Pages that link to "Item:Q4214232"
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The following pages link to An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models (Q4214232):
Displaying 16 items.
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Wavelet threshold estimation for additive regression models (Q1394761) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- Estimating multiplicative and additive hazard functions by kernel methods (Q1429313) (← links)
- Marginal integration \(M\)-estimators for additive models (Q1694366) (← links)
- Investigating the competitive assumptions of multinomial logit models for brand choice by nonparametric modelling (Q1775990) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Integration and backfitting methods in additive models -- finite sample properties and comparison (Q1969432) (← links)
- Asymptotics for in-sample density forecasting (Q2343957) (← links)
- In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
- Estimation in semiparametric spatial regression (Q2500457) (← links)
- Nonparametric regression penalizing deviations from additivity (Q2569242) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- Estimating IBNR claim counts using different levels of data aggregation (Q5866139) (← links)
- Yield curve estimation by kernel smoothing methods (Q5952031) (← links)
- Efficient functional Lasso kernel smoothing for high-dimensional additive regression (Q6621545) (← links)
