Pages that link to "Item:Q1914252"
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The following pages link to Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression (Q1914252):
Displaying 48 items.
- Functional linear regression analysis for longitudinal data (Q96109) (← links)
- On quantifying dependence: a framework for developing interpretable measures (Q254346) (← links)
- Quality of fit measurement in regression quantiles: an elemental set method approach (Q273823) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Sensitivity analysis: a review of recent advances (Q320799) (← links)
- A new algorithm for variance based importance analysis of models with correlated inputs (Q350387) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Selecting local models in multiple regression by maximizing power (Q745341) (← links)
- Estimation for a partial-linear single-index model (Q847637) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- On boosting kernel regression (Q1031760) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- Nonparametric variable selection and classification: the CATCH algorithm (Q1623399) (← links)
- A novel partial-linear single-index model for time series data (Q1727926) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
- A new methodology based on covariance and HDMR for global sensitivity analysis (Q2282642) (← links)
- Analytical variance based global sensitivity analysis for models with correlated variables (Q2290168) (← links)
- Single-index modal regression via outer product gradients (Q2291303) (← links)
- A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression (Q2502147) (← links)
- Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections (Q2643029) (← links)
- An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics (Q2794792) (← links)
- Measuring the discrepancy of a parametric model via local polynomial smoothing (Q2852622) (← links)
- A single-index quantile regression model and its estimation (Q2909247) (← links)
- On association in regression: the coefficient of determination revisited (Q3525828) (← links)
- Comparing Robust Measures of Association Estimated Via a Smoother (Q3652737) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression (Q4222536) (← links)
- Some Exploratory Methods for Studying Curvature in Robust Regression (Q4500455) (← links)
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (Q4648569) (← links)
- Quality of Fit Measures in the Framework of Quantile Regression (Q4911968) (← links)
- Semiparametric Stochastic Frontier Estimation via Profile Likelihood (Q5080516) (← links)
- Robust and scale-free effect sizes for non-Normal two-sample comparisons, with applications in e-commerce (Q5129132) (← links)
- Point estimate-based importance analysis for structural models with correlated variables (Q5265606) (← links)
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression (Q5863567) (← links)
- A semiparametric generalized ridge estimator and link with model averaging (Q5864469) (← links)
- “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality (Q5881078) (← links)
- Neighborhood correlation (Q5928935) (← links)
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
- Nonparametric variable importance assessment using machine learning techniques (Q6047783) (← links)
- Measures of conditional dependence for nonlinearity, asymmetry and beyond (Q6556784) (← links)
- On the functional regression model and its finite-dimensional approximations (Q6640129) (← links)
