Pages that link to "Item:Q4542753"
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The following pages link to Error-dependent smoothing rules in local linear regression (Q4542753):
Displaying 11 items.
- A comparison of six smoothers when there are multiple predictors (Q713632) (← links)
- Reducing variance in univariate smoothing (Q995415) (← links)
- Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
- On the role of the shrinkage parameter in local linear smoothing (Q1368746) (← links)
- Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
- Variance reduction for kernel estimators in clustered/longitudinal data analysis (Q2270260) (← links)
- Local regression smoothers with set-valued outcome data (Q2658029) (← links)
- Inference region for a method of local approximation by using the residuals (Q3978910) (← links)
- On bias reduction in local linear smoothing (Q4212767) (← links)
- Skewing methods for variance-stabilizing local linear regression estimation (Q5082680) (← links)
- W.F. Sheppard's Smoothing Method: A Precursor to Local Polynomial Regression (Q6086590) (← links)