Pages that link to "Item:Q3774717"
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The following pages link to Kernel Regression Estimation Using Repeated Measurements Data (Q3774717):
Displaying 50 items.
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Nonstationary modeling for multivariate spatial processes (Q450855) (← links)
- Nonparametric trending regression with cross-sectional dependence (Q527964) (← links)
- Influence diagnostics in the varying coefficient model with longitudinal data (Q626197) (← links)
- Optimal estimation of the mean function based on discretely sampled functional data: phase transition (Q661158) (← links)
- Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models (Q683868) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
- Nonparametric curve estimation with time series errors (Q811056) (← links)
- Non-parametric estimation of the average growth curve with a general non-stationary error process (Q857102) (← links)
- Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data (Q860333) (← links)
- Asymptotics for the nonparametric estimation of the mean function of a random process (Q956376) (← links)
- Nonparametric estimation of the regression function from quantized observations (Q959392) (← links)
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data (Q961915) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Nonparametric estimation of a trend based upon sampled continuous processes (Q1004556) (← links)
- Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case (Q1113582) (← links)
- Bandwidth selection for kernel estimate with correlated noise (Q1122897) (← links)
- Kriging by local polynomials. (Q1277692) (← links)
- Longitudinal data with nonstationary errors: A nonparametric three-stage approach (Q1302070) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- Smoothing dependent observations (Q1336911) (← links)
- Near optimal weights in nonparametric regression under some common restrictions (Q1344827) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Kernel regression estimates of growth curves using nonstationary correlated errors (Q1365178) (← links)
- Kernel-based functional principal components (Q1573259) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- On semiparametric familial\,-\,longitudinal models (Q1771475) (← links)
- Testing variances in wavelet regression models (Q1812044) (← links)
- On combining independent nonparametric regression estimators (Q1914278) (← links)
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
- Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process (Q1931831) (← links)
- Uncertainty management of a hydrogeological data set in a Greek lignite basin, using BME (Q2001997) (← links)
- The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations (Q2027227) (← links)
- On consistency of wavelet estimator in nonparametric regression models (Q2066532) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process (Q2341011) (← links)
- Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories (Q2344883) (← links)
- Consistency of cross-validation when the data are curves (Q2366193) (← links)
- The effect of the regularity of the error process on the performance of kernel regression estimators (Q2392261) (← links)
- Non-parametric estimation of the average growth curve from quantized observations and correlated errors (Q2484542) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
- Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
- Statistical inferences for functional data (Q2642741) (← links)
- Bayesian Analysis of Curves Shape Variation Through Registration and Regression (Q2800201) (← links)
- Functional Mixed Effects Models (Q3078911) (← links)