The following pages link to (Q4203557):
Displaying 31 items.
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- Optimal choice of the smoothing parameter of conditional \(U\)-statistics (Q609384) (← links)
- On Gauss quadrature and partial cross validation (Q956841) (← links)
- On the estimation of prediction errors in linear regression models (Q1260704) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Asymptotic distribution of bandwidth selectors in kernel regression estimation (Q1324972) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- A note on the integrated squared error of a kernel density estimator in non-smooth cases (Q1373968) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Optimal pointwise adaptive methods in nonparametric estimation (Q1383092) (← links)
- Superefficiency in nonparametric function estimation (Q1383096) (← links)
- Variable bandwidth selection in varying-coefficient models (Q1582633) (← links)
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- Nonparametric estimation of dynamic discrete choice models for time series data (Q1658465) (← links)
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
- Selection criteria for scatterplot smoothers (Q1848868) (← links)
- Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Inference for the mode of a log-concave density (Q2328065) (← links)
- Consistency of cross-validation when the data are curves (Q2366193) (← links)
- From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression (Q2388332) (← links)
- Consistency of cross validation for comparing regression procedures (Q2473071) (← links)
- Robustness of one-sided cross-validation to autocorrelation (Q2486174) (← links)
- Automatic smoothing parameter selection for the nonparametric regression estimation of functional data. (Q2568349) (← links)
- Nonparametric regression for functional data: automatic smoothing parameter selection (Q2643275) (← links)
- Adaptively varying-coefficient spatiotemporal models (Q2920286) (← links)
- (Q4342459) (← links)
- (Q4633027) (← links)
- A new information criterion-based bandwidth selection method for non-parametric regressions (Q5221544) (← links)
- Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification (Q5324881) (← links)