The following pages link to KernSmooth (Q16757):
Displaying 50 items.
- Nonlinear regression modeling using regularized local likelihood method (Q2495325) (← links)
- Empirical likelihood based inference for the derivative of the nonparametric regression function (Q2496943) (← links)
- A locally adaptive transformation method of boundary correction in kernel density estimation (Q2498751) (← links)
- Local regression for vector responses (Q2498754) (← links)
- Simple and efficient improvements of multivariate local linear regression (Q2499073) (← links)
- Robust and efficient parametric estimation for censored survival data (Q2502145) (← links)
- A content-adaptive analysis and representation framework for audio event discovery from ``unscripted'' multimedia (Q2502442) (← links)
- Density estimation (Q2503951) (← links)
- Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics (Q2503959) (← links)
- Spherical self-organizing map using efficient indexed geodesic data structure (Q2506528) (← links)
- Methods for tracking support boundaries with corners (Q2507751) (← links)
- Nonparametric estimation of quantile functions for randomly right censored data (Q2512579) (← links)
- Density estimation and comparison with a penalized mixture approach (Q2512759) (← links)
- Partially smooth tail-index estimation for small samples (Q2513368) (← links)
- Density estimators of Gaussian type on closed Riemannian manifolds (Q2513410) (← links)
- Bayesian model robustness via disparities (Q2513941) (← links)
- Nonparametric estimation for derivatives of compound distribution (Q2515847) (← links)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
- Rate optimal estimation with the integration method in the presence of many covariates (Q2567118) (← links)
- On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk (Q2581652) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Wavelet-based gradient boosting (Q2631350) (← links)
- Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves (Q2633968) (← links)
- Mean field variational Bayes for elaborate distributions (Q2634124) (← links)
- On the estimation of the mean density of random closed sets (Q2637603) (← links)
- Statistical inferences for functional data (Q2642741) (← links)
- Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics (Q2643280) (← links)
- An incremental kernel density estimator for data stream computation (Q2658443) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels (Q2662924) (← links)
- Resolution of the min-max optimization problem applied in the agricultural sector with the estimation of yields by nonparametric statistical approaches (Q2664877) (← links)
- On-line anomaly detection with advanced independent component analysis of multi-variate residual signals from causal relation networks (Q2666841) (← links)
- Nonparametric recursive method for moment generating function kernel-type estimators (Q2667626) (← links)
- On weights and quotas for weighted majority voting games (Q2669142) (← links)
- A unified framework on defining depth for point process using function smoothing (Q2674482) (← links)
- Heterogeneous crowd dynamics considering the impact of personality traits under a fire emergency: a questionnaire \& simulation-based approach (Q2683120) (← links)
- Kernel regression analysis of tie-breaker designs (Q2683190) (← links)
- A spectral surrogate model for stochastic simulators computed from trajectory samples (Q2686878) (← links)
- Analytical and statistical properties of local depth functions motivated by clustering applications (Q2689597) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
- (Q2701759) (← links)
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models (Q2711686) (← links)
- On the estimation of the marginal density of a moving average process (Q2714931) (← links)
- Model robust regression: combining parametric, nonparametric, and semiparametric methods (Q2720140) (← links)
- On some kernel density estimation bandwidth selectors related to the double kernel method (Q2736779) (← links)
- On multiplicative bias correction in kernel density estimation. (Q2736832) (← links)
- (Q2742796) (← links)
- Nonparametric lag selection for time series models (Q2744945) (← links)
- Mode testing via the excess mass estimate (Q2775643) (← links)
