The following pages link to (Q3825946):
Displaying 50 items.
- Nonparametric frontier estimation via local linear regression (Q288362) (← links)
- Valid post-selection inference (Q355109) (← links)
- Nonparametric estimation of a log-variance function in scale-space (Q394784) (← links)
- Error variance estimation via least squares for small sample nonparametric regression (Q433760) (← links)
- A smooth simultaneous confidence band for conditional variance function (Q497866) (← links)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← links)
- Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- A semi-parametric approach to dual modeling when no replication exists (Q984645) (← links)
- Estimation of heteroscedasticity in regression analysis (Q1095531) (← links)
- Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
- Semiparametric efficient estimators in heteroscedastic error models (Q1733112) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Doubly penalized likelihood estimator in heteroscedastic regression (Q1771433) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Regression function and noise variance tracking methods for data streams with concept drift (Q1797885) (← links)
- Nonparametric quasi-likelihood (Q1807180) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
- Variance function estimation of a one-dimensional nonstationary process (Q2325313) (← links)
- On variance function estimation with quadratic forms (Q2365880) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403) (← links)
- Effect of mean on variance function estimation in nonparametric regression (Q2426618) (← links)
- Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
- Local regression for vector responses (Q2498754) (← links)
- Leverage adjustments for dispersion modelling in generalized nonlinear models (Q2810400) (← links)
- (Q3137073) (← links)
- Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression (Q4665423) (← links)
- (Q4999030) (← links)
- Real-time estimation for functional stochastic regression models (Q5036889) (← links)
- Bayesian jackknife empirical likelihood for the error variance in linear regression models (Q5055245) (← links)
- Error variance function estimation in nonparametric regression models (Q5084932) (← links)
- Conditional median absolute deviation (Q5220850) (← links)
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models (Q5449923) (← links)
- Partly Conditional Survival Models for Longitudinal Data (Q5714620) (← links)
- More efficient local polynomial regression with random-effects panel data models (Q5862496) (← links)
- Optimal designs for testing the functional form of a regression via nonparametric estimation techniques (Q5937068) (← links)
- Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates (Q6039874) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- Two-stage variational mode decomposition approach to enhance the estimates of variance function (Q6141740) (← links)
