Pages that link to "Item:Q1208647"
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The following pages link to Empirical smoothing parameter selection in adaptive estimation (Q1208647):
Displaying 13 items.
- Some developments in semiparametric statistics (Q715787) (← links)
- Monte Carlo evidence on adaptive maximum likelihood estimation of a regression (Q1090025) (← links)
- Smoothing in adaptive estimation (Q1192980) (← links)
- A regression approach for estimating the center of symmetry (Q1344817) (← links)
- Empirical process approach in a two-sample location-scale model with censored data (Q1354483) (← links)
- Optimal smoothing in adaptive location estimation (Q1361761) (← links)
- Inference about the slope in linear regression: an empirical likelihood approach (Q1733121) (← links)
- Efficient independent component analysis (Q2373580) (← links)
- Loss and risk in smoothing parameter selection (Q3432400) (← links)
- (Q4203557) (← links)
- Non- and semiparametric statistics: compared and contrasted (Q5928932) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
- Locally robust inference for non-Gaussian SVAR models (Q6565809) (← links)
