Pages that link to "Item:Q2886949"
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The following pages link to A nonparametric regression estimator that adapts to error distribution of unknown form (Q2886949):
Displaying 26 items.
- Kernel adjusted nonparametric regression (Q152939) (← links)
- Nonparametric regression with filtered data (Q637090) (← links)
- An adaptive estimation of MAVE (Q643296) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- Upper bounds for errors of estimators in a problem of nonparametric regression: the adaptive case and the case of unknown measure \(\rho _X\) (Q845198) (← links)
- Adaptive estimation of error density in nonparametric regression with small sample size (Q861202) (← links)
- Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- The approximate distribution of nonparametric regression estimates (Q1892980) (← links)
- Determining the number of effective parameters in kernel density estimation (Q2008139) (← links)
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- Variable selection through adaptive MAVE (Q2407490) (← links)
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
- Kernel Density-Based Linear Regression Estimate (Q2873947) (← links)
- Partially adaptive estimation via the maximum entropy densities (Q3367408) (← links)
- Adaptive nonparametric estimation of spatio-temporal models with unknown error distributions (Q3380801) (← links)
- Robust linear regression: A review and comparison (Q4638820) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form (Q5079205) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
- Dynamic Autoregressive Liquidity (DArLiQ) (Q6626245) (← links)
