Pages that link to "Item:Q1703839"
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The following pages link to The locally Gaussian density estimator for multivariate data (Q1703839):
Displaying 10 items.
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Challenging the curse of dimensionality in multivariate local linear regression (Q2255912) (← links)
- Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
- The Locally Gaussian Partial Correlation (Q6620913) (← links)
- Estimating and Testing Nonlinear Local Dependence Between Two Time Series (Q6634895) (← links)
