Pages that link to "Item:Q3128741"

The following pages link to An Effective Bandwidth Selector for Local Least Squares Regression (Q3128741):

Displaying 50 items.

• Testing for constant variance in a linear model (Q90697) (← links)
• Variable selection for partially linear models via partial correlation (Q96600) (← links)
• Single-index quantile regression (Q117474) (← links)
• Fully robust one-sided cross-validation for regression functions (Q154557) (← links)
• Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
• Semiparametric marginal and association regression methods for clustered binary data (Q261833) (← links)
• Quantile regression for single-index-coefficient regression models (Q273760) (← links)
• A two-step estimation approach for logistic varying coefficient modeling of longitudinal data (Q274026) (← links)
• Functional coefficient instrumental variables models (Q274916) (← links)
• Weighted composite quantile regression for single-index models (Q276965) (← links)
• Nonparametric frontier estimation via local linear regression (Q288362) (← links)
• Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
• A smooth nonparametric conditional quantile frontier estimator (Q291120) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• Convolutional autoregressive models for functional time series (Q308370) (← links)
• Generalized profile LSE in varying-coefficient partially linear models with measurement errors (Q385176) (← links)
• Estimation of semi-varying coefficient model with surrogate data and validation sampling (Q385213) (← links)
• A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
• Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
• A bias corrected nonparametric regression estimator (Q419220) (← links)
• Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
• Estimation and test procedures for composite quantile regression with covariates missing at random (Q464458) (← links)
• Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
• Global adaptive smoothing regression (Q485932) (← links)
• Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
• Generalized partial linear varying multi-index coefficient model for gene-environment interactions (Q523939) (← links)
• Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
• Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
• Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men (Q530602) (← links)
• Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
• Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
• Weighted estimation of single index models with right censored responses (Q547388) (← links)
• Nonparametric estimation of varying coefficient error-in-variable models with validation sampling (Q550123) (← links)
• \(L_{2}\) boosting in kernel regression (Q605014) (← links)
• Penalized least squares for single index models (Q622428) (← links)
• On completely data-driven bandwidth selection for single-index models (Q629097) (← links)
• Local linear hazard rate estimation and bandwidth selection (Q645537) (← links)
• A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector (Q662221) (← links)
• Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
• Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← links)
• Bandwidth-based nonparametric inference (Q713763) (← links)
• Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
• Automatic and asymptotically optimal data sharpening for nonparametric regression (Q730822) (← links)
• Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
• Local Walsh-average regression (Q765825) (← links)
• Automatic model selection for partially linear models (Q842929) (← links)
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
• Non-parametric kernel regression for multinomial data (Q855913) (← links)
• Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
• A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)