameter selection methods for nonparametric regression with spatially correlated errors (Q5696348) (← links)
- Histospline method in nonparametric regression models with application to clustered/longitu\-di\-nal data. (Q5701058) (← links)
- (Q5701064) (← links)
- Consistency and rates of convergence of nonlinear Tikhonov regularization with random noise (Q5709779) (← links)
- Computer Vision - ECCV 2004 (Q5712969) (← links)
- Approximate and Asymptotic Distributions of Chi-Squared–Type Mixtures With Applications (Q5754813) (← links)
- A Note on Nonparametric Estimation of the Effective Dose in Quantal Bioassay (Q5754832) (← links)
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap (Q5755032) (← links)
- Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration (Q5755033) (← links)
- Asymptotic unbiased density estimators (Q5851008) (← links)
- A comparison of automatic histogram constructions (Q5851017) (← links)
- Density Estimation by Randomized Quasi-Monte Carlo (Q5858426) (← links)
- Optimal bandwidth estimators of kernel density functionals for contaminated data (Q5861172) (← links)
- Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution (Q5863569) (← links)
- Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )<sup><i>d</i></sup> (Q5865404) (← links)
- Estimating IBNR claim counts using different levels of data aggregation (Q5866139) (← links)
- Robust nonparametric derivative estimator (Q5867424) (← links)
- Comparison of Bayesian nonparametric density estimation methods (Q5867749) (← links)
- Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points (Q5869284) (← links)
- Partially Linear Expectile Regression Using Local Polynomial Fitting (Q5870994) (← links)
- Reference Class Forecasting: Resolving Its Challenge to Statistical Modeling (Q5877673) (← links)
- Efficient estimation of smoothing spline with exact shape constraints (Q5880064) (← links)
- Covariate balancing based on kernel density estimates for controlled experiments (Q5880069) (← links)
- <i>β</i>-divergence loss for the kernel density estimation with bias reduced (Q5880088) (← links)
- A permutation approach to goodness-of-fit testing in regression models (Q5880775) (← links)
- Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing (Q5885127) (← links)
- Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions (Q5889034) (← links)
- Statistical Inference (Q5894015) (← links)
- Central limit theorem for the total squared error of local polynomial estimators of cell probabilities (Q5928930) (← links)
- A study of local linear ridge regression estimators (Q5931397) (← links)
- Optimal bandwidths for kernel density estimators of functions of observations (Q5934106) (← links)
- Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
- Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359) (← links)
- A stabilized bandwidth selection method for kernel smoothing of the periodogram. (Q5940849) (← links)
- Bandwidth selection for kernel conditional density estimation. (Q5941105) (← links)
- Bandwidth selection for the smoothed bootstrap percentile method. (Q5941109) (← links)
- Non-parametric estimation of non-linearity in a cascade time-series system by multiscale approximation. (Q5941224) (← links)
- Relative density estimation and local bandwidth selection for censored data (Q5941337) (← links)
