Pages that link to "Item:Q3959285"

The following pages link to Weak and strong uniform consistency of kernel regression estimates (Q3959285):

Displaying 50 items.

• Nonparametric regression estimation under mixing conditions (Q913405) (← links)
• A two-stage approach to semilinear in-slide models (Q943600) (← links)
• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
• Estimation in covariate-adjusted regression (Q959410) (← links)
• Estimation on semivarying coefficient models with different degrees of smoothness (Q967997) (← links)
• Simultaneous confidence band and hypothesis test in generalised varying-coefficient models (Q972894) (← links)
• Detection of a change point based on local-likelihood (Q972895) (← links)
• Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
• Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
• Rank reducible varying coefficient model (Q1007481) (← links)
• Large and moderate deviations principles for kernel estimators of the multivariate regression (Q1019536) (← links)
• Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) (← links)
• Statistical inference on parametric part for partially linear single-index model (Q1047848) (← links)
• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (Q1068436) (← links)
• A comparison of Kriging with nonparametric regression methods (Q1074990) (← links)
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
• Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
• Asymptotics of conditional empirical processes (Q1109453) (← links)
• Strong uniform consistency of nonparametric regression function estimates (Q1111287) (← links)
• Asymptotic maximal deviation of M-smoothers (Q1117633) (← links)
• A strong law of large numbers for nonparametric regression (Q1122261) (← links)
• Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth (Q1193997) (← links)
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
• On the almost everywhere properties of the kernel regression estimate (Q1207632) (← links)
• Semiparametric quasilikelihood and variance function estimation in measurement error models (Q1260691) (← links)
• On nonparametric estimation of mean functionals (Q1265951) (← links)
• Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
• A nonparametric calibration analysis (Q1354365) (← links)
• Nonparametric regression with errors in variables and applications (Q1359762) (← links)
• On the estimation of monotone uniform approximations (Q1373949) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
• Minimum distance regression model checking (Q1417798) (← links)
• The functional nonparametric model and applications to spectrometric data (Q1424620) (← links)
• Statistical estimation in varying coefficient models (Q1578274) (← links)
• Likelihood-based local polynomial fitting for single-index models (Q1599242) (← links)
• Checking the adequacy for a distortion errors-in-variables parametric regression model (Q1623769) (← links)
• Quantile estimation for a hybrid model of functional and varying coefficient regressions (Q1642733) (← links)
• Generalized nonparametric smoothing with mixed discrete and continuous data (Q1659130) (← links)
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors (Q1663270) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Estimated conditional score function for missing mechanism model with nonignorable nonresponse (Q1700701) (← links)
• Estimation for varying coefficient partially nonlinear models with distorted measurement errors (Q1726169) (← links)
• Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements (Q1731249) (← links)
• Statistical inference on partial linear additive models with distortion measurement errors (Q1731408) (← links)
• Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
• Direct estimation of low-dimensional components in additive models. (Q1807107) (← links)
• The pointwise rate of convergence of the kernel regression estimate (Q1821449) (← links)
• Nonparametric analysis of covariance. (Q1848910) (← links)
• Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
• Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. (Q1877531) (← links)