Pages that link to "Item:Q3128741"

The following pages link to An Effective Bandwidth Selector for Local Least Squares Regression (Q3128741):

Displaying 50 items.

• An improved and efficient estimation method for varying-coefficient model with missing covariates (Q900966) (← links)
• Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
• Relative error prediction via kernel regression smoothers (Q935419) (← links)
• A visual display device for significant features in complicated signals (Q957113) (← links)
• Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
• Estimation in partially linear models and numerical comparisons (Q959193) (← links)
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
• Evaluation of matching noise for imputation techniques based on nonparametric local linear regression estimators (Q961118) (← links)
• Local adaptive smoothing in kernel regression estimation (Q962008) (← links)
• Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
• Estimation on semivarying coefficient models with different degrees of smoothness (Q967997) (← links)
• On kernel nonparametric regression designed for complex survey data (Q976962) (← links)
• Reducing variance in univariate smoothing (Q995415) (← links)
• A note on kernel density estimation for non-negative random variables (Q998884) (← links)
• Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
• Smooth functions and local extreme values (Q1020189) (← links)
• Bandwidth selection for a data sharpening estimator in nonparametric regression (Q1021846) (← links)
• Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
• Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis (Q1023611) (← links)
• Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
• Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) (← links)
• Local linear regression for data with AR errors (Q1036922) (← links)
• Nonparametric regression using Bayesian variable selection (Q1126478) (← links)
• Rates of convergence for the pre-asymptotic substitution bandwidth selector (Q1292787) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
• Methodology for nonparametric regression from independent sources (Q1390964) (← links)
• A comparison of local constant and local linear regression quantile estimators (Q1391248) (← links)
• Wavelet regression estimation in nonparametric mixed effect models (Q1400008) (← links)
• An interpolation method for adapting to sparse design in multivariate nonparametric regression (Q1400122) (← links)
• Local polynomial fitting under association (Q1403421) (← links)
• Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
• Nonparametric regression with correlated errors. (Q1431197) (← links)
• Statistical estimation in varying coefficient models (Q1578274) (← links)
• Recursive local polynomial regression under dependence conditions (Q1580822) (← links)
• Variable bandwidth selection in varying-coefficient models (Q1582633) (← links)
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
• Some theory for penalized spline generalized additive models (Q1600736) (← links)
• A nonparametric measure of local association for two-way contingency tables (Q1615134) (← links)
• Novel and simple non-parametric methods of estimating the joint and marginal densities (Q1619517) (← links)
• Optimal bandwidth selection for kernel density functionals estimation (Q1657915) (← links)
• Nearest neighbor estimates of regression (Q1658417) (← links)
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors (Q1663270) (← links)
• Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction (Q1724844) (← links)
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
• Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
• Ridge estimation in semiparametric linear measurement error models (Q1754430) (← links)
• Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates (Q1757685) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Recent approaches to estimating Engel curves (Q1815635) (← links)
• Making inferences about past environmental change using smoothing in multiple time scales. (Q1853791) (← links)